4 papers
Spatio-temporal analysis of extreme winter temperatures in Ireland
Dáire Healy, Jonathan A. Tawn, Peter Thorne +1
We analyse extreme daily minimum temperatures in winter months over the island of Ireland from 1950-2022. We model the marginal distributions of extreme winter minima using a gener…
Sequential Design for the Efficient Estimation of Offshore Structure Failure Probability
Matthew Speers, Jonathan Angus Tawn, Philip Jonathan
Estimation of the failure probability of offshore structures exposed to extreme ocean environments is critical to their safe design and operation. The conditional density of the en…
Gaussian mixture copulas for flexible dependence modelling in the body and tails of joint distributions
LÃdia 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…
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…