Full publication list

• H. Rootzén and N. Tajvidi: Extreme value statistics and wind storm losses: a case study. Scand. Actuarial J. 70-94 (1997). This paper has also appeared in the book Extremes and Integrated Risk Management .
• P. Hall and N. Tajvidi: Confidence and Prediction Intervals Computed from Poisson Sequences of Extreme Events. submitted (1998)
• P. Hall and N. Tajvidi: Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to Extreme-Value Data. Statistical Science, Vol. 15, No. 2, 153-167, (2000).
• P. Hall and N. Tajvidi: Distribution and Dependence-Function Estimation for Bivariate Extreme-Value Distributions. Bernoulli 6(5), 835-844 (2000).
• P. Hall, L. Peng and N. Tajvidi: Effect of Extrapolation on Coverage Accuracy of Prediction Intervals Computed from Pareto-Type Data. Annals of Statistics 30, No. 3, 875-895 (2002).
• P. Hall, L. Peng and N. Tajvidi: On prediction intervals based on predictive likelihood or bootstrap methods. Biometrika, 86, 4, 871-880, (1999).
• H. Rootzén and N. Tajvidi: Can losses caused by wind storms be predicted from meteorological observations? Scand. Actuarial J., 162-175 (2001).
• P. Hall and N. Tajvidi: Permutation tests for equality of distributions in high-dimensional settings. Biometrika , 89, 2, 359-374 (2002).
• Raimondo M. and N. Tajvidi: A peaks over threshold model for change-points detection by wavelets. Statistica Sinica , 14, 395-412, (2004).
• Tajvidi N. : Confidence intervals and accuracy estimation for heavytailed generalized Pareto distributions. Extremes , 6, 2, 111-123, (2003).
• Hall P. and Tajvidi N. Prediction regions for bivariate extreme events. Daley Festschrift issue of the Australian & New Zealand Journal of Statistics, 46, 1, 99-112 (2004).
• Hall P., Tajvidi N. and Malin P. Locating lines among scattered points. Bernoulli 12(5), 821-839 (2006).
• Rootzen H. and Tajvidi N.: The multivariate generalised Pareto distributions. Bernoulli 12(5), 917-930 (2006).
• Hall P. and Tajvidi N. : Predicting future values of a random function, submitted (2006).

PhD Thesis