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JOURNAL ARTICLE published 1999 in Extremes

Authors: Stuart Coles | Janet Heffernan | Jonathan Tawn

https://doi.org/10.1023/a:1009963131610 Actions

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

https://doi.org/10.1007/s10687-013-0173-6 Actions

JOURNAL ARTICLE published 2001 in Extremes

Authors: Janet E. Heffernan | Jonathan A. Tawn

https://doi.org/10.1023/a:1016544112941 Actions

Portfolio risk assessment using multivariate extreme value methods

JOURNAL ARTICLE published December 2014 in Extremes

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

https://doi.org/10.1007/s10687-014-0194-9 Actions

Applications of Multivariate Extremes

BOOK CHAPTER published 1994 in Extreme Value Theory and Applications

Authors: Jonathan Tawn

https://doi.org/10.1007/978-1-4613-3638-9_15 Actions

Asymptotically (in)dependent multivariate maxima of moving maxima processes

JOURNAL ARTICLE published 12 August 2007 in Extremes

Authors: Janet E. Heffernan | Jonathan A. Tawn | Zhengjun Zhang

https://doi.org/10.1007/s10687-007-0035-1 Actions

Some aspects of extreme value statistics under serial dependence

JOURNAL ARTICLE published March 2008 in Extremes

Authors: Holger Drees

https://doi.org/10.1007/s10687-007-0051-1 Actions

Bayesian uncertainty management in temporal dependence of extremes

JOURNAL ARTICLE published September 2016 in Extremes

Research funded by Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung (156069)

Authors: T. Lugrin | A. C. Davison | J. A. Tawn

https://doi.org/10.1007/s10687-016-0258-0 Actions

Bivariate extreme-value copulas with discrete Pickands dependence measure

JOURNAL ARTICLE published September 2011 in Extremes

Authors: Jan-Frederik Mai | Matthias Scherer

https://doi.org/10.1007/s10687-010-0112-8 Actions

Multivariate extreme value copulas with factor and tree dependence structures

JOURNAL ARTICLE published March 2018 in Extremes

Research funded by NSERC Discovery Grant (8698)

Authors: David Lee | Harry Joe

https://doi.org/10.1007/s10687-017-0298-0 Actions

Detecting breaks in the dependence of multivariate extreme-value distributions

JOURNAL ARTICLE published March 2017 in Extremes

Research funded by Deutsche Forschungsgemeinschaft (SFB 823)

Authors: Axel Bücher | Paul Kinsvater | Ivan Kojadinovic

https://doi.org/10.1007/s10687-016-0268-y Actions

Some Aspects of Spatial Extremes

BOOK CHAPTER published 1994 in Extreme Value Theory and Applications

Authors: Stuart Coles

https://doi.org/10.1007/978-1-4613-3638-9_16 Actions

Inference for an extreme value model accounting for inter-site dependence

PROCEEDINGS ARTICLE published 2017 in AIP Conference Proceedings

Authors: Darmesah Gabd | Jonathan Tawn

https://doi.org/10.1063/1.4980985 Actions

Modelling Dependence Uncertainty in the Extremes of Markov Chains

JOURNAL ARTICLE published December 2003 in Extremes

Authors: Scott Sisson | Stuart Coles

https://doi.org/10.1007/s10687-004-4721-3 Actions

A Bayesian Analysis of Extreme Rainfall Data

JOURNAL ARTICLE published 1996 in Applied Statistics

Authors: Stuart G. Coles | Jonathan A. Tawn

https://doi.org/10.2307/2986068 Actions

On distributionally robust extreme value analysis

JOURNAL ARTICLE published June 2020 in Extremes

Research funded by National Science Foundation (CMMI 1436700) | National Science Foundation (1915967,1820942,1838676) | Ministry of Education - Singapore (SRG ESD 2018 134)

Authors: Jose Blanchet | Fei He | Karthyek Murthy

https://doi.org/10.1007/s10687-019-00371-1 Actions

Modelling Extreme-Value Dependence in International Stock Markets

JOURNAL ARTICLE published in SSRN Electronic Journal

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

https://doi.org/10.2139/ssrn.302961 Actions

Extreme Values in the Dock

JOURNAL ARTICLE published 1 March 2004 in Significance

Authors: Janet Heffernan | Jonathan Tawn

https://doi.org/10.1111/j.1740-9713.2004.00003.x Actions

Extreme value analysis of decadal variations in storm surge elevations

JOURNAL ARTICLE published August 2007 in Journal of Marine Systems

Authors: Adam Butler | Janet E. Heffernan | Jonathan A. Tawn | Roger A. Flather | Kevin J. Horsburgh

https://doi.org/10.1016/j.jmarsys.2006.10.006 Actions

An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire

JOURNAL ARTICLE published 1 July 2003 in Journal of the Royal Statistical Society Series C: Applied Statistics

Authors: Janet E. Heffernan | Jonathan A. Tawn

https://doi.org/10.1111/1467-9876.00408 Actions
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