Zobrazeno 1 - 10
of 355
pro vyhledávání: '"TAWN, JONATHAN A."'
Extreme value analysis (EVA) uses data to estimate long-term extreme environmental conditions for variables such as significant wave height and period, for the design of marine structures. Together with models for the short-term evolution of the ocea
Externí odkaz:
http://arxiv.org/abs/2404.16775
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
Autor:
D'Arcy, Eleanor, Tawn, Jonathan A
Max-autogressive moving average (Max-ARMA) processes are powerful tools for modelling time series data with heavy-tailed behaviour; these are a non-linear version of the popular autoregressive moving average models. River flow data typically have fea
Externí odkaz:
http://arxiv.org/abs/2403.16590
Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard methods.
Externí odkaz:
http://arxiv.org/abs/2310.17999
We develop methods, based on extreme value theory, for analysing observations in the tails of longitudinal data, i.e., a data set consisting of a large number of short time series, which are typically irregularly and non-simultaneously sampled, yet h
Externí odkaz:
http://arxiv.org/abs/2306.12419
We develop two models for the temporal evolution of extreme events of multivariate $k$th order Markov processes. The foundation of our methodology lies in the conditional extremes model of Heffernan & Tawn (2004), and it naturally extends the work of
Externí odkaz:
http://arxiv.org/abs/2302.14501
Autor:
Rohrbeck, Christian, Tawn, Jonathan A
A key aspect where extreme values methods differ from standard statistical models is through having asymptotic theory to provide a theoretical justification for the nature of the models used for extrapolation. In multivariate extremes many different
Externí odkaz:
http://arxiv.org/abs/2209.10936
Autor:
D'Arcy, Eleanor, Tawn, Jonathan A.
Extreme sea level estimates are fundamental for mitigating against coastal flooding as they provide insight for defence engineering. As the global climate changes, rising sea levels combined with increases in storm intensity and frequency pose an inc
Externí odkaz:
http://arxiv.org/abs/2208.00172
Reliable estimates of sea level return levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea levels that is the first to capture seasonality, interannual v
Externí odkaz:
http://arxiv.org/abs/2207.09870
Autor:
Simpson, Emma S., Tawn, Jonathan A.
The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to model separat
Externí odkaz:
http://arxiv.org/abs/2207.02626
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calculating extremal characteristics of conditional models since the copula
Externí odkaz:
http://arxiv.org/abs/2202.11673