Search Results for author: Jonathan A. Tawn

Found 2 papers, 1 papers with code

Inference for extreme earthquake magnitudes accounting for a time-varying measurement process

2 code implementations • 1 Feb 2021 • Zak Varty, Jonathan A. Tawn, Peter M. Atkinson, Stijn Bierman

We consider how improvements to data quality over time can be incorporated when selecting a modelling threshold and in the subsequent inference of an extreme value analysis.

Methodology Applications 62G32

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A geometric investigation into the tail dependence of vine copulas

no code implementations • 17 Dec 2020 • Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn

We also present new theory for a class of higher dimensional vine copulas, constructed from bivariate inverted extreme value copulas.

Statistics Theory Methodology Statistics Theory

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