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Professor Jon Tawn

Professor Jon Tawn

Professor

Fylde College
Lancaster University
Bailrigg
Lancaster
United Kingdom
LA1 4YF

+44 (0)1524 593965

Research Interests

Interests in Theory and Methods:

  • Multivariate extreme value and joint probability problems
  • Time series and covariate modelling for extreme values
  • Structuring asymptotically justified models to capture process structure

Applications:

  • Environmental modelling in Hydrology and Oceanography and Meteorology
  • Financial modelling
  • Sports records

Other areas of statistics that interest me are:

  • Multivariate distributions (Copulas),
  • Spatial statistics,
  • Non-regular inference

Jon Tawn's Publications

2014

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

Eastoe, E. F., Heffernan, J. E. & Tawn, J. A. 03/2014 In : Extremes. 17, 1, p. 25-43 19 p.

Research output: Contribution to journalJournal article

2013

Modelling drought in Southern Africa with extreme value theory

Winter, H. & Tawn, J. 18/03/2013

Research output: Contribution to conferencePoster

A new representation for multivariate tail probabilities

Wadsworth, J. & Tawn, J. 2013 In : Bernoulli. 19, 5B, p. 2689-2714 26 p.

Research output: Contribution to journalJournal article

Modelling across extremal dependence classes

Wadsworth, J., Tawn, J., Davison, A. & Elton, D. 2013 23 p.

Research output: Working paper

2012

Modelling drought in Southern Africa with extreme value theory

Winter, H. & Tawn, J. 18/12/2012

Research output: Contribution to conferencePoster

Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet

Gabda, D., Towe, R., Wadsworth, J. & Tawn, J. 17/08/2012 In : Statistical Science. 27, 2, p. 189-192 4 p.

Research output: Contribution to journalJournal article

Dependence modelling for spatial extremes

Wadsworth, J. & Tawn, J. 06/2012 In : Biometrika. 99, 2, p. 253-272 20 p.

Research output: Contribution to journalJournal article

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

Wadsworth, J. & Tawn, J. 06/2012 In : Journal of the Royal Statistical Society Series B (Statistical Methodology). 74, 3, p. 543-567 25 p.

Research output: Contribution to journalJournal article

Modelling the distribution for the cluster maxima of exceedances of sub-asymptotic thresholds.

Eastoe, E. F. & Tawn, J. 03/2012 In : Biometrika. 99, 1, p. 43-55 13 p.

Research output: Contribution to journalJournal article

2010

A sequential smoothing algorithm with linear computational cost.

Fearnhead, P., Wyncoll, D. & Tawn, J. 06/2010 In : Biometrika. 97, 2, p. 447-464 18 p.

Research output: Contribution to journalJournal article

Statistical models for over-dispersion in the frequency of peaks over threshold data for a flow series.

Eastoe, E. F. & Tawn, J. A. 12/02/2010 In : Water Resources Research. 46, p. W02510

Research output: Contribution to journalJournal article

Accounting for choice of measurement scale in extreme value modeling

Wadsworth, J., Tawn, J. & Jonathan, P. 2010 In : Annals of Applied Statistics. 4, 3, p. 1558-1578 21 p.

Research output: Contribution to journalJournal article

2009

A statistical analysis of eruptive activity on Mount Etna, Sicily

Smethurst, L., James, M. R., Pinkerton, H. & Tawn, J. A. 10/2009 In : Geophysical Journal International. 179, 1, p. 655-666 12 p.

Research output: Contribution to journalJournal article

Modelling non-stationary extremes with application to surface level ozone.

Eastoe, E. F. & Tawn, J. A. 02/2009 In : Journal of the Royal Statistical Society - Series C: Applied Statistics. 58, 1, p. 25-45 21 p.

Research output: Contribution to journalJournal article

2008

Informal likelihood measures in model assessment: Theoretic development and investigation

Smith, P., Beven, K. J. & Tawn, J. A. 08/2008 In : Advances in Water Resources. 31, 8, p. 1087-1100 14 p.

Research output: Contribution to journalJournal article

Detection of structural inadequacy in process-based hydrological models : a particle-filtering approach.

Smith, P., Beven, K. J. & Tawn, J. A. 8/01/2008 In : Water Resources Research. 44, 1, p. W01410

Research output: Contribution to journalJournal article

2006

Discharge dependent pollutant dispersion in rivers : estimation of aggregated dead zone parameters with surrogate data.

Smith, P., Beven, K., Tawn, J., Blazkova, S. & Merta, L. 20/04/2006 In : Water Resources Research. 42, W04412

Research output: Contribution to journalJournal article

2005

Exploiting occurrence times in likelihood inference for componentwise maxima.

Tawn, J. A. & Stephenson, A. 1/03/2005 In : Biometrika. 92, 1, p. 213-227 15 p.

Research output: Contribution to journalJournal article

Effects of extreme surges.

Coles, S. G. & Tawn, J. A. 2005 In : Stochastic environmental research and risk assessment. 19, 6, p. 417-427 11 p.

Research output: Contribution to journalJournal article

2004

Inference for extremes: accounting for the three extremal types.

Stephenson, A. & Tawn, J. A. 12/2004 In : Extremes. 7, 4, p. 291-307 17 p.

Research output: Contribution to journalJournal article

A conditional approach to modelling multivariate extreme values (with discussion).

Tawn, J. A. & Heffernan, J. E. 08/2004 In : Journal of the Royal Statistical Society Series B (Statistical Methodology). 66, 3, p. 497-547 51 p.

Research output: Contribution to journalJournal article

Extreme values in the dock.

Heffernan, J. & Tawn, J. 03/2004 In : Significance. 1, 1, p. 13-17 5 p.

Research output: Contribution to journalJournal article

A comparison of marginal and joint extremes predicted from synthesised wave and water level data.

Hawkes, P., Gouldby, B. P., Sun, W., Tawn, J. A., Hames, D., Reeve, D., Blackman, D. L., Sproson, R. & Mavronasos, K. 2004 Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 65-74 10 p.

Research output: Contribution in Book/Report/ProceedingsChapter

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

Poon, S-H., Rockinger, M. & Tawn, J. 2004 In : Review of Financial Studies. 17, 2, p. 581-610 30 p.

Research output: Contribution to journalJournal article

Spatial estimation of extremal trends in North Sea surge elevations.

Butler, A., Heffernan, J. E., Flather, R. A. & Tawn, J. A. 2004 Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 117-126 10 p.

Research output: Contribution in Book/Report/ProceedingsChapter

2003

Diagnostics for dependence within time series extremes.

Tawn, J. A. & Ledford, A. W. 05/2003 In : Journal of the Royal Statistical Society Series B (Statistical Methodology). 65, 2, p. 521-543 23 p.

Research output: Contribution to journalJournal article

A dependence measure for multivariate and spatial extreme values: properties and inference.

Tawn, J. A. & Schlather, M. 03/2003 In : Biometrika. 90, 1, p. 139-156 18 p.

Research output: Contribution to journalJournal article

Modelling extreme-value dependence in international stock markets.

Poon, S-H., Rockinger, M. & Tawn, J. 2003 In : Statistica Sinica. 13, p. 929-953 25 p.

Research output: Contribution to journalJournal article

2002

Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

Ancona-Navarrete, M. A. & Tawn, J. A. 09/2002 In : Extremes. 5, 3, p. 271-285 15 p.

Research output: Contribution to journalJournal article

Inequalities for the extremal coefficients of multivariate extreme value distributions.

Schlather, M. & Tawn, J. A. 03/2002 In : Extremes. 5, 1, p. 87-102 16 p.

Research output: Contribution to journalJournal article

Flood frequency estimation by continuous simulation (with uncertainty).

Cameron, D., Beven, K. J., Tawn, J. A. & Naden, P. 2002 In : BHS Occasional Paper. 13, p. 53-58 6 p.

Research output: Contribution to journalJournal article

The joint probability of waves and water levels in coastal defence design.

Hawkes, P. J., Gouldby, B. P., Tawn, J. A. & Owen, M. W. 2002 In : Journal of Hydraulic Research. 40, 3, p. 241-251 11 p.

Research output: Contribution to journalJournal article

2001

Effects of mis-specification in bivariate extreme value problems.

Dupuis, D. J. & Tawn, J. A. 12/2001 In : Extremes. 4, 4, p. 315-330 16 p.

Research output: Contribution to journalJournal article

Extreme value analysis of a large designed experiment : a case study in bulk carrier safety.

Heffernan, J. E. & Tawn, J. A. 12/2001 In : Extremes. 4, 4, p. 359-378 20 p.

Research output: Contribution to journalJournal article

2000

A comparison of methods for estimating the extremal index.

Navarette-Ancona, M. A. & Tawn, J. A. 03/2000 In : Extremes. 3, 1, p. 5-38 34 p.

Research output: Contribution to journalJournal article

An evaluation of three stochastic rainfall models.

Cameron, D., Beven, K. J. & Tawn, J. A. 2000 In : Journal of Hydrology. 228, 1-2, p. 130-149 20 p.

Research output: Contribution to journalJournal article

Flood frequency estimation by continuous simulation (with likelihood based uncertainty estimation).

Cameron, D., Beven, K. J., Tawn, J. A. & Naden, P. 2000 In : Hydrology and Earth System Sciences and Discussions. 4, 1, p. 23-34 12 p.

Research output: Contribution to journalJournal article

Modelling extreme rainfalls using a modified random pulse Bartlett-Lewis stochastic rainfall model (with uncertainty).

Cameron, D., Beven, K. J. & Tawn, J. A. 2000 In : Advances in Water Resources. 24, 2, p. 203-211 9 p.

Research output: Contribution to journalJournal article

The extremal analysis of processes sampled at different frequencies.

Robinson, M. E. & Tawn, J. A. 2000 In : Journal of the Royal Statistical Society - Series B: Statistical Methodology. 62, 1, p. 117-135 19 p.

Research output: Contribution to journalJournal article

The multivariate Gaussian tail model: an application to oceanographic data.

Bortot, P., Coles, S. G. & Tawn, J. A. 2000 In : Journal of the Royal Statistical Society, Series C. 49, 1, p. 31-49 19 p.

Research output: Contribution to journalJournal article

1999

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

Cameron, D. S., Beven, K. J., Tawn, J. A., Blazkova, S. & Nadan, P. 8/07/1999 In : Journal of Hydrology. 219, 3-4, p. 169-187 19 p.

Research output: Contribution to journalJournal article

Extremal analysis of short series with out-liers: sea-levels and athletic records.

Barão, I. & Tawn, J. A. 1999 In : Journal of the Royal Statistical Society, Series C. 48, 4, p. 469-487 19 p.

Research output: Contribution to journalJournal article

The effect of non-stationarity on extreme sea-level estimation.

Dixon, M. J. & Tawn, J. A. 1999 In : Journal of the Royal Statistical Society - Series C: Applied Statistics. 48, 2, p. 135-151 17 p.

Research output: Contribution to journalJournal article

1998

Models for the extremes of Markov chains.

Borot, P. & Tawn, J. A. 12/1998 In : Biometrika. 85, 4, p. 851-867 17 p.

Research output: Contribution to journalJournal article

Comparison of approaches for estimating the probability of coastal flooding.

Bruun, J. T. & Tawn, J. A. 1998 In : Journal of the Royal Statistical Society, Series C. 47, 3, p. 405-423 19 p.

Research output: Contribution to journalJournal article

Concomitants of extremes.

Ledford, A. W. & Tawn, J. A. 1998 In : Advances in Applied Probability. 30, 1, p. 197-215 19 p.

Research output: Contribution to journalJournal article

Model-based geostatistics (with discussion).

Diggle, P., Moyeed, R. A. & Tawn, J. A. 1998 In : Journal of the Royal Statistical Society - Series C: Applied Statistics. 47, 3, p. 299-350 52 p.

Research output: Contribution to journalJournal article

Ordered multivariate extremes.

Nadarajah, S., Anderson, C. W. & Tawn, J. A. 1998 In : Journal of the Royal Statistical Society, Series B. 60, 2, p. 473-496 24 p.

Research output: Contribution to journalJournal article

Spatial modelling of extreme sea-levels.

Dixon, M. J., Tawn, J. A. & Vassie, J. M. 1998 In : Environmetrics. 9, 3, p. 283-301 19 p.

Research output: Contribution to journalJournal article

1997

Markov chain models for threshold exceedances.

Smith, R. L., Tawn, J. A. & Coles, S. G. 1997 In : Biometrika. 84, 2, p. 249-268 20 p.

Research output: Contribution to journalJournal article

Modelling dependence within joint tail regions.

Ledford, A. W. & Tawn, J. A. 1997 In : Journal of the Royal Statistical Society - Series B: Statistical Methodology. 59, 2, p. 475-499 25 p.

Research output: Contribution to journalJournal article

Response to letter to the editor on Robinson and Tawn.

Robinson, M. E. & Tawn, J. A. 1997 In : Journal of the Royal Statistical Society, Series C. 46

Research output: Contribution to journalJournal article

Statistics for extreme sea-currents.

Robinson, M. E. & Tawn, J. A. 1997 In : Journal of the Royal Statistical Society, Series C. 46, 2, p. 183-205 23 p.

Research output: Contribution to journalJournal article

1996

Statistics for near independence in multivariate extreme values.

Ledford, A. W. & Tawn, J. A. 03/1996 In : Biometrika. 83, 1, p. 169-187 19 p.

Research output: Contribution to journalJournal article

A Bayesian analysis of extreme rainfall data.

Tawn, J. A. & Coles, S. G. 1996 In : Journal of the Royal Statistical Society - Series C: Applied Statistics. 45, p. 463-478 16 p.

Research output: Contribution to journalJournal article

Modelling extremes of the areal rainfall process.

Tawn, J. A. & Coles, S. G. 1996 In : Journal of the Royal Statistical Society, Series B. 58, p. 329-347 19 p.

Research output: Contribution to journalJournal article

1995

A semi-parametric model for multivariate extreme values.

Dixon, M. J. & Tawn, J. A. 09/1995 In : Statistics and Computing. 5, 3, p. 215-252 38 p.

Research output: Contribution to journalJournal article

Contribution to discussion of the paper by Cheng and Traylor.

Ledford, A. W. & Tawn, J. A. 1995 In : Journal of the Royal Statistical Society - Series B: Statistical Methodology. 57, p. 27-28 2 p.

Research output: Contribution to journalJournal article

Statistics for exceptional athletics records.

Robinson, M. E. & Tawn, J. A. 1995 In : Journal of the Royal Statistical Society - Series C: Applied Statistics. 44, 4, p. 499-511 13 p.

Research output: Contribution to journalJournal article

1994

A seasonal-Markov model for extremely low temperatures.

Smith, R. L., Tawn, J. A. & Coles, S. G. 1994 In : Environmetrics. 5, 3, p. 221-239 19 p.

Research output: Contribution to journalJournal article

Statistical methods for multivariate extremes - an application to structural design.

Coles, S. G. & Tawn, J. A. 1994 In : Journal of the Royal Statistical Society - Series C: Applied Statistics. 43, 1, p. 1-48 48 p.

Research output: Contribution to journalJournal article

1992

Estimating probabilities of extreme sea-levels

Tawn, J. A. 1992 In : Journal of the Royal Statistical Society - Series C: Applied Statistics. 41, p. 77-93 17 p.

Research output: Contribution to journalJournal article

Trends in U.K. extreme sea levels: a spatial approach.

Dixon, M. J. & Tawn, J. A. 1992 In : Geophysical Journal International. 111, 3, p. 607-612 6 p.

Research output: Contribution to journalJournal article