125 citations · 330 across the 39 of their papers we have counts for
9 papers · 1 filter
Higher-dimensional spatial extremes via single-site conditioning
Jennifer L. Wadsworth, Jonathan Tawn
Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in m…
Ranking, and other Properties, of Elite Swimmers using Extreme Value Theory
Jess Spearing, Jonathan Tawn, David Irons +2
The International Swimming Federation (FINA) uses a very simple points system with the aim to rank swimmers across all Olympic events. The points acquired is a function of the rati…
Evaluation of extremal properties of GARCH(p,q) processes
Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn
Generalized autoregressive conditionally heteroskedastic (GARCH) processes are widely used for modelling features commonly found in observed financial returns. The extremal propert…
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…
A stochastic model for the lifecycle and track of extreme extratropical cyclones in the North Atlantic
Paul Sharkey, Jonathan A. Tawn, Simon J. Brown
Extratropical cyclones are large-scale weather systems which are often the source of extreme weather events in Northern Europe, often leading to mass infrastructural damage and cas…
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains
Ioannis Papastathopoulos, Adrian Casey, Jonathan A. Tawn
We derive some key extremal features for th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The ch…
Penultimate Analysis of the Conditional Multivariate Extremes Tail Model
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of conve…
Inference for extreme values under threshold-based stopping rules
Anna Maria Barlow, Chris Sherlock, Jonathan Tawn
There is a propensity for an extreme value analyses to be conducted as a consequence of the occurrence of a large flooding event. This timing of the analysis introduces bias and po…
Modelling the clustering of extreme events for short-term risk assessment
Ross Towe, Jonathan Tawn, Emma Eastoe +1
Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extrem…