| Dependence modelling for spatial extremes JL Wadsworth, JA Tawn Biometrika 99 (2), 253-272, 2012 | 200 | 2012 |
| Modeling spatial processes with unknown extremal dependence class R Huser, JL Wadsworth Journal of the American Statistical Association 114 (525), 434-444, 2019 | 141 | 2019 |
| Efficient inference for spatial extreme value processes associated to log-Gaussian random functions JL Wadsworth, JA Tawn Biometrika 101 (1), 1-15, 2014 | 117 | 2014 |
| Modelling across extremal dependence classes JL Wadsworth, JA Tawn, AC Davison, DM Elton Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2017 | 90 | 2017 |
| Advances in statistical modeling of spatial extremes R Huser, JL Wadsworth Wiley Interdisciplinary Reviews: Computational Statistics 14 (1), e1537, 2022 | 89 | 2022 |
| Peaks over thresholds modeling with multivariate generalized Pareto distributions A Kiriliouk, H Rootzén, J Segers, JL Wadsworth Technometrics 61 (1), 123-135, 2019 | 79 | 2019 |
| Multivariate peaks over thresholds models H Rootzén, J Segers, JL Wadsworth Extremes 21 (1), 115-145, 2018 | 73 | 2018 |
| Higher-dimensional spatial extremes via single-site conditioning JL Wadsworth, JA Tawn Spatial Statistics 51, 100677, 2022 | 69* | 2022 |
| 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 | 64 | 2012 |
| A new representation for multivariate tail probabilities JL Wadsworth, JA Tawn Bernoulli 19 (5B), 2689-2714, 2013 | 63 | 2013 |
| Multivariate generalized Pareto distributions: parametrizations, representations, and properties H Rootzén, J Segers, JL Wadsworth Journal of Multivariate Analysis 165, 117-131, 2018 | 55 | 2018 |
| 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 | 48 | 2010 |
| 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 | 43 | 2017 |
| Exploiting structure of maximum likelihood estimators for extreme value threshold selection JL Wadsworth Technometrics 58 (1), 116-126, 2016 | 40 | 2016 |
| 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 | 40 | 2015 |
| Extremal dependence of random scale constructions S Engelke, T Opitz, J Wadsworth Extremes 22 (4), 623-666, 2019 | 39 | 2019 |
| Determining the dependence structure of multivariate extremes ES Simpson, JL Wadsworth, JA Tawn Biometrika 107 (3), 513-532, 2020 | 34 | 2020 |
| 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 | 33 | 2021 |
| Conditional modelling of spatio-temporal extremes for Red Sea surface temperatures ES Simpson, JL Wadsworth Spatial Statistics 41, 100482, 2021 | 29 | 2021 |
| Linking representations for multivariate extremes via a limit set N Nolde, JL Wadsworth Advances in Applied Probability 54 (3), 688-717, 2022 | 21 | 2022 |
