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20112025
most citedExtended Generalised Pareto Models for Tail Estimation

125 citations · 330 across the 39 of their papers we have counts for

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Showing 2021Show all

6 papers · 1 filter

stat.ME2021

Inference for extreme spatial temperature events in a changing climate with application to Ireland

Dáire Healy, Jonathan Tawn, Peter Thorne +1

We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captu…

stat.AP2021

Joint Estimation of Extreme Spatially Aggregated Precipitation at Different Scales through Mixture Modelling

Jordan Richards, Jonathan A. Tawn, Simon Brown

Although most models for rainfall extremes focus on point-wise values, it is aggregated precipitation over areas up to river catchment scale that is of the most interest. To captur…

math.ST2021★ 5 cited

On the Tail Behaviour of Aggregated Random Variables

Jordan Richards, Jonathan A. Tawn

In many areas of interest, modern risk assessment requires estimation of the extremal behaviour of sums of random variables. We derive the first order upper-tail behaviour of the w…

stat.ME2021★ 9 cited

Modelling intransitivity in pairwise comparisons with application to baseball data

Jess Spearing, Jonathan Tawn, David Irons +1

The seminal Bradley-Terry model exhibits transitivity, i.e., the property that the probabilities of player A beating B and B beating C give the probability of A beating C, with the…

stat.ME2021★ 1 cited

Modelling Extremes of Spatial Aggregates of Precipitation using Conditional Methods

Jordan Richards, Jonathan A. Tawn, Simon Brown

Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one faili…

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…