Modelling Dependence within Joint Tail Regions

JOURNAL ARTICLE published 1 July 1997 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Anthony W. Ledford | Jonathan A. Tawn

Diagnostics for Dependence within Time Series Extremes

JOURNAL ARTICLE published 1 May 2003 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Anthony W. Ledford | Jonathan A. Tawn

Concomitant tail behaviour for extremes

JOURNAL ARTICLE published March 1998 in Advances in Applied Probability

Authors: Anthony W. Ledford | Jonathan A. Tawn

Concomitant tail behaviour for extremes

JOURNAL ARTICLE published March 1998 in Advances in Applied Probability

Authors: Anthony W. Ledford | Jonathan A. Tawn

Modelling the tail behaviour of precipitation aggregates using conditional spatial extremes.

POSTED CONTENT published

Authors: Jordan Richards | Jonathan Tawn | Simon Brown

Atomic Structure of Hexagonal SiC Surfaces

JOURNAL ARTICLE published July 1997 in physica status solidi (b)

Authors: U. Starke

Nonstationary modelling of tail dependence of two subjects’ concentration

JOURNAL ARTICLE published 1 June 2018 in The Annals of Applied Statistics

Authors: Kshitij Sharma | Valérie Chavez-Demoulin | Pierre Dillenbourg

Hedging the Black Swan: Conditional Heteroskedasticity and Tail Dependence in S&P500 and Vix

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sawsan Abbas | Ser-Huang Poon | Jonathan Tawn

Dependence modelling for spatial extremes

JOURNAL ARTICLE published 1 June 2012 in Biometrika

Authors: J. L. Wadsworth | J. A. Tawn

Modelling Extreme-Value Dependence in International Stock Markets

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ser-Huang Poon | Michael Michael Rockinger | Jonathan Tawn

A geometric investigation into the tail dependence of vine copulas

JOURNAL ARTICLE published July 2021 in Journal of Multivariate Analysis

Research funded by Engineering and Physical Sciences Research Council (EP/L015692/1,EP/P002838/1)

Authors: Emma S. Simpson | Jennifer L. Wadsworth | Jonathan A. Tawn

Modelling extremes of spatial aggregates of precipitation using conditional methods

JOURNAL ARTICLE published 1 December 2022 in The Annals of Applied Statistics

Authors: Jordan Richards | Jonathan A. Tawn | Simon Brown

Stochastic modelling (Crystal Ball)

BOOK CHAPTER published 11 May 2018 in Foundations of Real Estate Financial Modelling

Authors: Roger Staiger

Stochastic modelling of consumer’s diminishing return

JOURNAL ARTICLE published April 1997 in Journal of the Italian Statistical Society

Authors: Ramalingam Shanmugam

Operator Tail Dependence of Copulas

JOURNAL ARTICLE published September 2018 in Methodology and Computing in Applied Probability

Authors: Haijun Li

Extreme value modelling of water-related insurance claims

JOURNAL ARTICLE published 1 March 2018 in The Annals of Applied Statistics

Authors: Christian Rohrbeck | Emma F. Eastoe | Arnoldo Frigessi | Jonathan A. Tawn

Modeling spatial tail dependence with Cauchy convolution processes

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Pavel Krupskii | Raphaël Huser

Permutation test of tail dependence

JOURNAL ARTICLE published 21 September 2023 in Statistical Methods & Applications

Research funded by Croatian-Swiss Research Program (CSRP 018-01-180549)

Authors: Bojan Basrak | Darko Brborović

Tail Pinch Induces Fos Immunoreactivity Within Several Regions of the Male Rat Brain: Effects of Age

JOURNAL ARTICLE published May 1997 in Physiology & Behavior

Authors: Wendy J Smith | Jane Stewart | James G Pfaus

Tail dependence estimation based on smooth estimation of diagonal section

JOURNAL ARTICLE published 30 September 2022 in Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics

Authors: Selim Orhun SUSAM