125 citations · 330 across the 39 of their papers we have counts for
5 papers · 1 filter
Some benefits of standardisation for conditional extremes
Christian Rohrbeck, Jonathan A Tawn
A key aspect where extreme values methods differ from standard statistical models is through having asymptotic theory to provide a theoretical justification for the nature of the m…
Accounting for Climate Change in Extreme Sea Level Estimation
Eleanor D'Arcy, Jonathan A. Tawn
Extreme sea level estimates are fundamental for mitigating against coastal flooding as they provide insight for defence engineering. As the global climate changes, rising sea level…
Accounting for Seasonality in Extreme Sea Level Estimation
Eleanor D'Arcy, Jonathan A. Tawn, Amélie Joly +1
Reliable estimates of sea level return levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extr…
Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
Emma S. Simpson, Jonathan A. Tawn
The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme valu…
Extremal Characteristics of Conditional Models
Stan Tendijck, Jonathan Tawn, Philip Jonathan
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calcu…