Dr Jennifer Wadsworth

Lecturer in Statistics


Personal website: www.lancaster.ac.uk/~wadswojl/

Time-varying extreme value dependence with applications to leading European stock markets
de Carvalho, M., Castro Camilo, D., Wadsworth, J.L. 10/08/2017 In: Annals of Applied Statistics.
Journal article

Multivariate peaks over thresholds models
Rootzen, H., Segers, J., Wadsworth, J.L. 23/06/2017 In: Extremes. 31 p.
Journal article

Modelling across extremal dependence classes
Wadsworth, J., Tawn, J.A., Davison, A., Elton, D.M. 01/2017 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 79, 1, p. 149-175. 27 p.
Journal article

Exploiting structure of maximum likelihood estimators for extreme value threshold selection
Wadsworth, J. 03/2016 In: Technometrics. 58, 1, p. 116-126. 11 p.
Journal article

On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
Wadsworth, J. 09/2015 In: Biometrika. 102, 3, p. 705-711. 7 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

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