Tendijck, Stan; Tawn, Jonathan; Jonathan, Philip Extremal characteristics of conditional models. (English) Zbl 07658862 Extremes 26, No. 1, 139-156 (2023). MSC: 62Exx PDFBibTeX XMLCite \textit{S. Tendijck} et al., Extremes 26, No. 1, 139--156 (2023; Zbl 07658862) Full Text: DOI arXiv
Shooter, Rob; Tawn, Jonathan; Ross, Emma; Jonathan, Philip Basin-wide spatial conditional extremes for severe ocean storms. (English) Zbl 1473.60087 Extremes 24, No. 2, 241-265 (2021). MSC: 60G70 62F15 62G32 62M30 62P12 PDFBibTeX XMLCite \textit{R. Shooter} et al., Extremes 24, No. 2, 241--265 (2021; Zbl 1473.60087) Full Text: DOI
Winter, Hugo C.; Tawn, Jonathan A. \(k\)th-order Markov extremal models for assessing heatwave risks. (English) Zbl 1373.60092 Extremes 20, No. 2, 393-415 (2017). MSC: 60G70 62G32 62P12 PDFBibTeX XMLCite \textit{H. C. Winter} and \textit{J. A. Tawn}, Extremes 20, No. 2, 393--415 (2017; Zbl 1373.60092) Full Text: DOI
Sharkey, Paul; Tawn, Jonathan A. A Poisson process reparameterisation for Bayesian inference for extremes. (English) Zbl 1373.60091 Extremes 20, No. 2, 239-263 (2017). MSC: 60G70 62F15 62P12 62G32 PDFBibTeX XMLCite \textit{P. Sharkey} and \textit{J. A. Tawn}, Extremes 20, No. 2, 239--263 (2017; Zbl 1373.60091) Full Text: DOI arXiv Link
Lugrin, Thomas; Davison, A. C.; Tawn, J. A. Bayesian uncertainty management in temporal dependence of extremes. (English) Zbl 1360.62246 Extremes 19, No. 3, 491-515 (2016). MSC: 62G32 62F15 62M10 62P12 62E15 60G70 65C60 PDFBibTeX XMLCite \textit{T. Lugrin} et al., Extremes 19, No. 3, 491--515 (2016; Zbl 1360.62246) Full Text: DOI arXiv Link
Hilal, Sawsan; Poon, Ser-Huang; Tawn, Jonathan Portfolio risk assessment using multivariate extreme value methods. (English) Zbl 1303.91158 Extremes 17, No. 4, 531-556 (2014). MSC: 91G10 62P05 91G70 62G32 PDFBibTeX XMLCite \textit{S. Hilal} et al., Extremes 17, No. 4, 531--556 (2014; Zbl 1303.91158) Full Text: DOI
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 PDFBibTeX XMLCite \textit{E. F. Eastoe} et al., Extremes 17, No. 1, 25--43 (2014; Zbl 1302.62114) Full Text: DOI
Laurini, Fabrizio; Tawn, Jonathan A. The extremal index for GARCH(1,1) processes. (English) Zbl 1329.60154 Extremes 15, No. 4, 511-529 (2012). MSC: 60G70 62G32 62M10 62G20 91G70 PDFBibTeX XMLCite \textit{F. Laurini} and \textit{J. A. Tawn}, Extremes 15, No. 4, 511--529 (2012; Zbl 1329.60154) 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 PDFBibTeX XMLCite \textit{J. E. Heffernan} et al., Extremes 10, No. 1--2, 57--82 (2007; Zbl 1150.60030) Full Text: DOI
Stephenson, Alec; Tawn, Jonathan Bayesian inference for extremes: accounting for the three extremal types. (English) Zbl 1090.62025 Extremes 7, No. 4, 291-307 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62F15 62G32 65C40 PDFBibTeX XMLCite \textit{A. Stephenson} and \textit{J. Tawn}, Extremes 7, No. 4, 291--307 (2004; Zbl 1090.62025) Full Text: DOI
Laurini, Fabrizio; Tawn, Jonathan A. New estimators for the extremal index and other cluster characteristics. (English) Zbl 1053.62065 Extremes 6, No. 3, 189-211 (2003). Reviewer: Elisaveta Pancheva (Sofia) MSC: 62G32 60G70 PDFBibTeX XMLCite \textit{F. Laurini} and \textit{J. A. Tawn}, Extremes 6, No. 3, 189--211 (2003; Zbl 1053.62065) Full Text: DOI
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. Diagnostics for pairwise extremal dependence in spatial processes. (English) Zbl 1036.62094 Extremes 5, No. 3, 271-285 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M30 62G32 62P12 PDFBibTeX XMLCite \textit{M. A. Ancona-Navarrete} and \textit{J. A. Tawn}, Extremes 5, No. 3, 271--285 (2003; Zbl 1036.62094) Full Text: DOI
Schlather, Martin; Tawn, Jonathan Inequalities for the extremal coefficients of multivariate extreme value distributions. (English) Zbl 1035.60013 Extremes 5, No. 1, 87-102 (2002). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E05 60E15 60G70 PDFBibTeX XMLCite \textit{M. Schlather} and \textit{J. Tawn}, Extremes 5, No. 1, 87--102 (2002; Zbl 1035.60013) 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 PDFBibTeX XMLCite \textit{J. E. Heffernan} and \textit{J. A. Tawn}, Extremes 4, No. 4, 359--398 (2001; Zbl 1023.62118) Full Text: DOI
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. A comparison of methods for estimating the extremal index. (English) Zbl 0965.62044 Extremes 3, No. 1, 5-38 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62G32 60G70 62M09 60G10 PDFBibTeX XMLCite \textit{M. A. Ancona-Navarrete} and \textit{J. A. Tawn}, Extremes 3, No. 1, 5--38 (2000; Zbl 0965.62044) 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 PDFBibTeX XMLCite \textit{S. Coles} et al., Extremes 2, No. 4, 339--365 (1999; Zbl 0972.62030) Full Text: DOI