Exploiting Structure of Maximum Likelihood Estimators for Extreme Value Threshold Selection. - Jennifer L. Wadsworth (Technometrics, 2016)

Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. - Holger Rootzén; Johan Segers; Jennifer L. Wadsworth (J. Multivar. Anal., 2018)

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions. - Anna Kiriliouk; Holger Rootzén; Johan Segers; Jennifer L. Wadsworth (Technometrics, 2019)

A geometric investigation into the tail dependence of vine copulas. - Emma S. Simpson; Jennifer L. Wadsworth; Jonathan A. Tawn (J. Multivar. Anal., 2021)

Modelling non-stationarity in asymptotically independent extremes. - C. J. R. Murphy-Barltrop; Jennifer L. Wadsworth (Comput. Stat. Data Anal., 2024)

Joint modelling of the body and tail of bivariate data. - Lídia Maria André; Jennifer L. Wadsworth; Adrian O'Hagan (Comput. Stat. Data Anal., 2024)