The paper describes our involvement in the high court reopened formal investigation into the sinking of the bulk carrier M. V. Derbyshire. The statistical problem that we addressed concerned the estimation of the probability that the ship had sunk from a particular form of structural failure,...

Multivariate extreme value theory and methods concern the characterization, estimation and extrapolation of the joint tail of the distribution of a "d"-dimensional random variable. Existing approaches are based on limiting arguments in which all components of the variable become large at the...

Mechanistic models for complex atmospheric and hydrological processes are often used to simulate extreme natural events, usually to quantify the risks that are associated with these events. We use novel extreme value methods to analyse the statistical properties of output from a numerical storm...

We present properties of a dependence measure that arises in the study of extreme values in multivariate and spatial problems. For multivariate problems the dependence measure characterises dependence at the bivariate level, for all pairs and all higher orders up to and including the dimension...

In a peaks over threshold analysis of a series of river flows, a sufficiently high threshold is used to extract the peaks of independent flood events. This paper reviews existing, and proposes new, statistical models for both the annual counts of such events and the process of event peak times....

A number of different approaches to study multivariate extremes have been developed. Arguably the most useful and flexible is the theory for the distribution of a vector variable given that one of its components is large. We build on the conditional approach of Heffernan and Tawn (2004) [13]...

type="main" xml:id="rssc12074-abs-0001" <title type="main">Summary</title> <p>Drug-induced liver injury (DILI) is a major public health issue and of serious concern for the pharmaceutical industry. Early detection of signs of a drug's potential for DILI is vital for pharmaceutical companies' evaluation of new drugs. A...</p>

The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events....

Statistical methods for modelling extremes of stationary sequences have received much attention. The most common method is to model the rate and size of exceedances of some high constant threshold; the size of exceedances is modelled by using a generalized Pareto distribution. Frequently, data...