Eastoe, Emma F.; Heffernan, Janet E.; Tawn, Jonathan A. Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation. (English) Zbl 1302.62114 Extremes 17, No. 1, 25-43 (2014). MSC: 62G32 62H20 PDF BibTeX XML Cite \textit{E. F. Eastoe} et al., Extremes 17, No. 1, 25--43 (2014; Zbl 1302.62114) Full Text: DOI
Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun Asymptotically (in)dependent multivariate maxima of moving maxima process. (English) Zbl 1150.60030 Extremes 10, No. 1-2, 57-82 (2007). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 62H05 PDF BibTeX XML Cite \textit{J. E. Heffernan} et al., Extremes 10, No. 1--2, 57--82 (2007; Zbl 1150.60030) Full Text: DOI
Heffernan, Janet E.; Resnick, Sidney I. Limit laws for random vectors with an extreme component. (English) Zbl 1125.60049 Ann. Appl. Probab. 17, No. 2, 537-571 (2007). MSC: 60G70 62G32 PDF BibTeX XML Cite \textit{J. E. Heffernan} and \textit{S. I. Resnick}, Ann. Appl. Probab. 17, No. 2, 537--571 (2007; Zbl 1125.60049) Full Text: DOI arXiv
Heffernan, Janet; Resnick, Sidney Hidden regular variation and the rank transform. (English) Zbl 1073.60057 Adv. Appl. Probab. 37, No. 2, 393-414 (2005). MSC: 60G70 62H05 62H20 60E05 PDF BibTeX XML Cite \textit{J. Heffernan} and \textit{S. Resnick}, Adv. Appl. Probab. 37, No. 2, 393--414 (2005; Zbl 1073.60057) Full Text: DOI
Heffernan, Janet E.; Tawn, Jonathan A. A conditional approach for multivariate extreme values. (With discussion). (English) Zbl 1046.62051 J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 3, 497-546 (2004). MSC: 62G32 62H12 PDF BibTeX XML Cite \textit{J. E. Heffernan} and \textit{J. A. Tawn}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 3, 497--546 (2004; Zbl 1046.62051) Full Text: DOI
Heffernan, Janet E.; Tawn, Jonathan A. An extreme value analysis for the investigation into the sinking of the M. V. Derbyshire. (English) Zbl 1111.62388 J. R. Stat. Soc., Ser. C, Appl. Stat. 52, No. 3, 337-354 (2003). MSC: 62P30 62G32 PDF BibTeX XML Cite \textit{J. E. Heffernan} and \textit{J. A. Tawn}, J. R. Stat. Soc., Ser. C, Appl. Stat. 52, No. 3, 337--354 (2003; Zbl 1111.62388) Full Text: DOI
Heffernan, Janet E.; Tawn, Jonathan A. Extreme value analysis of a large designed experiment: a case study in bulk carrier safety. (English. English summary) Zbl 1023.62118 Extremes 4, No. 4, 359-398 (2001). Reviewer: R.E.Maiboroda MSC: 62P30 62G32 PDF BibTeX XML Cite \textit{J. E. Heffernan} and \textit{J. A. Tawn}, Extremes 4, No. 4, 359--398 (2001; Zbl 1023.62118) Full Text: DOI
Heffernan, Janet E. A directory of coefficients of tail dependence. (English) Zbl 0979.62040 Extremes 3, No. 3, 279-290 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62G32 60E99 PDF BibTeX XML Cite \textit{J. E. Heffernan}, Extremes 3, No. 3, 279--290 (2000; Zbl 0979.62040) Full Text: DOI
Coles, Stuart; Heffernan, Janet; Tawn, Jonathan Dependence measures for extreme value analyses. (English) Zbl 0972.62030 Extremes 2, No. 4, 339-365 (1999). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G32 60G70 PDF BibTeX XML Cite \textit{S. Coles} et al., Extremes 2, No. 4, 339--365 (1999; Zbl 0972.62030) Full Text: DOI