Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics

JOURNAL ARTICLE published January 1994 in Statistics & Probability Letters

Authors: Rinya Takahashi

Estimating Probabilities of Extreme Sea-Levels

JOURNAL ARTICLE published 1992 in Applied Statistics

Authors: Jonathan A. Tawn

Determining the dependence structure of multivariate extremes

JOURNAL ARTICLE published 1 September 2020 in Biometrika

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

Authors: E S Simpson | J L Wadsworth | J A Tawn

Fisher Information for a Multivariate Extreme Value Distribution

JOURNAL ARTICLE published September 1995 in Biometrika

Authors: Daoji Shi

Extreme Values in the Dock

JOURNAL ARTICLE published 1 March 2004 in Significance

Authors: Janet Heffernan | Jonathan Tawn

Managing Portfolio Risk Using Multivariate Extreme Value Methods

JOURNAL ARTICLE published in SSRN Electronic Journal

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

Studies in the history of probability and statistics XLIV. A forerunner of the t-distribution

JOURNAL ARTICLE published 1 December 1996 in Biometrika

Authors: J Pfanzagl

Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation

JOURNAL ARTICLE published March 2014 in Extremes

Authors: Emma F. Eastoe | Janet E. Heffernan | Jonathan A. Tawn

Inference for Extreme Values Under Threshold-Based Stopping Rules

JOURNAL ARTICLE published 1 August 2020 in Journal of the Royal Statistical Society Series C: Applied Statistics

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

Authors: Anna Maria Barlow | Chris Sherlock | Jonathan Tawn

Limit Distributions of Multivariate Extreme Values in Nonstationary Sequences of Random Vectors

BOOK CHAPTER published 1989 in Lecture Notes in Statistics

Authors: J. Hüsler

Fisher information for a multivariate extreme value distribution

JOURNAL ARTICLE published 1995 in Biometrika

Authors: DAOJI SHI

Stochastic Ordering Under Conditional Modelling of Extreme Values: Drug-Induced Liver Injury

JOURNAL ARTICLE published 1 February 2015 in Journal of the Royal Statistical Society Series C: Applied Statistics

Research funded by Engineering and Physical Sciences Research Council (EP/D063485/1)

Authors: Ioannis Papastathopoulos | Jonathan A. Tawn

Normalizing Transformations of Some Statistics in Multivariate Analysis

JOURNAL ARTICLE published December 1981 in Biometrika

Authors: Sadanori Konishi

Two Statistics for Testing for Multivariate Normality

JOURNAL ARTICLE published December 1983 in Biometrika

Authors: S. G. Machado

Statistical Methods for Multivariate Extremes: An Application to Structural Design

JOURNAL ARTICLE published 1994 in Applied Statistics

Authors: Stuart G. Coles | Jonathan A. Tawn

Modelling spatial extreme events with environmental applications

JOURNAL ARTICLE published December 2018 in Spatial Statistics

Research funded by Jeremy Benn Associates Ltd. and Innovate UK (KTP009454) | The Role of Digital Technology in Understanding, Mitigating and Adapting to Environmental Change (EP/P002285/1) | STOR-i Centre for Doctoral Training) and Shell Research (EP/L015692/1)

Authors: Jonathan Tawn | Rob Shooter | Ross Towe | Rob Lamb

On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences

JOURNAL ARTICLE published August 1996 in Statistics & Probability Letters

Authors: Mateusz Wiśniewski

A construction principle for multivariate extreme value distributions

JOURNAL ARTICLE published 1 September 2011 in Biometrika

Authors: F. Ballani | M. Schlather

Approximate Formulae for the Statistical Distributions of Extreme Values

JOURNAL ARTICLE published December 1958 in Biometrika

Authors: J. J. Dronkers

On the use of the directional derivative in obtaining multivariate extreme values

JOURNAL ARTICLE published February 1985 in Statistics & Probability Letters

Authors: Alvin D Wiggins