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stat.ME2023
Automated threshold selection and associated inference uncertainty for univariate extremes
Conor Murphy, Jonathan A. Tawn, Zak Varty
Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite…
stat.ME2021★ 2 cited
Inference for extreme earthquake magnitudes accounting for a time-varying measurement process
Zak Varty, Jonathan A. Tawn, Peter M. Atkinson +1
Investment in measuring a process more completely or accurately is only useful if these improvements can be utilised during modelling and inference. We consider how improvements to…