Published and Preprints
Papastathopoulos I.,
Strokorb K., Tawn A. J. and Butler A. (2017).
Extreme events of Markov chains.
Advances in Applied Probability.
arXiv
Papastathopoulos I. and
Tawn A. J., (2016).
Conditioned limit laws for inverted max-stable processes.
Journal of Multivariate Analysis.
pdf,
arXiv
Papastathopoulos I. (2016). Conditional independence and conditioned limit laws.
Statistics and Probability Letters
pdf, arXiv
Papastathopoulos I. and Strokorb K., (2016). Conditional independence among max-stable laws.
Statistics and Probability Letters.
pdf, arXiv
Papastathopoulos I. and Southworth H., (2015). The analysis of safety data from clinical trials.
In Extreme Value Modeling and Risk Analysis: Methods and Applications.
book
Papastathopoulos I. and Tawn A. J.,
(2015). Stochastic ordering under conditional modelling of
extreme values:
drug-induced liver
injury.
Journal of Royal Statistical Society Series C.
pdf, arXiv
Papastathopoulos I. and Tawn A. J.,
(2014). Dependence properties of multivariate max-stable
distributions.
Journal of Multivariate Analysis.
pdf, arXiv
Keef C., Papastathopoulos I. and Tawn A. J.,
(2013). Estimation of the
conditional distribution of a
multivariate
variable given that one of its components is large: additional
constraints for the Heffernan and Tawn model.
Journal of
Multivariate
Analysis. pdf
Papastathopoulos I. and Tawn A. J., (2013). A
generalised Student's t-distribution.
Statistics and
Probability
Letters. pdf
Papastathopoulos I. and Tawn A. J.,
(2013). Extended generalised Pareto models for tail
estimation.
Journal of Statistical Planning and
Inference.
pdf,
arXiv
Papastathopoulos I., (2013). Statistical Models
for Pharmaceutical Extremes.
PhD Thesis, Lancaster
University.
Conference proceedings
Papastathopoulos I. and
Tawn A. J., (2013).
Graphical structures in extreme multivariate events.
Sco2013.
pdf
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