 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Working Papers
All available upon request:
Zhao, X., Scarrott, C.J., Oxley, L. and Reale, M. "Let the Tails Speak for Themselves": Bayesian Extreme Value Mixture Modelling for Estimating VaR. Submitted.
Scarrott, C.J. Generalised Additive Mixed Modelling of PM10 Concentrations and Assessment of Likelihood of Meeting Governmental Targets. Submitted.
Rea, A., Rea, W., Reale, M. Scarrott, C.J. A comparison of spillover effects before, during and after the 2008 financial crisis. Submitted.
MacDonald, A., Scarrott, C.J. and Lee, D.S. Boundary correction, consistency and robustness of kernel densities using extreme value theory. Submitted.
Moore, J., Manley, B., Park, D. and Scarrott, C.J. Quantification of Wind Damage to New Zealand’s Planted Forests. Submitted.
Refereed Publications
Scarrott, C.J. and MacDonald, A. (2012). A review of extreme value threshold estimation and uncertainty quantification. Invited paper for REVSTAT - Statistical Journal 10(1), 33-59.
Eager, D., Scarrott, C.J., Nixon, J., and Alexander, K. (2012). Survey of injury sources for a trampoline with equipment hazards designed out. To Appear in Journal of Pediatrics and Child Health.
Draper, N., Dickson, T., Fryer, S., Blackwell, G., Winter, D., Scarrott, C. and Ellis, G. (2012). Plasma cortisol concentrations and perceived anxiety in response to on-sight rock climbing. International Journal of Sports Medicine 33(1), 13-17.
Alexander, K., Eager, D., Scarrott, C.J., and Nixon, J. (2012). Injury survey of a non-traditional soft-edged trampoline designed to lower equipment hazards. To Appear in International Journal of Injury Control and Safety Promotion.
MacDonald, A., Scarrott, C.J., Lee, D., Darlow, B., Reale, M. and Russell, G. (2011). A Flexible Extreme Value Mixture Model. Computational Statistics and Data Analysis 55(6), 2137-2157.
Scott, A. and Scarrott, C.J. (2011). A tale of two cities: Impacts of residential heating intervention measures on air quality and progress towards targets in Christchurch and Timaru, New Zealand. Atmospheric Environment 45, 2972-2980.
Lee, D.S., Zahari, M., Russell, G., Darlow, B., Scarrott, C. and Reale, M. (2011). An Exploratory Investigation of some Statistical Summaries of Oximeter Oxygen Saturation Data from Preterm Babies. ISRN Pediatrics.
Zhao, X., Scarrott, C.J., Reale, M. and Oxley, L. (2011). GARCH dependence in extreme value model with Bayesian inference. Mathematics and Computers in Simulation 81 (7).
MacDonald, A. and Scarrott, C.J. (2010) Risk Assessment for Critical Temperature Exceedance in Nuclear Reactors. Journal of Risk and Reliability 224(4)
Alexander, K., Eager, D., Scarrott, C.J., and Sushinsky, G. (2010). Effectiveness of Pads and Enclosures as Safety Interventions on Consumer Trampolines. British Medical Journal: Injury Prevention 16(3).
Zhao, X., Scarrott, C.J., Reale, M. and Oxley, L. (2010). Extreme Value Modelling for Forecasting the Market Crisis. Applied Financial Economics 20(1).
MacDonald, A., Scarrott, C.J. and Lee, D.S. (2010). Semi-parametric modelling for extremes with threshold estimation Proc. of International Workshop on Statistical Modelling, Glasgow, UK.
MacDonald, A., Scarrott, C.J., and Lee, D. (2009). Bayesian inference for an extreme value mixture model. Proc. of Applied Statistics Education and Research Conference, Australia.
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
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
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]
If you have any problems viewing/downloading these
documents, or you would like more information, then mail me at
carl.scarrott@canterbury.ac.nz.