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Jenny Wadsworth
Jenny Wadsworth
Email verificata su lancaster.ac.uk - Home page
Titolo
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Anno
Dependence modelling for spatial extremes
JL Wadsworth, JA Tawn
Biometrika 99 (2), 253-272, 2012
2032012
Modeling spatial processes with unknown extremal dependence class
R Huser, JL Wadsworth
Journal of the American Statistical Association 114 (525), 434-444, 2019
1452019
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
JL Wadsworth, JA Tawn
Biometrika 101 (1), 1-15, 2014
1192014
Advances in statistical modeling of spatial extremes
R Huser, JL Wadsworth
Wiley Interdisciplinary Reviews: Computational Statistics 14 (1), e1537, 2022
1022022
Modelling across extremal dependence classes
JL Wadsworth, JA Tawn, AC Davison, DM Elton
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2017
932017
Peaks over thresholds modeling with multivariate generalized Pareto distributions
A Kiriliouk, H Rootzén, J Segers, JL Wadsworth
Technometrics 61 (1), 123-135, 2019
872019
Multivariate peaks over thresholds models
H Rootzén, J Segers, JL Wadsworth
Extremes 21 (1), 115-145, 2018
782018
Higher-dimensional spatial extremes via single-site conditioning
JL Wadsworth, JA Tawn
Spatial Statistics 51, 100677, 2022
75*2022
A new representation for multivariate tail probabilities
JL Wadsworth, JA Tawn
Bernoulli 19 (5B), 2689-2714, 2013
682013
Likelihood‐based procedures for threshold diagnostics and uncertainty in extreme value modelling
JL Wadsworth, JA Tawn
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2012
682012
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
H Rootzén, J Segers, JL Wadsworth
Journal of Multivariate Analysis 165, 117-131, 2018
602018
Time-varying extreme value dependence with applications to leading European stock markets
D Castro Camilo, M de Carvalho, JL Wadsworth
Annals of Applied Statistics, 2017
502017
Accounting for choice of measurement scale in extreme value modeling
JL Wadsworth, JA Tawn, P Jonathan
The Annals of Applied Statistics 4 (3), 1558-1578, 2010
482010
Exploiting structure of maximum likelihood estimators for extreme value threshold selection
JL Wadsworth
Technometrics 58 (1), 116-126, 2016
432016
Determining the dependence structure of multivariate extremes
ES Simpson, JL Wadsworth, JA Tawn
Biometrika 107 (3), 513-532, 2020
412020
Extremal dependence of random scale constructions
S Engelke, T Opitz, J Wadsworth
Extremes 22 (4), 623-666, 2019
412019
On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
JL Wadsworth
Biometrika 102 (3), 705-711, 2015
402015
Uncertainties in return values from extreme value analysis of peaks over threshold using the generalised Pareto distribution
P Jonathan, D Randell, J Wadsworth, J Tawn
Ocean Engineering 220, 107725, 2021
372021
Conditional modelling of spatio-temporal extremes for Red Sea surface temperatures
ES Simpson, JL Wadsworth
Spatial Statistics 41, 100482, 2021
322021
Linking representations for multivariate extremes via a limit set
N Nolde, JL Wadsworth
Advances in Applied Probability 54 (3), 688-717, 2022
262022
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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