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09/22/2022
Standardisation overcomes counter-examples of conditional extremes
A key aspect where extreme values methods differ from standard statistic...
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07/30/2022
Accounting for Climate Change in Extreme Sea Level Estimation
Extreme sea level estimates are fundamental for mitigating against coast...
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07/20/2022
Accounting for Seasonality in Extreme Sea Level Estimation
Reliable estimates of sea level return levels are crucial for coastal fl...
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07/06/2022
Estimating the limiting shape of bivariate scaled sample clouds for self-consistent inference of extremal dependence properties
An integral part of carrying out statistical analysis for bivariate extr...
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11/16/2021
Joint Estimation of Extreme Precipitation at Different Spatial Scales through Mixture Modelling
Parsimonious and effective models for the extremes of precipitation aggr...
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05/25/2021
On the Tail Behaviour of Aggregated Random Variables
In many areas of interest, modern risk assessment requires estimation of...
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02/22/2021
Modelling Extremes of Spatial Aggregates of Precipitation using Conditional Methods
Inference on the extremal behaviour of spatial aggregates of precipitati...
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02/01/2021
Inference for extreme earthquake magnitudes accounting for a time-varying measurement process
Investment in measuring a process more completely or accurately is only ...
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12/17/2020
A geometric investigation into the tail dependence of vine copulas
Vine copulas are a type of multivariate dependence model, composed of a ...
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08/19/2019
Evaluation of extremal properties of GARCH(p,q) processes
Generalized autoregressive conditionally heteroskedastic (GARCH) process...
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06/20/2019
Bayesian spatial clustering of extremal behaviour for hydrological variables
To address the need for efficient inference for a range of hydrological ...
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06/07/2019
Modelling the spatial extent and severity of extreme European windstorms
Windstorms are a primary natural hazard affecting Europe that are common...
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05/21/2019
A stochastic model for the lifecycle and track of extreme extratropical cyclones in the North Atlantic
Extratropical cyclones are large-scale weather systems which are often t...
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03/10/2019
Extreme events of higher-order Markov chains: hidden tail chains and extremal Yule-Walker equations
We derive some key extremal features for kth order Markov chains, which ...
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02/19/2019
Penultimate Analysis of the Conditional Multivariate Extremes Tail Model
Models for extreme values are generally derived from limit results, whic...
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09/05/2018