Jonathan A. Tawn

According to our database1, Jonathan A. Tawn authored at least 9 papers between 2013 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Bibliography

2022
Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes.
Stat. Comput., 2022

On the tail behaviour of aggregated random variables.
J. Multivar. Anal., 2022

2021
A geometric investigation into the tail dependence of vine copulas.
J. Multivar. Anal., 2021

Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables.
J. Comput. Graph. Stat., 2021

2017
Properties of extremal dependence models built on bivariate max-linearity.
J. Multivar. Anal., 2017

2016
Conditioned limit laws for inverted max-stable processes.
J. Multivar. Anal., 2016

2014
Dependence properties of multivariate max-stable distributions.
J. Multivar. Anal., 2014

Self-consistent estimation of conditional multivariate extreme value distributions.
J. Multivar. Anal., 2014

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.
J. Multivar. Anal., 2013


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