Professor Jonathan Tawn

Professor of Statistics

Web Links

Personal web pages:

http://www.maths.lancs.ac.uk/~tawn/

Modelling across extremal dependence classes
Wadsworth, J., Tawn, J.A., Davison, A., Elton, D.M. 17/02/2016 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology).
Journal article

Stochastic ordering under conditional modelling of extreme values: drug induced liver injury
Papastathopoulos, I., Tawn, J. 02/2015 In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 64, 2, p. 299-317. 19 p.
Journal article

Portfolio risk assessment using multivariate extreme value methods
Hilal, S., Poon, S., Tawn, J. 12/2014 In: Extremes. 17, 4, p. 531-556. 26 p.
Journal article

Dependence properties of multivariate max-stable distributions
Papastathopoulos, I., Tawn, J. 09/2014 In: Journal of Multivariate Analysis. 130, p. 134-140. 7 p.
Journal article

Self-consistent estimation of conditional multivariate extreme distributions
Liu, Y., Tawn, J. 05/2014 In: Journal of Multivariate Analysis. 127, p. 19-35. 17 p.
Journal article

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
Wadsworth, J., Tawn, J. 03/2014 In: Biometrika. 101, 1, p. 1-15. 15 p.
Journal article

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.
Journal article

A UK best-practice approach for extreme sea level analysis along complex topographic coastlines.
Batstone, C., Lawless, M., Tawn, J.A., Horsburgh, K., Blackman, D.L., McMillan, A., Worth, D., Laeger, S., Hunt, T. 1/10/2013 In: Ocean Engineering. 71, p. 28-39. 12 p.
Journal article

The extremal dependence of storm severity, wind speed and surface level pressure in the northern north sea
Towe, R., Eastoe, E., Tawn, J., Jonathan, P., Fournier, N. 4/06/2013
Conference paper

Modelling drought in Southern Africa with extreme value theory
Winter, H., Tawn, J. 18/03/2013
Poster

Determining the best track performances of all time using a conceptual population model for athletics records
Stephenson, A., Tawn, J.A. 03/2013 In: Journal of Quantitative Analysis in Sports. 9, 1, p. 67-76. 10 p.
Journal article

Estimation of the conditional distribution of a vector variable given that one of its components is large: additional constraints for the Heffernan and Tawn model
Keef, C., Papastathopoulos, I., Tawn, J.A. 03/2013 In: Journal of Multivariate Analysis. 115, p. 396-404. 9 p.
Journal article

Volatility model selection for extremes of financial time series
Liu, Y., Tawn, J.A. 03/2013 In: Journal of Statistical Planning and Inference. 143, 3, p. 520-530. 11 p.
Journal article

Estimating the probability of widespread flood events
Keef, C., Tawn, J.A., Lamb, R. 02/2013 In: Environmetrics. 24, 1, p. 13-21. 9 p.
Journal article

A generalised student's t-distribution
Papastathopoulos, I., Tawn, J.A. 01/2013 In: Statistics and Probability Letters. 83, 1, p. 70-77. 8 p.
Journal article

Extended generalised Pareto models for tail estimation
Papastathopoulos, I., Tawn, J.A. 01/2013 In: Journal of Statistical Planning and Inference. 143, 1, p. 131-143. 13 p.
Journal article

A new representation for multivariate tail probabilities
Wadsworth, J., Tawn, J. 2013 In: Bernoulli. 19, 5B, p. 2689-2714. 26 p.
Journal article

Modelling drought in Southern Africa with extreme value theory
Winter, H., Tawn, J. 18/12/2012
Poster

The extremal index for GARCH(1,1) processes
Laurini, F., Tawn, J.A. 12/2012 In: Extremes. 15, 4, p. 511-529. 19 p.
Journal article

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.
Journal article

Bivariate extreme analysis of olympic swimming data
Adam, M.B., Tawn, J.A. 10/08/2012 In: Journal of Statistical Theory and Practice. 6, 3, p. 510-523. 14 p.
Journal article

Dependence modelling for spatial extremes
Wadsworth, J., Tawn, J. 06/2012 In: Biometrika. 99, 2, p. 253-272. 20 p.
Journal 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.
Journal article

Threshold models for river flow extremes
Grigg, O.A.J., Tawn, J.A. 06/2012 In: Environmetrics. 23, 4, p. 295-305. 11 p.
Journal 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.
Journal article

Hedging the Black Swan: conditional heteroscedasticity and tail dependence in S&P500 and VIX
Abbas, S., Poon, S., Tawn, J.A. 09/2011 In: Journal of Banking and Finance. 35, 9, p. 2374-2387. 14 p.
Journal article

Modification of Pickands' dependence function for ordered bivariate extreme value distribution
Adam, M.B., Tawn, J.A. 16/03/2011 In: Communications in Statistics - Theory and Methods. 40, 9, p. 1687-1700. 14 p.
Journal article

A new method to assess the risk of local and widespread flooding on rivers and coasts
Lamb, R., Keef, C., Tawn, J., Laeger, S., Meadowcroft, I., Surendran, S., Dunning, P., Batstone, C. 12/2010 In: Journal of Flood Risk Management. 3, 4, p. 323-336. 14 p.
Journal article

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.
Journal 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.
Journal 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.
Journal article

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.
Journal 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.
Journal article

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.
Journal 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.
Journal article

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
Journal article

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.
Journal 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.
Journal article

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.
Journal 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.
Journal article

Extreme values in the dock.
Heffernan, J., Tawn, J. 03/2004 In: Significance. 1, 1, p. 13-17. 5 p.
Journal 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 In: Proceedings of the IMA conference on flood risk assessment. Southend : IMA p. 65-74. 10 p.
Chapter

Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications.
Poon, S., Rockinger, M., Tawn, J. 2004 In: Review of Financial Studies. 17, 2, p. 581-610. 30 p.
Journal article

Spatial estimation of extremal trends in North Sea surge elevations.
Butler, A., Heffernan, J.E., Flather, R.A., Tawn, J.A. 2004 In: Proceedings of the IMA conference on flood risk assessment. Southend : IMA p. 117-126. 10 p.
Chapter

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.
Journal 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.
Journal article

Modelling extreme-value dependence in international stock markets.
Poon, S., Rockinger, M., Tawn, J. 2003 In: Statistica Sinica. 13, p. 929-953. 25 p.
Journal article

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.
Journal 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.
Journal article

Flood frequency estimation by continuous simulation (with uncertainty).
Cameron, D., Beven, K.J., Tawn, J.A., Naden, P. 01/2002 In: Continuous river flow simulation. Wallingford : British Hydrological Society p. 53-58. 6 p.
Chapter (peer-reviewed)

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.
Journal article

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.
Journal 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.
Journal article

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.
Journal 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.
Journal 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. 4, 1, p. 23-34. 12 p.
Journal 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.
Journal 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.
Journal 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 (Applied Statistics). 49, 1, p. 31-49. 19 p.
Journal article

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.
Journal article

Extremal analysis of short series with out-liers: sea-levels and athletic records.
BarĂ£o, I., Tawn, J.A. 1999 In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 48, 4, p. 469-487. 19 p.
Journal 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.
Journal article

Models for the extremes of Markov chains.
Borot, P., Tawn, J.A. 12/1998 In: Biometrika. 85, 4, p. 851-867. 17 p.
Journal 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 (Applied Statistics). 47, 3, p. 405-423. 19 p.
Journal article

Concomitants of extremes.
Ledford, A.W., Tawn, J.A. 1998 In: Advances in Applied Probability. 30, 1, p. 197-215. 19 p.
Journal 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.
Journal article

Ordered multivariate extremes.
Nadarajah, S., Anderson, C.W., Tawn, J.A. 1998 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 60, 2, p. 473-496. 24 p.
Journal 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.
Journal article

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.
Journal 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.
Journal 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 (Applied Statistics). 46
Journal article

Statistics for extreme sea-currents.
Robinson, M.E., Tawn, J.A. 1997 In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 46, 2, p. 183-205. 23 p.
Journal article

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.
Journal 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.
Journal article

Modelling extremes of the areal rainfall process.
Tawn, J.A., Coles, S.G. 1996 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 58, p. 329-347. 19 p.
Journal article

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.
Journal 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.
Journal 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.
Journal article

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.
Journal 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.
Journal article

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.
Journal 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.
Journal article