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Associate Professor Carl Scarrott

Contact

Department: Mathematics and Statistics

Email: carl.scarrott@canterbury.ac.nz

Direct Dial: +64 3 3692472

Office: Jack Erskine 721

Language: English

About
Research / Creative works
Networks

Fields of Research

  • Extreme value modelling
  • Biostatistics
  • Statistical modelling

Researcher Summary

Research interest is the development and application novel statistic methods to environmental, scientific, medical and industrial problems. My current main interest ares is in extreme value modelling, but am also interested in many areas of statistical modelling, biostatistics, nonparametric statistics, spectral analysis and spatial statistics.

Subject Area: Disciplines

  • Statistics: Applied Statistics; Statistics

Resources

  • Staff webpage
  • Clinical Research Facility, National University of Ireland Galway
  • Scarrott.jpg

Research/Scholarly/Creative Works

Journal Articles
  • Mattle HP., Scarrott C., Claffey M., Thornton J., Macho J., Riedel C., Söderman M., Bonafé A., Piotin M. and Newell J. (2019) Analysis of revascularisation in ischaemic stroke with EmboTrap (ARISE I study) and meta-analysis of thrombectomy. Interventional Neuroradiology 25(3): 261-270. http://dx.doi.org/10.1177/1591019918817406.
  • Hu Y. and Scarrott C. (2018) evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. Journal of Statistical Software 85(5): 27. http://dx.doi.org/10.18637/jss.v084.i05.
  • Coote S., Uszynski M., Herring MP., Hayes S., Scarrott C., Newell J., Gallagher S., Larkin A. and Motl RW. (2017) Effect of exercising at minimum recommendations of the multiple sclerosis exercise guideline combined with structured education or attention control education - secondary results of the step it up randomised controlled trial. BMC Neurology 17(1) 119 http://dx.doi.org/10.1186/s12883-017-0898-y.
  • Hayes S., Uszynski MK., Motl RW., Gallagher S., Larkin A., Newell J., Scarrott C. and Coote S. (2017) Randomised controlled pilot trial of an exercise plus behaviour change intervention in people with multiple sclerosis: The Step it Up study. BMJ Open 7(10) e016336 http://dx.doi.org/10.1136/bmjopen-2017-016336.
  • Morton SE., Chiew YS., Pretty C., Moltchanova E., Scarrott C., Redmond D., Shaw GM. and Chase JG. (2017) Effective sample size estimation for a mechanical ventilation trial through Monte-Carlo simulation: Length of mechanical ventilation and Ventilator Free Days. Mathematical Biosciences 284: 21-31. http://dx.doi.org/10.1016/j.mbs.2016.06.001.
  • Alvarez-Iglesias A., Newell J., Scarrott C. and Hinde J. (2015) Summarising censored survival data using the mean residual life function. Statistics in Medicine 34(11): 1965-1976. http://dx.doi.org/10.1002/sim.6431.
  • Fryer S., Stoner L., Lucero A., Witter T., Scarrott C., Dickson T., Cole M. and Draper N. (2015) Haemodynamic Kinetics and Intermittent Finger Flexor Performance in Rock Climbers.. Int J Sports Med 36(2): e3. http://dx.doi.org/10.1055/s-0034-1395514.
  • Fryer S., Stoner L., Lucero A., Witter T., Scarrott CJ., Dickson T., Cole M. and Draper N. (2015) Haemodynamic Kinetics and Intermittent Finger Flexor Performance in Rock Climbers. International Journal of Sports Medicine 30(2): 137-142. http://dx.doi.org/10.1055/s-0034-1385887.
  • Fryer S., Stoner L., Scarrott CJ., Lucero A., Witter B., Love R., Dickson T. and Draper N. (2015) Forearm oxygenation and blood flow kinetics during a sustained contraction in multiple ability groups of rock climbers. Journal of Sports Sciences 33(5): 518-526. http://dx.doi.org/10.1080/02640414.2014.949828.
  • Lindsay A., Lewis J., Scarrott C., Draper N. and Gieseg SP. (2015) Changes in acute biochemical markers of inflammatory and structural stress in rugby union. Journal of Sports Sciences 33(9): 882-891. http://dx.doi.org/10.1080/02640414.2014.971047.
  • Lindsay A., Lewis JG., Scarrott C., Gill N., Gieseg SP. and Draper N. (2015) Assessing the Effectiveness of Selected Biomarkers in the Acute and Cumulative Physiological Stress Response in Professional Rugby Union Through Non-invasive Assessment. International Journal of Sports Medicine 36(6): 446-454. http://dx.doi.org/10.1055/s-0034-1398528.
  • Murphy AW., Cupples ME., Murphy E., Newell J., Scarrott CJ., Vellinga A., Gillespie P., Byrne M., Kearney C. and Smith SM. (2015) Six-year follow-up of the SPHERE RCT: secondary prevention of heart disease in general practice. BMJ Open 5(11) e007807: 8pp. http://dx.doi.org/10.1136/bmjopen-2015-007807.
  • Fryer SM., Dickson T., Hillier S., Stoner L., Scarrott CJ. and Draper N. (2014) A Comparison of Capillary, Venous and Salivary Cortisol Sampling Following Intense Exercise. International Journal of Sports Physiology and Performance 9(6): 973-977. http://dx.doi.org/10.1123/ijspp.2013-0341.
  • Loftus A., Loftus BG., Muircheartaigh I., Newell J., Scarrott CJ. and Jennings S. (2014) Acute childhood asthma in Galway city from 1985-2005: relationship to air pollution and climate. Irish Medical Journal 107(7).
  • Rea A., Rea W., Marco Reale M. and Scarrott C. (2014) A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis. Applied Mathematics 5(4): 601-614. http://dx.doi.org/10.4236/am.2014.54057.
  • Casey D., Murphy K., Devane D., Cooney A., McCarthy B., Mee L., Newell J., O'Shea E., Scarrott C. and Gillespie P. (2013) The effectiveness of a structured education pulmonary rehabilitation programme for improving the health status of people with moderate and severe chronic obstructive pulmonary disease in primary care: the PRINCE cluster randomised trial. Thorax 68(10): 922-928. http://dx.doi.org/10.1136/thoraxjnl-2012-203103.
  • Eager DB., Scarrott C., Nixon J. and Alexander K. (2013) Injury survey of a non-traditional 'soft-edged' trampoline designed to lower equipment hazards. International Journal of Injury Control and Safety Promotion 20(1): 42-49. http://dx.doi.org/10.1080/17457300.2012.674041.
  • Ingoldsby H., Webber M., Wall D., Scarrott C., Newell J. and Callagy G. (2013) Prediction of Oncotype DX and TAILORx risk categories using histopathological and immunohistochemical markers by classification and regression tree (CART) analysis. The Breast 22(5): 879-886. http://dx.doi.org/10.1016/j.breast.2013.04.008.
  • Moore JR., Manley BR., Park D. and Scarrott CJ. (2013) Quantification of wind damage to New Zealand's planted forests. Forestry 86(2): 173-183. http://dx.doi.org/10.1093/forestry/cps076.
  • 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. http://dx.doi.org/10.1055/s-0031-1284348.
  • Eager D., Scarrott C., Nixon J. and Alexander K. (2012) Survey of injury sources for a trampoline with equipment hazards designed out. Journal of Paediatrics and Child Health 48(7): 577-581. http://dx.doi.org/10.1111/j.1440-1754.2012.02426.x.
  • Scarrott C. and MacDonald A. (2012) A review of extreme value threshold estimation and uncertainty quantification. REVSTAT: Statistical Journal 10(1): 33-60.
  • Lee DS., Zahari M., Russell G., Darlow BA., Scarrott CJ. and Reale M. (2011) An Exploratory Investigation of Some Statistical Summaries of Oximeter Oxygen Saturation Data from Preterm Babies. IRSN Pediatrics 2011 Article ID 296418 http://dx.doi.org/10.5402/2011/296418.
  • MacDonald A., Scarrott CJ., 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. http://dx.doi.org/10.1016/j.csda.2011.01.005.
  • Scott A. and Scarrott CJ. (2011) Impacts of residential heating intervention measures on air quality and progress towards targets in Christchurch and Timaru, New Zealand. Atmospheric Environment 45(17): 2972-2980. http://dx.doi.org/10.1016/j.atmosenv.2010.09.008.
  • Alexander K., Eager D., Scarrott C. and Sushinsky G. (2010) Effectiveness of pads and enclosures as safety interventions on consumer trampolines. Injury Prevention 16(3): 185-189. http://dx.doi.org/10.1136/ip.2009.025494.
  • Scarrott CJ. and MacDonald A. (2010) Extreme-value-model-based risk assessment for nuclear reactors. Proceedings of the Instution of Mechanical Engineers, Part O: Journal of Risk and Reliability 224(4): 239-251. http://dx.doi.org/10.1243/1748006XJRR288.
  • Zhao X., Scarrott C., Oxley L. and Reale M. (2010) Extreme value modelling for forecasting market crisis impacts. Applied Financial Economics 20(1-2): 63-72. http://dx.doi.org/10.1080/09603100903262947.
  • Zhao X., Scarrott CJ., Oxley L. and Reale M. (2010) GARCH dependence in extreme value models with Bayesian inference. Mathematics and Computers in Simulation 81(7): 1430-1440. http://dx.doi.org/10.1016/j.matcom.2010.08.002.
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2009) Spatial multi-taper spectrum estimation for nuclear reactor modelling. Computational Statistics and Data Analysis 53(1): 4384-4402. http://dx.doi.org/10.1016/j.csda.2009.06.007.
  • Logsdon J., Tunnicliffe Wilson G. and Scarrott C. (2003) Prediction of extreme temperatures in a reactor using measurements affected by control action. Technometrics 45(2): 159-168.
  • Scarrott C. and Tunnicliffe Wilson G. (2001) Building a statistical model to predict reactor temperatures. Journal of Applied Statistics 28(3-4): 497-511.
Chapters
  • Scarrott CJ. (2016) Univariate Extreme Value Mixture Modelling. In Dey DK; yan J (Ed.), Extreme Value Modeling and Risk Analysis: Methods and Applications: 41-67. Boca Raton: CRC Press.
  • Scarrott CJ. (2007) Fourier Transform. In Salkind NJ (Ed.), Encyclopedia of Measurement and Statistics: 364-370. Thousand Oaks: Sage Publications.
  • Scarrott CJ. (2007) Ogive. In Salkind NJ (Ed.), Encyclopedia of Measurement and Statistics: 710-711. Thousand Oaks: Sage Publications.
  • Scarrott CJ. (2007) Sunflower Plot. In Salkind NJ (Ed.), Encyclopedia of Measurement and Statistics: 977-978. Thousand Oaks: Sage Publications.
  • Scarrott CJ. (2007) Tree Diagram. In Salkind NJ (Ed.), Encyclopedia of Measurement and Statistics: 1012-1013. Thousand Oaks: Sage Publications.
Conference Contributions - Other
  • Scarrott C. (2018) Statistical modelling of air pollution and the challenges of communication. Galway, Ireland: Conference on Applied Statistics in Ireland 2018, 16-18 May 2018.
Conference Contributions - Published
  • Scarrott C.. (2018) Statistical modelling of air pollution and the challenges of communication. In Proceedings CASI 2018.
Conference Contributions - Other
  • Chiew YS., Docherty PD., Dickson JL., Moltchanova E., Scarrott C., Pretty CG., Shaw GM. and Chase JG. (2016) Simulation-Based Design Of A Robust Stopping Rule To Ensure Patient Safety. Brussels, Belgium: 36th International Symposium on Intensive Care and Emergency Medicine (ISICEM), 15-18 Mar 2016.
Conference Contributions - Published
  • Chiew YS., Docherty PD., Redmond D., Moltchanova E., Scarrott C., Pretty CG. and Chase JG.. (2016) Stopping a Clinical Trial: Simulation-based design of a robust stopping rule using difference in interventional effect on mortality. In : 6. IEEE.
  • Coote S., Hayes S., Uszynski M., Newell J., Scarrott C., Gallagher J. and Motl R.. (2016) Group Aerobic and Strength Training Combined With Social Cognitive Theory Based Education, Results of The Step it up RCT. In Archives of Physical Medicine and Rehabilitation 97(12): e4-e4.
Conference Contributions - Other
  • Scarrott C., Alvarez-Igelsias A., Newell J. and Hinde J. (2016) Summarising censored survival data using the mean residual life function. Canberra, Australia: Australian Statistics Conference, 5-9 Dec 2016.
  • Chiew YS., Pretty C., Moltchanova E., Scarrott CJ., Redmond DP., Shaw GM. and Chase JG. (2015) Reducing the Length of Mechanical Ventilation with Significance: A Case Study of Sample Size Estimation Trial Design Using Monte-Carlo Simulation. Berlin, Germany: 9th IFAC Symposium on Biological and Medical Systems (BMS 2015), 31 Aug-2 Sep 2015.
  • Hinde J., Alvarez-Iglesias A., Newell J. and Scarrott CJ. (2015) Summarising censored survival data using the mean residual life function. Nevsehir, Turkey: 8th Conference of Eastern Mediterranean Region of International Biometric Society, 11-15 May 2015.
  • Hinde J., Alvarez-Iglesias A., Newell J. and Scarrott CJ. (2015) Summarising Censored Survival Data Using The Mean Residual Life Function. Nijmegen, Netherlands: International Biometrics Society Channel 15, 20-22 Apr 2015.
  • Akbar A. and Scarrott CJ. (2014) Extreme Value Mixture Modelling. Pisa, Italy: 7th International Conference of the ERCIM WG on Computational and Methodological Statistics, 6-8 Dec 2014.
  • Fryer S., Stoner L., Lucero A., Witter T., Scarrott CJ., Dickson T. and Draper N. (2014) Forearm muscle tissue re-oxygenation kinetics in male sport rock climbers. Pontresina, Switzerland: International Rock Climbing Research Association Congress 2014, 15-19 Sep 2014.
Conference Contributions - Published
  • Fryer SM., Stoner L., Scarrott C., Lucero A., Witter T., Love R. and Draper N.. (2014) Oxygen Uptake Or Delivery, Which Is The Limiting Factor For Intermittent Forearm Contractions In Rock-climbers? In MEDICINE AND SCIENCE IN SPORTS AND EXERCISE 46(5): 756-757. LIPPINCOTT WILLIAMS & WILKINS.
Conference Contributions - Other
  • Fryer SM., Stoner L., Scarrott CJ., Lucero A., Witter T., Love R. and Draper N. (2014) Oxygen Uptake Or Delivery, Which Is The Limiting Factor For Intermittent Forearm Contractions In Rock-climbers? Orlando, FL, USA: 61st American College of Sports Medicine Annual Meeting (ACSM), 27-31 May 2014.
  • Leathem CS., Murphy AW., Smith SM., Murphy E., Byrne M., Gillespie P., Newell J., Scarrott CJ., Vellinga A. and Cupples ME. (2014) The SPHERE study follow up. Glasgow, UK: Royal College of Nursing International Nursing Research Conference 2014 (RCN), 2-4 Apr 2014.
Conference Contributions - Published
  • Scarrott CJ.. (2014) Statistical Estimation of Pollution Reductions for Meeting Government Targets. In 1: 313-318.
Conference Contributions - Other
  • Alvarez-Iglesias A., Newell J., Scarrott CJ. and Hinde J. (2013) Summarising time to event data: A novel estimator of the mean residual function. Munich, Germany: 34th Annual Conference of the International Society for Clinical Biostatistics (ISCB 2013), 25-29 Aug 2013.
  • Casey D., Murphy K., Declan D., Cooney A., McCarthy B., Mee L., Newell J., Scarrott C., O'Shea E. and Kirwan C. (2013) A cluster randomised controlled trial evaluating the effectiveness of a structured pulmonary rehabilitation education programme in a primary care setting for people with chronic obstructive pulmonary disease (COPD): The PRINCE Study. Barcelona, Spain: European Respiratory Society Congress (ERS), 7-11 Sep 2013.
  • Fryer S., Stoner L., Draper N., Scarrott C. and Dickson T. (2013) Muscle tissue oxygenation dynamics during a sustained contraction in different ability rock climbers. Preston, UK: British Association of Sport and Exercise Scientists Annual Conference, 3-5 Sep 2013.
  • Fryer S., Stoner L., Scarrott C., Lucero A., Witter T., Dickson T. and Draper N. (2013) Forearm oxygen kinetics pre, during and post a sustained contraction to failure in multiple ability groups of rock climbers. Christchurch, New Zealand: Sport and Exercise Science New Zealand 2013 Annual Conference (SESNZ), 29-30 Nov 2013.
  • Hu Y. and Scarrott CJ. (2013) Extreme Value Mixture Modelling: evmix Package and Simulation Study. University of Waikato, Hamilton, New Zealand: NZ Statistical Association Annual Conference 2013, 24-27 Nov 2013.
  • Lindsay A., Lewis J., Chase G., Scarrott C., Shaw G., Gieseg S. and Draper N. (2013) The effect of acute exercise on levels of stress in rugby union and competitive body building. Christchurch, New Zealand: Sport and Exercise Science New Zealand Annual Conference, 29-30 Nov 2013.
  • Scarrott CJ. and Hu Y. (2013) Extreme value mixture models - An R package and simulation study. Shanghai, China: 8th Conference on Extreme Value Analysis (EVA2013), 8-12 Jul 2013.
Conference Contributions - Published
  • Scarrott CJ., Salomon V. and Scott A.. (2013) Targets and limits for Timaru's winter PM10 concentrations. In.
Conference Contributions - Other
  • Casey D., Murphy K., Cooney A., Devane D., McCarthy B., Kirwan C., Mee L., Newell J., O'Shea E. and Gillespie P. (2012) A Cluster Randomised Controlled Trial Evaluating The Effectiveness Of A Structured Pulmonary Rehabilitation Education Programme For Improving The Health Status Of People With Chronic Obstructive Pulmonary Disease (COPD): The PRINCE Study. San Francisco, CA, USA: American Thoracic Society International Conference 2012, 18-23 May 2012.
  • Newell J., Alvarez A., Scarrott CJ. and Wall D. (2012) Modelling Time to Event Data: where did the time go? Trinity College, Dublin, Ireland: 32nd Conference on Applied Statistics Ireland (CASI2012), 16-18 May 2012.
Conference Contributions - Published
  • Wall D., Scarrott CJ., Newell J., Ingoldsby H., Callagy G. and Kerin M.. (2012) Identifying underlying structure in classification and regression trees using surrogate splits. In.
Conference Contributions - Other
  • Alvarez-Iglesias A., Newell J. and Scarrott CJ. (2011) On estimating mean residual life with censored data. Galway, Ireland: 31st Conference of Applied Statistics in Ireland (CASI 2011), 18-20 May 2011.
  • Alvarez-Iglesias A., Newell J., Scarrott C. and Hinde J. (2011) Extreme value modeling of survival times. Senate House, University of London, UK: 4th International Conference on Computing & Statistics (ERCIM'11), 17-19 Dec 2011.
  • Eager D., Alexander K., Scarrott C. and Sushinshy G. (2011) Effectiveness of pads and enclosures as safety interventions on consumer trampolines. Cardiff, UK: 18th International Play Association World Conference (IPA), 4-7 Jul 2011.
  • Eager D., Alexander K., Scarrott C. and Sushinsky G. (2011) Effectiveness of Pads and Encolsures as Safety Interventions on Consumer Trampolines. Brisbane, Australia: 10th National Conference on Injury Prevention and Safety Promotion, 2-4 Nov 2011.
  • Eager D., Alexander K., Scarrott CJ. and Sushinsky G. (2011) Effectiveness of Pads and Encolsures as Safety Interventions on Consumer Trampolines. Fremantle, Australia: PLA National Conference and IFPRA Asia-Pacific Congress 2011, 18-21 Sep 2011.
  • Newell J. and Scarrott CJ. (2011) Modelling longitudinal data in cluster randomised trials: a case study. Galway, Ireland: 31st Conference of Applied Statistics in Ireland (CASI 2011), 18-20 May 2011.
  • Rea A., Rea W., Reale M. and Scarrott CJ. (2011) A Comparative Study of Spillover Effects Before, After and During a Financial Crisis. Applecross, Western Australia: WA Young Statisticians' Workshop 2011, 27-27 Sep 2011.
  • Scarrott C., MacDonald A. and Lee D. (2011) Modelling non-stationary extremal behaviour via mixture modelling. University of London, UK: 4th International Conference on Computing & Statistics (ERCIM'11), 17-19 Dec 2011.
  • Scarrott CJ., MacDonald A. and Lee DS. (2011) Flexible Extreme Value Mixture Modeling - Towards a Black Box? University of Lyon, Lyon, France: 7th Conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications, 27 Jun-1 Jul 2011.
  • Scarrott CJ., MacDonald A. and Lee DS. (2011) Flexible Extreme Value Mixture Modelling. Galway, Ireland: 31st Conference of Applied Statistics in Ireland (CASI 2011), 18-20 May 2011.
  • Scarrott CJ., MacDonald A., Lee DS. and Reale M. (2011) Non-stationary extreme value mixture modelling. Ascona, Switzerland: Environmental Risk and Extreme Events, 10-15 Jul 2011.
  • Zhao X., Lee D., Reale M., Oxley L. and Scarrott C. (2011) A Dirichlet process mixture model in fitting peaks over threshold. University of London, UK: 4th International Conference on Computing & Statistics (ERCIM'11), 17-19 Dec 2011.
Conference Contributions - Published
  • MacDonald A., Scarrott CJ. and Lee DS.. (2010) Semi-parametric modelling for extremes with threshold estimation. In.
Conference Contributions - Other
  • Rea A., Rea W., Reale M., Scarrott C. and Storti G. (2010) Graphical models of multivariate volatility. Auckland, New Zealand: New Zealand Finance Colloqium, 11-12 Feb 2010.
Conference Contributions - Published
  • MacDonald A., Scarrott C. and Lee D.. (2009) Bayesian Inference for an Extreme Value Mixture Model. In.
Conference Contributions - Other
  • MacDonald A., Scarrott CJ. and Lee DS. (2009) Quantile estimation using extreme value mixture models with application. Wellington, New Zealand: New Zealand Statistical Association, 2-3 Sep 2009.
  • Zahari M., Lee D., Russell G., Darlow B., Scarrott C. and Reale M. (2009) Identifying unstable preterm infants using measures of oxygen saturation in different behavioural states. Taupo, New Zealand: International Biometric Society Australasian Region Conference 2009: Biometrics on the Lake, 29 Nov-3 Dec 2009.
Conference Contributions - Published
  • Zhao X., Oxley L., Scarrott C. and Reale M.. (2009) Extreme Value GARCH modelling with Bayesian inference. In Proceedings of the 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: 1391-1397.
Conference Contributions - Other
  • Kang I., Reale M., Scarrott CJ., Hudson I. and Turner R. (2008) Independent component analysis and statistical parametric mapping of the relationship between personality and brain blood flow in normal males. Christchurch, New Zealand: New Zealand Statistical Association 2007, 4-4 Jul 2007.
  • Rea AM., Reale M. and Scarrott CJ. (2008) Graphical models of multivariate volatility. Neuchatel, Switzerland: 2nd International Workshop on Computational and Financial Econometrics (CFE08), 19-21 Jun 2008.
  • Scarrott CJ. and MacDonald A. (2008) Quantile estimation using extreme value mixture models. Neuchâtel, Switzerland: 2nd International Workshop on Computational and Financial Econometrics (CFE'08), 19-21 Jun 2008.
Conference Contributions - Published
  • Rea A., Reale M. and Scarrott C.. (2007) Graphical Models of Multivariate Volatility. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings: 1399-1402.
  • Zhao X., Hou Q., Lee D., Reale M., Scarrott C., Russell G., MacDonald A. and Zahari M.. (2007) A Comparison between Alternative Volatility Estimations. In Oxley L; Kulasiri D (Eds). MODSIM 2007: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION: 2027-2033. MODELLING & SIMULATION SOC AUSTRALIA & NEW ZEALAND INC.
  • 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. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings: 2027-2033.
Conference Contributions - Other
  • Zhao X., Hou Q., Reale M., Scarrott C., Russell G., Lee D. and Tunnicliffe-Wilson G. (2007) Stochastic volatility on oxygen concentration of preterm infants. Brisbane, Australia: Workshop on Non-Linear and Complex Systems Analysis, 27-28 Sep 2007.
Conference Contributions - Published
  • Scarrott CJ., Tunnicliffe-Wilson G. and Tawn J.. (2006) Extreme Value Modelling of Reactor Risk. In Proceedings of the 21st International Workshop on Statistical Modelling Conference 2006.
Conference Contributions - Other
  • Scarrott CJ. (2005) Feasibility Study: A Review of Selective Editing. Wellington, New Zealand: Key Statistics Conference 2005, 25 Oct 2005.
  • Scarrott C. (2004) Spatial Multi-taper Spectral Analysis. Wellington, New Zealand: New Zealand Statistical Association 2004 Conference, 1 Jul 2004.
  • Scarrott C. (2003) Advances in Flood Estimation Handbook. University of Newcastle, UK: FloodRiskNet Models and Methods Workshop, 29 Apr 2003.
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2001) Spatial Spectral Estimation for Reactor Modelling and Control. Seattle, WA, USA: Joint Conference on Statistics in Quality, Industry and Technology, 26 Jun 2000.
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2001) Statistical prediction of reactor temperatures. Glasgow, UK: Royal Statistical Society Conference, 1 Jul 2001.
  • Scarrott C. and Tunnicliffe Wilson G. (2000) Building a statistical model to predict reactor temperatures. Newcastle University, UK: Conference on Industrial Statistics in Action 2000, 8 Sep 2000.
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2000) Building a statistical model to predict reactor temperatures. Newcastle University, UK: Industrial Statistics in Action, 8 Sep 2000.
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2000) Multi-Taper Spectral Analysis. Cardiff, UK: 23rd RSC in Probability and Statistics 2000, 11 Apr 2000.
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2000) Spatial prediction of reactor temperatures. The Royal Institution of Great Britain, London, UK: EPSRC Statistics Research Evaluation Event, 1 Jul 2000.
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2000) Spatial Spectral Estimation for Reactor Modelling and Control. Seattle, WA, USA: Joint Research Conference on Statistics in Quality Industry and Technology, 26 Jun 2000.
Oral Presentations
  • Scarrott C., MacDonald A., Lee DS. and Reale M. (2011) Non-stationary Extreme Value Mixture Modelling with Application to Pollution Modelling. Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland: EPFL Statistics Seminar.
  • Scarrott CJ. (2011) Statistical Modelling of Winter Air Pollution. Food and Environment Research Agency, York, UK: Guest Lecture.
  • Scarrott CJ., MacDonald A. and Lee DS. (2011) Non-Stationary Extreme Value Mixture Modelling. Durham University, UK: Statistics Seminar.
  • Scarrott CJ., MacDonald A. and Lee DS. (2011) Threshold uncertainty under non-stationarity. Mathematics and Statistics Department, University of Lancaster, UK: Lancaster Extremes/Time Series Reading Group Seminar.
  • Scarrott CJ., MacDonald A., Zhao X., Lee D., Reale M. and Oxley L. (2011) Tails of a Statistical Extremist. National University of Ireland Galway, Ireland: Mathematics, Statistics and Applied Mathematics Seminar.
  • Scarrott CJ. (2010) Interactive Activities for Large Service Courses. Centre for Teaching Excellence in Postgraduate Statistics, Lancaster, UK.
Reports
  • Scarrott CJ. (2009) Statistical estimation and testing of trends in PM10 concentrations: Is Christchurch city likely to meet the NES target for PM10 concentrations in 2013?Commissioned by Enviroment Canterbury.
  • Scarrott CJ., Reale M. and Newell J. (2009) Statistical estimation and testing of trends in PM10 concentration trends in Christchurch.Commissioned by Environment Canterbury.
  • Scarrott CJ. (2008) Statistical review of methodologies for particulate pollution trend detection in Christchurch.Commissioned by Environment Canterbury.
Oral Presentations
  • Scarrott CJ., MacDonald A., Lee DS., Reale M., Zhao X., Zahari M. and Russel G. (2008) Extreme value modelling using mixture models, with application to neonatal physiological measurements. Exeter University, UK: Invited Statistics Seminar, 01 Oct 2007.
  • Scarrott CJ., MacDonald A., Lee DS., Reale M., Zhao X., Zahari M. and Russel G. (2008) Extreme value modelling using mixture models, with application to neonatal physiological measurements. National University of Ireland, Galway, Ireland: Invited Statistics Seminar, 11 Dec 2007.
Reports
  • Scarrott CJ. (2007) Feasibility Study: A Review of Selective Editing.Commissioned by Official Statistics Research.
  • Scarrott CJ. (2005) A Review of Selective Editing.Commissioned by Official Statistics Research and Data Archive, Statistics New Zealand. 43pp.
  • Scarrott CJ. (2005) Review of Overseas Trade Selective Editing Methodology.Commissioned by Statistics New Zealand. 43pp.
Oral Presentations
  • Scarrott C. (2004) Spectrum Estimation for Reactor Modelling and Risk Assessment. Victoria University of Wellington, New Zealand: Invited Seminar, 27 Aug 2004.
  • Scarrott CJ. (2003) Reactor Modelling and Risk Assessment. University of Manchester Institute of Technology: Seminar, 01 Mar 2002.
Reports
  • Kay A., Calver A., Jones D., Lamb R., Scarrott CJ. and Stewart L. (2002) National river catchment flood frequency method using continuous simulation.Commissioned by Department for Environment Food and Rural Affairs (DEFRA), UK. 12pp.
Oral Presentations
  • Scarrott CJ. and Tunnicliffe-Wilson G. (2002) Reactor Modelling and Risk Assessment. Lancaster University, Lancaster, UK: Report to Nuclear Health and Safety Executive, 19 Feb 2004.
  • Scarrott CJ. (2001) Statistical Prediction of Reactor Temperatures. Lancaster University, Lancaster, UK: Seminar, 21 Oct 2005.
  • Scarrott CJ. (2000) Spatial Multi-taper Spectrum Estimation. Lancaster University, Lancaster, UK: Seminar, 10 Nov 2005.
Additional Publications
  • Scarrott C., Hu Y. and Akbar A. (Ed.) (2018) evmix 0.2.10: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Scarrott C., Hu Y. and Akbar A. (Ed.) (2018) evmix 0.2.8: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Scarrott C., Hu Y. and Akbar A. (Ed.) (2018) evmix 0.2.9: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Scarrott C. and Hu Y. (Ed.) (2017) evmix 0.2.7: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Scarrott CJ. and Hu Y. (Ed.) (2015) evmix 0.2.4: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Scarrott CJ. and Hu Y. (Ed.) (2015) evmix 0.2.5: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Scarrott CJ. and Hu Y. (Ed.) (2015) evmix 0.2.6: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Hu Y. and Scarrott CJ. (Ed.) (2014) evmix 0.2.1: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. .
  • Scarrott CJ. and Hu Y. (Ed.) (2014) evmix 0.2.3: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. [R Package]. Complete R Archive Network. .
  • Hu Y. and Scarrott CJ. (Ed.) (2013) evmix: An R package for extreme value mixture modelling, threshold estimation and kernel density estimation. .
  • Scarrott CJ. (2013) S.Y. Novak, Extreme Value Methods with Applications to Finance. Boca Raton, Florida: CRC Press, 2011; 399pp. Australian and New Zealand Journal of Statistics 55(3): 346-348. http://dx.doi.org/10.1111/anzs.12037. [Book Review].
  • Rea A., Rea WS., Reale M. and Scarrott C. (2012) A comparison of Spillover Effects before, during and after the 2008 Financial Crisis. 36pp.
  • Zhao X., Oxley L., Scarrott C. and Reale M. (2009) Extreme Value GARCH modelling with Bayesian Inference. Department of Economics and Finance, University of Canterbury. 17pp.
  • Zhao X., Scarrott CJ., Reale M. and Oxley L. (2009) Bayesian Extreme Value Mixture Modelling for Estimating VaR. .
  • Scarrott CJ. (2003) Reactor Modelling and Risk Assessment. Lancaster, UK. Lancaster University.

Review and Refereeing

Displaying all items.
  • Applied Financial Economics ( 2010 )
  • Communications in Statistics - Theory and Methods ( 2011 )
  • Extremes ( 2011 - 2021)
  • Journal of Applied Statistics ( 2008 )
  • Journal of Royal Statistical Society Series B ( 2011 - 2021)
  • Journal of the Royal Statistical Society B ( 2012 - 2021)
  • Ocean Engineering ( 2009 )
  • Statistics New Zealand ( 2006 )

Affiliations

  • HRB Clinical Research Facility, National University of Ireland Galway (Teaching/Research Organisation): Adjunct Lecturer, Biostatistics Unit
  • Royal Statistical Society (Professional Organisation): Member
  • American Statistical Association (ASA) (Professional Organisation): Member
  • IEEE (Professional Organisation): Member
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