J. Tawn: search on Z-Library

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1

Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications

Poon, Ser-Huang, Rockinger, Michael, Tawn, Jonathan

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 548 KB

english, 2004

2

Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX

Sawsan Hilal, Ser-Huang Poon, Jonathan Tawn

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 804 KB

english, 2011

3

Mitochondrial DNA mutation frequencies in experimentally irradiated compost worms, Eisenia fetida

Craig S. Wilding, Michael Z. Trikic, Joanne L. Hingston, David Copplestone, E. Janet Tawn

Journal:

Mutation Research/Genetic Toxicology and Environmental Mutagenesis

Year:

2006

Language:

english

File:

PDF, 185 KB

english, 2006

4

Model-based geostatistics

P. J. Diggle, J. A. Tawn, R. A. Moyeed

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

1998

Language:

english

File:

PDF, 629 KB

english, 1998

5

Modelling Extreme Multivariate Events

Stuart G. Coles and Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1991

Language:

english

File:

PDF, 1.20 MB

english, 1991

6

Dependence Measures for Extreme Value Analyses

Stuart Coles, Janet Heffernan, Jonathan Tawn

Journal:

Year:

1999

Language:

english

File:

PDF, 278 KB

english, 1999

7

An extreme-value theory model for dependent observations

Jonathan A. Tawn

Journal:

Journal of Hydrology

Year:

1988

Language:

english

File:

PDF, 1.17 MB

english, 1988

8

Modelling Multivariate Extreme Value Distributions

Jonathan A. Tawn

Journal:

Year:

1990

Language:

english

File:

PDF, 1.26 MB

english, 1990

9

A new method to assess the risk of local and widespread flooding on rivers and coasts

R. Lamb, C. Keef, J. Tawn, S. Laeger, I. Meadowcroft, S. Surendran, P. Dunning, C. Batstone

Journal:

Journal of Flood Risk Management

Year:

2010

Language:

english

File:

PDF, 753 KB

english, 2010

10

Model-Based Geostatistics

P. J. Diggle, J. A. Tawn and R. A. Moyeed

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

1998

Language:

english

File:

PDF, 4.48 MB

english, 1998

11

Translocation yields in peripheral blood lymphocytes from control populations

Whitehouse, CA, Edwards, AA, Tawn, EJ, Stephan, G, Oestreicher, U, Moquet, JE, Lloyd, DC, Roy, L, Voisin, P, Lindholm, C, Barquinero, J, Barrios, L, Caballin, MR, Darroudi, F, Fomina, J

Journal:

International Journal of Radiation Biology

Year:

2005

Language:

english

File:

PDF, 101 KB

english, 2005

12

Inequalities for the Extremal Coefficients of Multivariate Extreme Value Distributions

Martin Schlather, Jonathan Tawn

Journal:

Year:

2002

Language:

english

File:

PDF, 106 KB

english, 2002

13

The joint probability of waves and water levels in coastal engineering design

Hawkes, Peter J., Gouldby, Ben P., Tawn, Jonathan A., Owen, Michael W.

Journal:

Journal of Hydraulic Research

Year:

2002

Language:

english

File:

PDF, 10.73 MB

english, 2002

14

An evaluation of three stochastic rainfall models

D Cameron, K Beven, J Tawn

Journal:

Journal of Hydrology

Year:

2000

Language:

english

File:

PDF, 306 KB

english, 2000

15

A generalised Student’s -distribution

Ioannis Papastathopoulos, Jonathan A. Tawn

Journal:

Statistics & Probability Letters

Year:

2013

Language:

english

File:

PDF, 1.42 MB

english, 2013

16

Effects of Mis-Specification in Bivariate Extreme Value Problems

Debbie J. Dupuis, Jonathan A. Tawn

Journal:

Year:

2001

Language:

english

File:

PDF, 456 KB

english, 2001

17

Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling

J. L. Wadsworth, J. A. Tawn

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2012

Language:

english

File:

PDF, 1.08 MB

english, 2012

18

Bivariate Extreme Value Theory: Models and Estimation

Jonathan A. Tawn

Journal:

Year:

1988

Language:

english

File:

PDF, 2.14 MB

english, 1988

19

Determining the dependence structure of multivariate extremes

Simpson, E S, Wadsworth, J L, Tawn, J A

Journal:

Year:

2020

File:

PDF, 587 KB

2020

20

Modelling Dependence Within Joint Tail Regions

Anthony W. Ledford and Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1997

Language:

english

File:

PDF, 2.23 MB

english, 1997

21

Statistics for Near Independence in Multivariate Extreme Values

Anthony W. ledford and Jonathan A. Tawn

Journal:

Year:

1996

Language:

english

File:

PDF, 1.55 MB

english, 1996

22

Diagnostics for dependence within time series extremes

Anthony W. Ledford, Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2003

Language:

english

File:

PDF, 313 KB

english, 2003

23

Spatial dependence in extreme river flows and precipitation for Great Britain

Caroline Keef, Cecilia Svensson, Jonathan A. Tawn

Journal:

Journal of Hydrology

Year:

2009

Language:

english

File:

PDF, 1.48 MB

english, 2009

24

Normal forms of random braids

Gebhardt, Volker, Tawn, Stephen

Journal:

Journal of Algebra

Year:

2014

Language:

english

File:

PDF, 725 KB

english, 2014

25

Estimating Probabilities of Extreme Sea-Levels

Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

1992

Language:

english

File:

PDF, 1.32 MB

english, 1992

26

On the penetration distance in Garside monoids

Gebhardt, Volker, Tawn, Stephen

Journal:

Journal of Algebra

Year:

2016

Language:

english

File:

PDF, 710 KB

english, 2016

27

Risks Associated with Low Doses and Low Dose Rates of Ionizing Radiation: Why Linearity May Be (Almost) the Best We Can Do 1

Little, Mark P., Wakeford, Richard, Tawn, E. Janet, Bouffler, Simon D., Berrington de Gonzalez, Amy

Journal:

Year:

2009

Language:

english

File:

PDF, 131 KB

english, 2009

28

Modelling Extremes of the Areal Rainfall Process

Stuart G. Coles and Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1996

Language:

english

File:

PDF, 1.93 MB

english, 1996

29

A statistical analysis of eruptive activity on Mount Etna, Sicily

Lucy Smethurst, Mike R. James, Harry Pinkerton, Jonathan A. Tawn

Journal:

Geophysical Journal International

Year:

2009

Language:

english

File:

PDF, 486 KB

english, 2009

30

Diagnostics for Dependence within Time Series Extremes

Anthony W. Ledford and Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2003

Language:

english

File:

PDF, 3.00 MB

english, 2003

31

kth-order Markov extremal models for assessing heatwave risks

Hugo C. Winter,Jonathan A. Tawn

Journal:

Year:

2017

Language:

english

File:

PDF, 467 KB

english, 2017

32

Accelerating MCMC algorithms

Robert, Christian P., Elvira, Víctor, Tawn, Nick, Wu, Changye

Journal:

Wiley Interdisciplinary Reviews: Computational Statistics

Year:

2018

Language:

english

File:

PDF, 9.05 MB

english, 2018

33

An extreme value analysis for the investigation into the sinking of the M. V. Derbyshire

Janet E. Heffernan, Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2003

Language:

english

File:

PDF, 410 KB

english, 2003

34

Frequencies of chromosome aberrations in a control population determined by G banding

E.Janet Tawn, Caroline A. Whitehouse

Journal:

Mutation Research/Genetic Toxicology and Environmental Mutagenesis

Year:

2001

Language:

english

File:

PDF, 67 KB

english, 2001

35

A conditional approach for multivariate extreme values (with discussion)

Janet E. Heffernan, Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2004

Language:

english

File:

PDF, 1.39 MB

english, 2004

36

EXTREME SEA LEVELS; THE JOINT PROBABILITIES METHOD REVISITED AND REVISED.

TAWN, JA, VASSIE, JM, GUMBEL, EJ

Journal:

ICE Proceedings

Year:

1989

Language:

english

File:

PDF, 755 KB

english, 1989

37

New Estimators for the Extremal Index and Other Cluster Characteristics

Fabrizio Laurini, Jonathan A. Tawn

Journal:

Year:

2003

Language:

english

File:

PDF, 448 KB

english, 2003

38

Chromosomal radiosensitivity: a study of the chromosomal G2 assay in human blood lymphocytes indicating significant inter-individual variability

V. Smart, G.B. Curwen, C.A. Whitehouse, A. Edwards, E.J. Tawn

Journal:

Mutation Research/Fundamental and Molecular Mechanisms of Mutagenesis

Year:

2003

Language:

english

File:

PDF, 85 KB

english, 2003

39

Flood frequency estimation by continuous simulation for a gauged upland catchment (with uncertainty)

D.S Cameron, K.J Beven, J Tawn, S Blazkova, P Naden

Journal:

Journal of Hydrology

Year:

1999

Language:

english

File:

PDF, 812 KB

english, 1999

40

Statistical Methods for Multivariate Extremes: An Application to Structural Design

Stuart G. Coles and Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

1994

Language:

english

File:

PDF, 3.97 MB

english, 1994

41

Ordered Multivariate Extremes

S. Nadarajah, C. W. Anderson and J. A. Tawn

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

1998

Language:

english

File:

PDF, 1.61 MB

english, 1998

42

Bivariate Extreme Analysis of Olympic Swimming Data

Adam, M. B., Tawn, J. A.

Journal:

Journal of Statistical Theory and Practice

Year:

2012

Language:

english

File:

PDF, 268 KB

english, 2012

43

Statistics for Exceptional Athletics Records

Michael E. Robinson and Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

1995

Language:

english

File:

PDF, 922 KB

english, 1995

44

Inference for extreme values under thresholdâbased stopping rules

Barlow, Anna Maria, Sherlock, Chris, Tawn, Jonathan

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2020

File:

PDF, 956 KB

2020

45

The extremal index for GARCH(1, 1) processes

Fabrizio Laurini,Jonathan A. Tawn

Journal:

Year:

2012

Language:

english

File:

PDF, 378 KB

english, 2012

46

Modelling non-stationary extremes with application to surface level ozone

Emma F. Eastoe, Jonathan A. Tawn

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2009

Language:

english

File:

PDF, 1.50 MB

english, 2009

47

Health and safety, environmental pollution and the paint industry

Journal:

Progress in Organic Coatings (Elsevier)

Year:

1977

Language:

english

File:

PDF, 101 KB

english, 1977

48

A Dependence Measure for Multivariate and Spatial Extreme Values: Properties and Inference

Martin Schlather and Jonathan A. Tawn

Journal:

Year:

2003

Language:

english

File:

PDF, 2.08 MB

english, 2003

49

Extreme value modelling of water-related insurance claims

Rohrbeck, Christian, Eastoe, Emma F., Frigessi, Arnoldo, Tawn, Jonathan A.

Journal:

The Annals of Applied Statistics

Year:

2018

Language:

english

File:

PDF, 682 KB

english, 2018

50

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

Eastoe, Emma F., Heffernan, Janet E., Tawn, Jonathan A.

Journal:

Year:

2014

Language:

english

File:

PDF, 687 KB

english, 2014

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