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Refereed Publications - CURRENTLY BEING UPDATED
MacDonald, A., Scarrott, C.J., Lee, D., Reale, M., Darlow, B. Russell, G., Zahari, M. and Zhao, X.
(2009). A Flexible Extreme Value Mixture Model. Working Draft.
[Available from
here as PDF file]
Zhao, X., Scarrott, C.J., Oxley, L. and Reale, M. (2009) Bayesian Extreme Value Mixture Modelling for Estimating VaR. Submitted
MacDonald, A. and Scarrott, C.J. (2009) Risk Assessment for Critical Temperature Exceedance in Nuclear Reactors. Submitted
Alexander, K., Eager, D., Scarrott, C.J., and Sushinsky, G. (2009). Effectiveness of Pads and Enclosures as Safety Interventions on Consumer Trampolines. Submitted
Zahari, M., Lee, D.S., Russell, G., Darlow, B., Scarrott, C. and Reale, M. (2009). Using coefficient of variation as a composite measure of oxygen saturation in preterm babies. Submitted
Zhao, X., Scarrott, C.J., Reale, M. and Oxley, L. (2010). Extreme Value Modelling for Forecasting the Market Crisis. To appear in Applied Financial Economics.
Zhao, X., Scarrott, C.J., Reale, M. and Oxley, L. (2010). GARCH dependence in extreme value model with Bayesian inference. To appear in Mathematics and Computers in Simulation.
Zhao, X., Scarrott, C.J., Oxley, L. and Reale, M. (2009). Extreme Value GARCH modelling with Bayesian inference. Proc. of International Congress on Modelling and Simulation. Also Department of Economics Working Paper: 05/2009.
Scarrott, C.J. and Tunnicliffe-Wilson, G. (2008). Spatial Multi-taper Spectrum Estimation for Nuclear Reactor Modelling. Computational Statistics and Data Analysis 53.
Zhao, X., Hou, Q., Lee, D., Reale, M., Scarrott, C., Russell, G., MacDonald, A. and Zahari, M. (2007). A comparison between alternative volatility estimations. Application on blood oxygen concentration of preterm infants. Proc. of International Congress on Modelling and Simulation.
Rea, A.M., Reale, M. and Scarrott, C.J. (2007). Graphical models of multivariate volatility. Proc. of International Congress on Modelling and Simulation.
Scarrott, C.J. (2007). Feasibility Study: A review of selective editing. Official Statistics Research Series 1. Available from http://www.stats.govt.nz/sitecore/content/statisphere/Home/official-statistics-research/series.
Scarrott, C.J. Tunnicliffe-Wilson, G. and Tawn, J. (2006). Extreme Value Modelling of Reactor Risk. Proc. of IWSM 2006.
Scarrott, C.J. (2006). Fourier Transform. In Encyclopedia of Measurement and Statistics, Sage Publications.
Scarrott, C.J. (2006). Ogive. In Encyclopedia of Measurement and Statistics, Sage Publications.
Scarrott, C.J. (2006). Sunflower Plot. In Encyclopedia of Measurement and Statistics, Sage Publications.
Scarrott, C.J. (2006). Tree Diagram. In Encyclopedia of Measurement and Statistics, Sage Publications.
Logsdon, J., Tunnicliffe-Wilson, G. and Scarrott, C.J, (2003). Prediction of extreme temperatures in a reactor using measurements affected by control action. Technometrics 45(2), 159-168.
[Available from Catchword Publishers or Ingenta]
Scarrott, C.J. (2003). Reactor Modelling and Risk
Assessment. Ph.D. Thesis, Lancaster University.
[Available upon
request]
Scarrott, C.J., and Tunnicliffe-Wilson,
G. (2001). Building a statistical model to predict reactor temperatures.
J. of Appl. Stat. 28(3), 497-511.
[Available from
Catchword Publishers, earlier
pre-print available as PDF file
(1.8Mb) document. Presentation available as a
Powerpoint show (1.8Mb) or
PDF file (1.3Mb), and
abstract.]
Scarrott, C.J., and Tunnicliffe-Wilson,
G. (2001). Spatial spectral estimation for reactor modelling and control.
Proceedings of the Amer. Stat. Assn. SPES section.
[Available as
PDF file (5.2Mb)
with black and white pictures (as in the proceedings), or preferably
with colour pictures in PDF file (5.4Mb) format. Abstract
in PDF
format. Presentation
available as a Powerpoint
show (0.9Mb) or PDF file
(0.9Mb)]
Scarrott, C.J., and Tunnicliffe-Wilson, G. (2000). Building a statistical model to predict reactor temperatures. Proc. of `Industrial Statistics in Action 2000' Conf. ISRU, Uni. of Newcastle-Upon-Tyne.
[Pre-print available as PDF file (1.8Mb) document. Presentation available as a Powerpoint show (1.8Mb) or PDF file (1.3Mb), and abstract.]
Other PBRF Quality Assured Publications - CURRENTLY BEING UPDATED
Scarrott, C.J. (2009). Statistical estimation and testing of trends in PM10 concentration trends in Christchurch. Addendum 1: Update for 2008 data. Technical report to Environment Canterbury. Environment Canterbury Report No. R09/27 Addendum 1 ISBN 978-1-86937-956-8. Available from http://www.ecan.govt.nz/Plans+and+Reports/Air/PM10Monitoring.htm.
Scarrott, C.J. (2008). Statistical estimation and testing of trends in PM10 concentration trends in Christchurch. Technical report to Environment Canterbury. Environment Canterbury Report No. R09/27 ISBN 978-1-86937-956-8. Available from http://www.ecan.govt.nz/Plans+and+Reports/Air/PM10Monitoring.htm.
Scarrott, C.J. (2008). Statistical review of methodologies for particulate pollution trend detection in Christchurch. Technical report to Environment Canterbury. Environment Canterbury.
Scarrott, C.J. (2005). Review of Overseas Trade Selective Editing Methodology. Statistics New Zealand.
Non-refereed Publications - CURRENTLY BEING UPDATED
Kay, A., Calver, A., Jones, D., Lamb, R., Scarrott,
C.J. amd Stewart, L. (2002). National river catchment flood frequency method
using continuous simulation. Technical Report to DEFRA FD2106,
CEH Wallingford.
[Available upon
request]
Scarrott, C.J. (1998). Improved accuracy steady-state PANTHER model of Wylfa R1 and development of power-shaping for Magnox reactors. Addendum 2: A reactor 2 model and further developments. Technical report TE/WYA/REP/0107/97. BNFL - Magnox Generation.
[Confidential technical report]
Presentations - CURRENTLY BEING UPDATED
Scarrott, C.J. (July, 2001). Presentation on "Building a Statistical Model to Predict Reactor Temperatures". Royal Statistical Society Spatial Statistics Conference held at Uni. of Glasgow. Organised by Royal Statistical Society.
[Abstract, Powerpoint show (1.6Mb) or PDF file (1.4Mb).]
Scarrott, C.J. (Sept., 2000). Presentation on "Building a Statistical Model to Predict Reactor Temperatures". Industrial Statistics in Action 2000: A forum for the exchange of successful ideas held at Uni of Newcastle-Upon-Tyne. Organised by ISRU, Uni of Newcastle-Upon-Tyne.
[Abstract, Powerpoint show (1.8Mb) or PDF file (1.3Mb). Paper as above.]
Scarrott, C.J. & Tunnicliffe-Wilson, (July, 2000). Poster on "Spatial Prediction of Reactor Temperatures". Statistics Evaluation Day held at The Royal Institute of Great Britain. Orgainsed by EPSRC.
[A4 PDF file (0.4Mb), A0 Postcript Poster (gzipped - 0.4Mb), LaTeX script.]
Scarrott, C.J. (June, 2000). Presentation on "Spatial Spectral Estimation for reactor Modelling and Control". Joint Research Conference on Statistics in Quality, Industry and Technology: Statistical Methods for the New Millennium held at Uni. of Washington, Seattle, Washington. Organised by ASA Q&P, ASA SPES, IMS and The Boeing Company.
[PDF Abstract, Powerpoint show (0.9Mb) or PDF file (0.9Mb). Paper as above.]
Scarrott, C.J. (Nov., 1999). Presentation on "Reactor Modelling and Risk Assessment". UK Extremist's Meeting held at Uni of Newcastle-Upon-Tyne.
[Available upon request]
Scarrott, C.J. (March., 1999). Presentation on "Spatial Spectral Estimation". Research Students Conference held at Uni. of Cardiff.
[Abstract]
[Available upon request]
I have also given a number of internal presentations and seminars which are available upon request.
If you have any problems viewing/downloading these
documents, or you would like more information, then mail me at
carl.scarrott@canterbury.ac.nz.
Some special characters have not been converted properly in the PDF version
of some presentations.
This site was last updated
23 June 2004.