125 citations · 330 across the 39 of their papers we have counts for
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stat.ME2018★ 38 cited
Determining the Dependence Structure of Multivariate Extremes
Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn
In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often l…
stat.ME2018★ 19 cited
Model-based inference of conditional extreme value distributions with hydrological applications
Ross Towe, Jonathan Tawn, Rob Lamb +1
Multivariate extreme value models are used to estimate joint risk in a number of applications, with a particular focus on environmental fields ranging from climatology and hydrolog…