8 citations · 14 across the 9 of their papers we have counts for
9 papers · 1 filter
Gaussian mixture copulas for flexible dependence modelling in the body and tails of joint distributions
Lídia M. André, Jonathan A. Tawn
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme…
Estimating Metocean Environments Associated with Extreme Structural Response to Demonstrate the Dangers of Environmental Contour Methods
Matthew Speers, David Randell, Jonathan Angus Tawn +1
Extreme value analysis (EVA) uses data to estimate long-term extreme environmental conditions for variables such as significant wave height and period, for the design of marine str…
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
Eleanor D'Arcy, Jonathan A Tawn
Max-autogressive moving average (Max-ARMA) processes are powerful tools for modelling time series data with heavy-tailed behaviour; these are a non-linear version of the popular au…
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…
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…
Bayesian spatial clustering of extremal behaviour for hydrological variables
Christian Rohrbeck, Jonathan A Tawn
To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation…