Extreme value theory is used to derive asymptotically motivated models for unusual or rare events, e.g. the upper or lower tails of a distribution. A new flexible extreme value mixture model is proposed combining a non-parametric kernel density estimator for the bulk of the distribution with an...

Both the euro-area and the United States suffered an initially quite similar housing and financial shock in 2007/8, with several states in both regions being particularly badly affected. Yet there was never any question that the worst hit US states would need a special bail-out or leave the...

The relationship between short-term exposure to air pollution and mortality or morbidity has been the subject of much recent research. in which the standard method of analysis uses Poisson linear or additive models. In this paper, we use a Bayesian dynamic generalised linear model (DGLM) to...

This paper present, an approach to estimating the health effects of an environmental hazard. The approach is general in nature, but is applied here to the case of air pollution. It uses a computer model involving ambient pollution and temperature input to simulate the exposures experienced by...

This paper presents an approach to estimating the health effects of an environmental hazard. The approach is general in nature, but is applied here to the case of air pollution. It uses a computer model involving ambient pollution and temperature input to simulate the exposures experienced by...