Search Results - "Heffernan, Janet"

The Spatial Dependence of Flood Hazard and Risk in the United States by Quinn, Niall, Bates, Paul D., Neal, Jeff, Smith, Andy, Wing, Oliver, Sampson, Chris, Smith, James, Heffernan, Janet

“…In this paper we seek to understand the nature of flood spatial dependence over the conterminous United States. We extend an existing conditional multivariate…”
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A conditional approach for multivariate extreme values (with discussion) by Heffernan, Janet E., Tawn, Jonathan A.

“…Multivariate extreme value theory and methods concern the characterization, estimation and extrapolation of the joint tail of the distribution of a…”
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Improved estimation of ultra-deep water pipe collapse pressures by using extreme value theory by Heffernan, Janet E., Walker, Alastair, Liu, Ping

“…We examine safety margins between measured pipe collapse pressures and maximum external hydrostatic pressure exerted on pipeline on the seabed. We analyze…”
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Limit Laws for Random Vectors with an Extreme Component by Heffernan, Janet E., Resnick, Sidney I.

“…Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence…”
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Extreme value modelling of laboratory safety data from clinical studies by Southworth, Harry, Heffernan, Janet E.

“…Most clinical studies collect several safety‐related laboratory variables. Generally, it is the extreme values of these variables that indicate potential…”
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Multivariate extreme value modelling of laboratory safety data from clinical studies by Southworth, Harry, Heffernan, Janet E.

“…Generally, in the interpretation of clinical safety laboratory data, it is extreme values that indicate potential safety issues. We illustrate the application…”
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Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation by Eastoe, Emma F., Heffernan, Janet E., Tawn, Jonathan A.

“…The traditional approach to multivariate extreme values has been through the multivariate extreme value distribution G , characterised by its spectral measure…”
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A statistical comparison of survival and replacement analyses for the use of censored data in a contaminant air database: A case study from the Canadian Arctic by Eastoe, Emma F., Halsall, Crispin J., Heffernan, Janet E., Hung, Hayley

“…The data sets of four semi-volatile organic compounds (phenanthrene, PCB-28, p , p ′ -DDE and α -endosulfan) from a multi-year Canadian Arctic air monitoring…”
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Asymptotically (in)dependent multivariate maxima of moving maxima processes by Heffernan, Janet E., Tawn, Jonathan A., Zhang, Zhengjun

“…Smith and Weissman introduced a M4 class of processes which are very flexible models for temporally dependent multivariate extreme value processes. However all…”
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Trend estimation in extremes of synthetic North Sea surges by Butler, Adam, Heffernan, Janet E., Tawn, Jonathan A., Flather, Roger A.

“…Mechanistic models for complex atmospheric and hydrological processes are often used to simulate extreme natural events, usually to quantify the risks that are…”
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An extreme value analysis for the investigation into the sinking of the M. V. Derbyshire by Heffernan, Janet E., Tawn, Jonathan A.

“…The paper describes our involvement in the high court reopened formal investigation into the sinking of the bulk carrier M. V. Derbyshire. The statistical…”
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A simulation tool for designing nutrient monitoring programmes for eutrophication assessments by Heffernan, Janet, Barry, Jon, Devlin, Michelle, Fryer, Rob

“…This paper describes a simulation tool to aid the design of nutrient monitoring programmes in coastal waters. The tool is developed by using time series of…”
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Extreme value analysis of decadal variations in storm surge elevations by Butler, Adam, Heffernan, Janet E., Tawn, Jonathan A., Flather, Roger A., Horsburgh, Kevin J.

“…We use a novel statistical approach to analyse changes in the occurrence and severity of storm surge events in the southern and central North Sea over the…”
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Hidden regular variation and the rank transform by Heffernan, Janet, Resnick, Sidney

“…Random vectors in the positive orthant whose distributions possess hidden regular variation are a subclass of those whose distributions are multivariate…”
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Hidden regular variation and the rank transform by Heffernan, Janet, Resnick, Sidney

“…Random vectors in the positive orthant whose distributions possess hidden regular variation are a subclass of those whose distributions are multivariate…”
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Extreme values in the dock by Heffernan, Janet, Tawn, Jonathan

“…On 9th September 1980 the bulk carrier M. V. Derbyshire sank in the Pacific Ocean, around 350 miles south‐east of Japan, when she was caught in Typhoon Orchid…”
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A directory of coefficients of tail dependence by HEFFERNAN, Janet E

“…Models characterizing the asymptotic dependence structures of bivariate distributions have been introduced by Ledford and Tawn (1996), among others, and…”
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Extreme value analysis of a large designed experiment: A case study in bulk carrier safety by HEFFERNAN, Janet E, TAWN, Jonathan A

“…The bulk carrier M.V. Derbyshire sank in 1980 when she encountered a typhoon near Japan. The most likely cause of her loss was finally explained in the report…”
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Dependence measures for extreme value analyses by COLES, S, HEFFERNAN, J, TAWN, J

“…Quantifying dependence is a central theme in probabilistic and statistical methods for multivariate extreme values. Two situations are possible: one where, in…”
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Limit laws for random vectors with an extreme component by Heffernan, Janet E, Resnick, Sidney I

“…Annals of Applied Probability 2007, Vol. 17, No. 2, 537-571 Models based on assumptions of multivariate regular variation and hidden regular variation provide…”
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