Jonathan A. Tawn
- Determining the dependence structure of multivariate extremes
2020/03/03 by Emma S. Simpson, E S Simpson, J L Wadsworth +3 · 6 citations
Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Climate variability and models
- Modelling across extremal dependence classes
2014/08/21 by Jennifer L. Wadsworth, Wadsworth, Jennifer, Jonathan A. Tawn +5 · 3 citations
Economics, Econometrics and Finance · #60G70 #62G32 #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Monetary Policy and Economic Impact
- Inference for extreme spatial temperature events in a changing climate with application to Ireland
2021/11/16 by Dáire Healy, Jonathan A. Tawn, Healy, Dáire +5 · 3 citations
Environmental Science · Earth and Planetary Sciences · #Climate variability and models #Meteorological Phenomena and Simulations #Hydrology and Drought Analysis
- Automated threshold selection and associated inference uncertainty for univariate extremes
2023/10/27 by Conor Murphy, Jonathan A. Tawn, Murphy, Conor +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #Market Dynamics and Volatility #Statistical Methods and Inference #Financial Risk and Volatility Modeling
- Self-consistent estimation of conditional multivariate extreme value distributions
2014/02/17 by Y. Liu, Ye Liu, J.A. Tawn +1 · 2 citations
Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Hydrology and Drought Analysis
- Automated Threshold Selection and Associated Inference Uncertainty for Univariate Extremes
2024/11/05 by Conor Murphy, Jonathan A. Tawn, Zak Varty · 5 citations
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Statistical Methods and Inference
- Bayesian Uncertainty Management in Temporal Dependence of Extremes
2015/12/03 by Thomas Lugrin, Lugrin, Thomas, A. C. Davison +3 · 1 citation
Economics, Econometrics and Finance · Environmental Science · #Climate variability and models #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME)
- Inference for extreme earthquake magnitudes accounting for a time-varying measurement process
2021/02/01 by Zak Varty, Jonathan A. Tawn, Varty, Zak +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · Environmental Science · #Financial Risk and Volatility Modeling #Statistical and numerical algorithms #Climate variability and models
- Joint Estimation of Extreme Spatially Aggregated Precipitation at Different Scales through Mixture Modelling
2021/11/16 by J. Ian Richards, Richards, Jordan, Jonathan A. Tawn +3 · 1 citation
Earth and Planetary Sciences · Environmental Science · #Applications (stat.AP) #Climate variability and models #FOS: Computer and information sciences #Hydrology and Drought Analysis #Methodology (stat.ME) #Precipitation Measurement and Analysis
- Accounting for Climate Change in Extreme Sea Level Estimation
2022/07/30 by Eleanor D’Arcy, D'Arcy, Eleanor, Jonathan A. Tawn +1 · 1 citation
Earth and Planetary Sciences · Environmental Science · #Applications (stat.AP) #FOS: Computer and information sciences #Flood Risk Assessment and Management #Hydrology and Drought Analysis #Methodology (stat.ME) #Tropical and Extratropical Cyclones Research
- Temporal evolution of the extreme excursions of multivariate kth order Markov processes with application to oceanographic data
2023/02/28 by Stan Tendijck, Tendijck, Stan, Philip Jonathan +5 · 1 citation
Environmental Science · Social Sciences · Economics, Econometrics and Finance · #Climate variability and models #Insurance, Mortality, Demography, Risk Management #Financial Risk and Volatility Modeling
- Bayesian spatial clustering of extremal behaviour for hydrological variables
2019/06/20 by Christian Rohrbeck, Jonathan A. Tawn, Rohrbeck, Christian +1 · 1 citation
Economics, Econometrics and Finance · Environmental Science · Social Sciences · #62G32 #62H11 #Applications (stat.AP) #FOS: Computer and information sciences #Hydrology and Drought Analysis #Insurance, Mortality, Demography, Risk Management #Methodology (stat.ME) #Monetary Policy and Economic Impact
- Estimating Metocean Environments Associated with Extreme Structural Response to Demonstrate the Dangers of Environmental Contour Methods
2024/04/25 by Matthew Speers, David Randell, Speers, Matthew +5 · 2 citations
Earth and Planetary Sciences · Environmental Science · #Ocean Acidification Effects and Responses #Methane Hydrates and Related Phenomena #Geological and Geophysical Studies