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Tawn, Jonathan A.

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Author ID: tawn.jonathan-a Recent zbMATH articles by "Tawn, Jonathan A."
Published as: Tawn, J. A.; Tawn, Jonathan; Tawn, Jonathan A.
Documents Indexed: 67 Publications since 1988

Publications by Year

Citations contained in zbMATH Open

51 Publications have been cited 1,500 times in 743 Documents Cited by Year
Statistics for near independence in multivariate extreme values. Zbl 0865.62040
Ledford, Anthony W.; Tawn, Jonathan A.
181
1996
Model-based geostatistics. (With discussion). Zbl 0904.62119
Diggle, P. J.; Tawn, J. A.; Moyeed, R. A.
152
1998
Dependence measures for extreme value analyses. Zbl 0972.62030
Coles, Stuart; Heffernan, Janet; Tawn, Jonathan
139
1999
Bivariate extreme value theory: Models and estimation. Zbl 0653.62045
Tawn, Jonathan A.
115
1988
Modelling dependence within joint tail regions. Zbl 0886.62063
Ledford, Anthony W.; Tawn, Jonathan A.
113
1997
Modelling extreme multivariate events. Zbl 0800.60020
Coles, Stuart G.; Tawn, Jonathan A.
88
1991
A conditional approach for multivariate extreme values. (With discussion). Zbl 1046.62051
Heffernan, Janet E.; Tawn, Jonathan A.
78
2004
A dependence measure for multivariate and spatial extreme values: properties and inference. Zbl 1035.62045
Schlather, Martin; Tawn, Jonathan A.
63
2003
Modelling multivariate extreme value distributions. Zbl 0716.62051
Tawn, Jonathan A.
53
1990
Statistical methods for multivariate extremes: An application to structural design. Zbl 0825.62717
Coles, S. G.; Tawn, J. A.
49
1994
Markov chain models for threshold exceedances. Zbl 0891.60047
Smith, Richard L.; Tawn, Jonathan A.; Coles, Stuart G.
45
1997
Concomitant tail behaviour for extremes. Zbl 0905.60034
Ledford, Anthony W.; Tawn, Jonathan A.
39
1998
Diagnostics for dependence within time series extremes. Zbl 1065.62156
Ledford, Anthony W.; Tawn, Jonathan A.
34
2003
Statistics of multivariate extremes. Zbl 0715.62095
Smith, R. L.; Tawn, J. A.; Yuen, H. K.
29
1990
Modelling extremes of the areal rainfall process. Zbl 0863.60041
Coles, Stuart G.; Tawn, Jonathan A.
25
1996
Dependence modelling for spatial extremes. Zbl 1318.62160
Wadsworth, Jennifer L.; Tawn, Jonathan A.
24
2012
A sequential smoothing algorithm with linear computational cost. Zbl 1406.62093
Fearnhead, Paul; Wyncoll, David; Tawn, Jonathan
20
2010
Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013
Schlather, Martin; Tawn, Jonathan
20
2002
A comparison of methods for estimating the extremal index. Zbl 0965.62044
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A.
19
2000
Extremal analysis of processes sampled at different frequencies. Zbl 0976.62093
Robinson, Michael E.; Tawn, Jonathan A.
19
2000
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions. Zbl 1400.62104
Wadsworth, Jennifer L.; Tawn, Jonathan A.
18
2014
Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030
Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun
15
2007
Exploiting occurrence times in likelihood inference for componentwise maxima. Zbl 1068.62019
Stephenson, Alec; Tawn, Jonathan
14
2005
Models for the extremes of Markov chains. Zbl 0926.60044
Bortot, Paola; Tawn, Jonathan A.
14
1998
New estimators for the extremal index and other cluster characteristics. Zbl 1053.62065
Laurini, Fabrizio; Tawn, Jonathan A.
13
2003
Comparison of approaches for estimating the probability of coastal flooding. Zbl 0905.62123
Bruun, John T.; Tawn, Jonathan A.
12
1998
A new representation for multivariate tail probabilities. Zbl 1284.60107
Wadsworth, J. L.; Tawn, J. A.
9
2013
Modelling extreme-value dependence in international stock markets. Zbl 1034.62106
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan
9
2003
The multivariate Gaussian tail model: an application to oceanographic data. Zbl 0944.62110
Bortot, Paola; Coles, Stuart; Tawn, Jonathan
9
2000
Bayesian inference for extremes: accounting for the three extremal types. Zbl 1090.62025
Stephenson, Alec; Tawn, Jonathan
8
2004
Estimating probabilities of extreme sea-levels. Zbl 0825.62988
Tawn, J. A.
8
1992
Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds. Zbl 1234.62061
Eastoe, Emma F.; Tawn, Jonathan A.
7
2012
Modelling across extremal dependence classes. Zbl 1414.62165
Wadsworth, J. L.; Tawn, J. A.; Davison, A. C.; Elton, D. M.
6
2017
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model. Zbl 1259.62014
Keef, Caroline; Papastathopoulos, Ioannis; Tawn, Jonathan A.
6
2013
Extremal analysis of short series with outliers: sea-levels and athletic records. Zbl 0964.62036
Barão, M. Isabel; Tawn, Jonathan A.
6
1999
Ordered multivariate extremes. Zbl 0910.62054
Nadarajah, S.; Anderson, C. W.; Tawn, J. A.
5
1998
Extended generalised Pareto models for tail estimation. Zbl 1251.62020
Papastathopoulos, Ioannis; Tawn, Jonathan A.
4
2013
Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling. Zbl 1411.62127
Wadsworth, J. L.; Tawn, J. A.
4
2012
Discussion of “Statistical modeling of spatial extremes” by A. C. Davison, S. A. Padoan and M. Ribatet. Zbl 1330.86024
Gabda, Darmesah; Towe, Ross; Wadsworth, Jennifer; Tawn, Jonathan
4
2012
Regular variation and extremal dependence of GARCH residuals with application to market risk measures. Zbl 1161.62072
Laurini, Fabrizio; Tawn, Jonathan A.
4
2009
The extremal index for GARCH(1,1) processes. Zbl 1329.60154
Laurini, Fabrizio; Tawn, Jonathan A.
3
2012
Accounting for choice of measurement scale in extreme value modeling. Zbl 1202.62066
Wadsworth, J. L.; Tawn, J. A.; Jonathan, P.
3
2010
Bayesian uncertainty management in temporal dependence of extremes. Zbl 1360.62246
Lugrin, Thomas; Davison, A. C.; Tawn, J. A.
2
2016
Conditioned limit laws for inverted max-stable processes. Zbl 1345.60047
Papastathopoulos, Ioannis; Tawn, Jonathan A.
2
2016
A generalised student’s \(t\)-distribution. Zbl 1259.60019
Papastathopoulos, Ioannis; Tawn, Jonathan A.
2
2013
Modification of Pickands’ dependence function for ordered bivariate extreme distribution. Zbl 1220.62054
Adam, M. B.; Tawn, J. A.
2
2011
Diagnostics for pairwise extremal dependence in spatial processes. Zbl 1036.62094
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A.
2
2003
Dependence properties of multivariate max-stable distributions. Zbl 1360.62248
Papastathopoulos, Ioannis; Tawn, Jonathan A.
1
2014
Seasonal effects of extreme surges. Zbl 1120.62339
Coles, Stuart; Tawn, Jonathan
1
2005
Extreme value analysis of a large designed experiment: a case study in bulk carrier safety. Zbl 1023.62118
Heffernan, Janet E.; Tawn, Jonathan A.
1
2001
The effect of non-stationarity on extreme sea-level estimation. Zbl 0923.62128
Dixon, Mark J.; Tawn, Jonathan A.
1
1999
Modelling across extremal dependence classes. Zbl 1414.62165
Wadsworth, J. L.; Tawn, J. A.; Davison, A. C.; Elton, D. M.
6
2017
Bayesian uncertainty management in temporal dependence of extremes. Zbl 1360.62246
Lugrin, Thomas; Davison, A. C.; Tawn, J. A.
2
2016
Conditioned limit laws for inverted max-stable processes. Zbl 1345.60047
Papastathopoulos, Ioannis; Tawn, Jonathan A.
2
2016
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions. Zbl 1400.62104
Wadsworth, Jennifer L.; Tawn, Jonathan A.
18
2014
Dependence properties of multivariate max-stable distributions. Zbl 1360.62248
Papastathopoulos, Ioannis; Tawn, Jonathan A.
1
2014
A new representation for multivariate tail probabilities. Zbl 1284.60107
Wadsworth, J. L.; Tawn, J. A.
9
2013
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model. Zbl 1259.62014
Keef, Caroline; Papastathopoulos, Ioannis; Tawn, Jonathan A.
6
2013
Extended generalised Pareto models for tail estimation. Zbl 1251.62020
Papastathopoulos, Ioannis; Tawn, Jonathan A.
4
2013
A generalised student’s \(t\)-distribution. Zbl 1259.60019
Papastathopoulos, Ioannis; Tawn, Jonathan A.
2
2013
Dependence modelling for spatial extremes. Zbl 1318.62160
Wadsworth, Jennifer L.; Tawn, Jonathan A.
24
2012
Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds. Zbl 1234.62061
Eastoe, Emma F.; Tawn, Jonathan A.
7
2012
Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling. Zbl 1411.62127
Wadsworth, J. L.; Tawn, J. A.
4
2012
Discussion of “Statistical modeling of spatial extremes” by A. C. Davison, S. A. Padoan and M. Ribatet. Zbl 1330.86024
Gabda, Darmesah; Towe, Ross; Wadsworth, Jennifer; Tawn, Jonathan
4
2012
The extremal index for GARCH(1,1) processes. Zbl 1329.60154
Laurini, Fabrizio; Tawn, Jonathan A.
3
2012
Modification of Pickands’ dependence function for ordered bivariate extreme distribution. Zbl 1220.62054
Adam, M. B.; Tawn, J. A.
2
2011
A sequential smoothing algorithm with linear computational cost. Zbl 1406.62093
Fearnhead, Paul; Wyncoll, David; Tawn, Jonathan
20
2010
Accounting for choice of measurement scale in extreme value modeling. Zbl 1202.62066
Wadsworth, J. L.; Tawn, J. A.; Jonathan, P.
3
2010
Regular variation and extremal dependence of GARCH residuals with application to market risk measures. Zbl 1161.62072
Laurini, Fabrizio; Tawn, Jonathan A.
4
2009
Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030
Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun
15
2007
Exploiting occurrence times in likelihood inference for componentwise maxima. Zbl 1068.62019
Stephenson, Alec; Tawn, Jonathan
14
2005
Seasonal effects of extreme surges. Zbl 1120.62339
Coles, Stuart; Tawn, Jonathan
1
2005
A conditional approach for multivariate extreme values. (With discussion). Zbl 1046.62051
Heffernan, Janet E.; Tawn, Jonathan A.
78
2004
Bayesian inference for extremes: accounting for the three extremal types. Zbl 1090.62025
Stephenson, Alec; Tawn, Jonathan
8
2004
A dependence measure for multivariate and spatial extreme values: properties and inference. Zbl 1035.62045
Schlather, Martin; Tawn, Jonathan A.
63
2003
Diagnostics for dependence within time series extremes. Zbl 1065.62156
Ledford, Anthony W.; Tawn, Jonathan A.
34
2003
New estimators for the extremal index and other cluster characteristics. Zbl 1053.62065
Laurini, Fabrizio; Tawn, Jonathan A.
13
2003
Modelling extreme-value dependence in international stock markets. Zbl 1034.62106
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan
9
2003
Diagnostics for pairwise extremal dependence in spatial processes. Zbl 1036.62094
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A.
2
2003
Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013
Schlather, Martin; Tawn, Jonathan
20
2002
Extreme value analysis of a large designed experiment: a case study in bulk carrier safety. Zbl 1023.62118
Heffernan, Janet E.; Tawn, Jonathan A.
1
2001
A comparison of methods for estimating the extremal index. Zbl 0965.62044
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A.
19
2000
Extremal analysis of processes sampled at different frequencies. Zbl 0976.62093
Robinson, Michael E.; Tawn, Jonathan A.
19
2000
The multivariate Gaussian tail model: an application to oceanographic data. Zbl 0944.62110
Bortot, Paola; Coles, Stuart; Tawn, Jonathan
9
2000
Dependence measures for extreme value analyses. Zbl 0972.62030
Coles, Stuart; Heffernan, Janet; Tawn, Jonathan
139
1999
Extremal analysis of short series with outliers: sea-levels and athletic records. Zbl 0964.62036
Barão, M. Isabel; Tawn, Jonathan A.
6
1999
The effect of non-stationarity on extreme sea-level estimation. Zbl 0923.62128
Dixon, Mark J.; Tawn, Jonathan A.
1
1999
Model-based geostatistics. (With discussion). Zbl 0904.62119
Diggle, P. J.; Tawn, J. A.; Moyeed, R. A.
152
1998
Concomitant tail behaviour for extremes. Zbl 0905.60034
Ledford, Anthony W.; Tawn, Jonathan A.
39
1998
Models for the extremes of Markov chains. Zbl 0926.60044
Bortot, Paola; Tawn, Jonathan A.
14
1998
Comparison of approaches for estimating the probability of coastal flooding. Zbl 0905.62123
Bruun, John T.; Tawn, Jonathan A.
12
1998
Ordered multivariate extremes. Zbl 0910.62054
Nadarajah, S.; Anderson, C. W.; Tawn, J. A.
5
1998
Modelling dependence within joint tail regions. Zbl 0886.62063
Ledford, Anthony W.; Tawn, Jonathan A.
113
1997
Markov chain models for threshold exceedances. Zbl 0891.60047
Smith, Richard L.; Tawn, Jonathan A.; Coles, Stuart G.
45
1997
Statistics for near independence in multivariate extreme values. Zbl 0865.62040
Ledford, Anthony W.; Tawn, Jonathan A.
181
1996
Modelling extremes of the areal rainfall process. Zbl 0863.60041
Coles, Stuart G.; Tawn, Jonathan A.
25
1996
Statistical methods for multivariate extremes: An application to structural design. Zbl 0825.62717
Coles, S. G.; Tawn, J. A.
49
1994
Estimating probabilities of extreme sea-levels. Zbl 0825.62988
Tawn, J. A.
8
1992
Modelling extreme multivariate events. Zbl 0800.60020
Coles, Stuart G.; Tawn, Jonathan A.
88
1991
Modelling multivariate extreme value distributions. Zbl 0716.62051
Tawn, Jonathan A.
53
1990
Statistics of multivariate extremes. Zbl 0715.62095
Smith, R. L.; Tawn, J. A.; Yuen, H. K.
29
1990
Bivariate extreme value theory: Models and estimation. Zbl 0653.62045
Tawn, Jonathan A.
115
1988
all top 5

Cited by 1,024 Authors

24 Segers, Johan
22 Tawn, Jonathan A.
19 Ferreira, Helena
18 Resnick, Sidney Ira
13 Zhang, Zhengjun
12 de Haan, Laurens
12 Ferreira, Marta
12 Guillou, Armelle
12 Hashorva, Enkelejd
12 Schlather, Martin
11 Davison, Anthony C.
11 Drees, Holger
11 Joe, Harry
10 Klüppelberg, Claudia
10 Peng, Liang
9 Cooley, Daniel S.
9 Falk, Michael
9 Fougères, Anne-Laure
9 Huser, Raphaël
9 Martins, Ana Paula
9 Mesiar, Radko
9 Padoan, Simone A.
8 Bacro, Jean-Noël
8 Gelfand, Alan Enoch
8 Goegebeur, Yuri
8 Naveau, Philippe
8 Robert, Christian Yann
7 Cressie, Noel A. C.
7 Das, Bikramjit
7 Einmahl, John H. J.
7 Nadarajah, Saralees
7 Reich, Brian James
7 Rue, Håvard
7 Stephenson, Alec G.
7 Stoev, Stilian A.
7 Wadsworth, Jennifer L.
6 Banerjee, Sudipto
6 Davis, Richard A.
6 Dombry, Clément
6 Genton, Marc G.
6 Heffernan, Janet E.
6 Opitz, Thomas
6 Pereira, Luísa
6 Reiss, Rolf-Dieter
6 Rootzén, Holger
6 Shaby, Benjamin A.
6 Strokorb, Kirstin
5 Engelke, Sebastian
5 Frick, Melanie
5 Gaetan, Carlo
5 Gamerman, Dani
5 Genest, Christian
5 Janßen, Anja
5 Mohammadzadeh, Mohsen
5 Nešlehová, Johanna G.
5 Papastathopoulos, Ioannis
5 Sabourin, Anne
5 Sisson, Scott A.
5 Smith, Richard L.
5 Yan, Jun
5 Zhu, Zhengyuan
4 Chavez-Demoulin, Valérie
4 Coles, Stuart G.
4 Deheuvels, Paul
4 Diggle, Peter John
4 Dupuis, Debbie J.
4 Furman, Edward
4 Ghoudi, Kilani
4 Hill, Jonathan B.
4 Hua, Lei
4 Hüsler, Jürg
4 Kundu, Debasis
4 Ledford, Anthony W.
4 Li, Haijun
4 Lopes, Hedibert Freitas
4 Markovich, Natalia M.
4 Mendes, Beatriz Vaz de Melo
4 Nolde, Natalia
4 Ribatet, Mathieu
4 Scotto, M. G.
4 Seifert, Miriam Isabel
4 Su, Jianxi
4 Wang, Yizao
4 Wikle, Christopher K.
4 Zhou, Chen
4 Zott, Maximilian
3 Abdous, Belkacem
3 Afuecheta, Emmanuel
3 Beirlant, Jan
3 Beranger, Boris
3 Bücher, Axel
3 Buhl, Sven
3 Chadœuf, Joël
3 Chan, Stephen Chi-fai
3 Clémençon, Stéphan
3 Cooley, Daniel
3 Czado, Claudia
3 de Carvalho, Miguel
3 Di Bernardino, Elena
3 Durante, Fabrizio
...and 924 more Authors
all top 5

Cited in 119 Serials

97 Extremes
64 Journal of Multivariate Analysis
45 Computational Statistics and Data Analysis
31 Journal of Statistical Planning and Inference
28 Statistics & Probability Letters
20 Insurance Mathematics & Economics
20 The Annals of Applied Statistics
19 Bernoulli
17 Statistical Science
16 Journal of Agricultural, Biological, and Environmental Statistics
14 Advances in Applied Probability
14 Journal of the American Statistical Association
13 The Annals of Statistics
13 Biometrics
12 Journal of the Royal Statistical Society. Series B. Statistical Methodology
11 The Canadian Journal of Statistics
11 Scandinavian Journal of Statistics
11 Communications in Statistics. Theory and Methods
11 Stochastic Environmental Research and Risk Assessment
10 Statistics
10 Test
10 Journal of the Royal Statistical Society. Series C. Applied Statistics
10 Journal of Applied Statistics
10 Electronic Journal of Statistics
9 Journal of Applied Probability
9 Journal of Econometrics
9 Kybernetika
8 Journal of Statistical Computation and Simulation
7 Methodology and Computing in Applied Probability
6 Annals of the Institute of Statistical Mathematics
6 Scandinavian Actuarial Journal
6 Stochastic Models
6 Statistical Modelling
5 Stochastic Processes and their Applications
5 Journal of Statistical Theory and Practice
5 Bayesian Analysis
5 Dependence Modeling
4 The Annals of Applied Probability
4 Journal of Nonparametric Statistics
4 Quantitative Finance
4 Mathematical Geology
4 ASTIN Bulletin
4 Statistical Methods and Applications
4 Journal of the Korean Statistical Society
4 AStA. Advances in Statistical Analysis
4 Statistics and Computing
3 Journal of Mathematical Analysis and Applications
3 Journal of Statistical Physics
3 Communications in Statistics. Simulation and Computation
3 Statistical Papers
3 Statistical Methods in Medical Research
3 Statistical Methodology
3 Mathematical Geosciences
2 Fuzzy Sets and Systems
2 International Statistical Review
2 Journal of Time Series Analysis
2 Journal of Economic Dynamics & Control
2 Economics Letters
2 Computational Statistics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Applied Mathematics. Series B (English Edition)
2 International Journal of Theoretical and Applied Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Journal of Probability and Statistics
2 European Actuarial Journal
1 International Journal of Modern Physics B
1 Computers & Mathematics with Applications
1 Journal of the Franklin Institute
1 Lithuanian Mathematical Journal
1 Mathematical Notes
1 Metrika
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Automatica
1 Biometrical Journal
1 Information Sciences
1 Journal of Computer and System Sciences
1 Journal of Functional Analysis
1 Journal of Mathematical Psychology
1 Mathematics and Computers in Simulation
1 Metron
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Opsearch
1 Scandinavian Actuarial Journal
1 Theoretical Population Biology
1 Acta Mathematicae Applicatae Sinica. English Series
1 Econometric Reviews
1 International Journal of Approximate Reasoning
1 Journal of Theoretical Probability
1 Machine Learning
1 Applications of Mathematics
1 European Journal of Operational Research
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Theory of Probability and Mathematical Statistics
1 Statistica Sinica
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Theoretical Statistics
1 Data Mining and Knowledge Discovery
...and 19 more Serials

Citations by Year