UC Spark

Dr Carl Scarrott

Mathematics and Statistics

Fields of Research

  • Extreme value modelling
  • Statistical modelling
  • Spatial statistics
  • Spectral analysis

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, nonparametric statistics, spectral analysis and spatial statistics.

Subject Area: Disciplines

Affiliations

Publications


  • Eager, D.B., 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 (early access online) http://dx.doi.org/10.1080/17457300.2012.674041. (Journal Article)
  • Ingoldsby, H. Webber., M., Wall., D., Scarrott., C.J., 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 In Press http://dx.doi.org/10.1016/j.breast.2013.04.008. (Journal Article)
  • Moore, J.R., Manley, B.R., Park, D. and Scarrott, C.J. (2013) Quantification of wind damage to New Zealand's planted forests. Forestry (early access online) http://dx.doi.org/10.1093/forestry/cps076. (Journal Article)
  • D. Casey, K. Murphy., A. Cooney, D. Devane., B. McCarthy, C. Kirwan., L. Mee, J. Newell., E. O'Shea, P. Gillespie. and C. Scarrott, A.W. Murphy. (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, US: American Thoracic Society International Conference 2012, 18-23 May 2012. In American Journal of Respiratory and Critical Care Medicine, Meeting Abstracts 185(A107. Assessment, Exercise Training and Outcomes) A2400. (Conference Contribution - Oral presentation)
  • Scarrott, C. and MacDonald, A. (2012) A review of extreme value threshold estimation and uncertainty quantification. REVSTAT: Statistical Journal 10(1): 33-60. http://www.ine.pt/revstat/pdf/rs120102.pdf. (Journal Article)
  • Wall, D., Scarrott, C.J., Newell, J., Ingoldsby, H., Callagy, G. and Kerin, M. (2012) Identifying underlying structure in classification and regression trees using surrogate splits. Prague, Czech Republic: 27th International Workshop on Statistical Modelling (IWSM), 16-20 Jul 2012. (Conference Contribution - Paper in published proceedings)
  • Newell, J., Alvarez, A., Scarrott, C.J. 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 Contribution - Oral presentation)
  • 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. (Journal Article)
  • 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. (Journal Article)
  • Rea, A., Rea, W., Reale, M. and Scarrott, C.J. (2011) A Comparative Study of Spillover Effects Before, After and During a Financial Crisis. Applecross, Western Australia: WA Young Statisticians' Workshop 2011, 27 Sept 2011. (Conference Contribution - Oral presentation)
  • 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 Contribution - Oral presentation)
  • 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. http://dx.doi.org/10.1016/j.csda.2011.01.005. (Journal Article)
  • Lee, D.S., Zahari, M., Russell, G., Darlow, B.A., Scarrott, C.J. 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. (Journal Article)
  • 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. (Conference Contribution - Oral presentation)
  • 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. (Conference Contribution - Oral presentation)
  • Eager, D., Alexander, K., Scarrott, C.J. 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. (Conference Contribution - Oral presentation)
  • 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. (Conference Contribution - Oral presentation)
  • Scarrott, C.J., MacDonald, A. and Lee, D.S. (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. (Conference Contribution - Poster presentation)
  • Scarrott, C.J., MacDonald, A. and Lee, D.S. (2011) Flexible Extreme Value Mixture Modelling. Galway, Ireland: 31st Conference of Applied Statistics in Ireland (CASI 2011), 18-20 May 2011. (Conference Contribution - Oral presentation)
  • Scott, A. and Scarrott, C.J. (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. (Journal Article)
  • Newell, J. and Scarrott, C.J. (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. (Conference Contribution - Poster presentation)
  • 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. (Conference Contribution - Oral presentation)
  • Scarrott, C.J., MacDonald, A. and Lee, D.S. (2011) Non-Stationary Extreme Value Mixture Modelling. Durham University, UK: Statistics Seminars, 17 Oct 2011. (Oral Presentation)
  • Scarrott, C.J., MacDonald, A., Lee, D.S. and Reale, M. (2011) Non-stationary extreme value mixture modelling. Ascona, Switzerland: Environmental Risk and Extreme Events, 10-15 Jul 2011. (Conference Contribution - Oral presentation)
  • Scarrott, C., MacDonald, A., Lee, D.S. 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, 10 Nov 2011. (Oral Presentation)
  • Alvarez-Iglesias, A., Newell, J. and Scarrott, C.J. (2011) On estimating mean residual life with censored data. Galway, Ireland: 31st Conference of Applied Statistics in Ireland (CASI 2011), 18-20 May 2011. (Conference Contribution - Poster presentation)
  • Scarrott, C.J. (2011) Statistical Modelling of Winter Air Pollution. Food and Environment Research Agency, York, UK: Guest Lecture, 14 Oct 2011. (Oral Presentation)
  • Scarrott, C.J., 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, 9 Jun 2011. (Oral Presentation)
  • Scarrott, C.J., MacDonald, A. and Lee, D.S. (2011) Threshold uncertainty under non-stationarity. Mathematics and Statistics Department, University of Lancaster, UK: Lancaster Extremes/Time Series Reading Group Seminar, 1 Dec 2011. (Oral Presentation)
  • 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. (Journal Article)
  • 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. (Journal Article)
  • Scarrott, C.J. 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. (Journal Article)
  • Zhao, X., Scarrott, C.J., 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. (Journal Article)
  • 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 Contribution - Oral presentation)
  • Scarrott, C.J. (2010) Interactive Activities for Large Service Courses. Centre for Teaching Excellence in Postgraduate Statistics, Lancaster, UK: 24 Nov 2010. (Oral Presentation)
  • MacDonald, A., Scarrott, C.J. and Lee, D.S. (2010) Semi-parametric modelling for extremes with threshold estimation. Glasgow, UK: International Workshop on Statistical Modelling, 5-9 Jul 2010. (Conference Contribution - Paper in published proceedings)
  • MacDonald, A., Scarrott, C. and Lee, D. (2009) Bayesian Inference for an Extreme Value Mixture Model. University of Newcastle, Callaghan, Australia: 3rd Annual ASEARC Research Conference, 7-8 Dec 2009. (Conference Contribution - Paper in published proceedings)
  • Zhao, X., Oxley, L., Scarrott, C. and Reale, M. (2009) Extreme Value GARCH modelling with Bayesian inference. Cairns, Australia: 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation, 13-17 Jul 2009. In Proceedings of the 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation 1391-1397. http://www.mssanz.org.au/modsim09/D6/zhao_x.pdf. (Conference Contribution - Paper in published proceedings)
  • 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 Contribution - Poster presentation)
  • MacDonald, A., Scarrott, C.J. and Lee, D.S. (2009) Quantile estimation using extreme value mixture models with application. Wellington, New Zealand: New Zealand Statistical Association, 2-3 Sep 2009. (Conference Contribution - Oral presentation)
  • Scarrott, C.J. 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. (Journal Article)
  • Scarrott, C.J. (2009) Statistical estimation and testing of trends in PM10 concentrations: Is Christchurch city likely to meet the NES target for PM10 concentrations in 2013? Enviroment Canterbury. (Report for External Body)
  • Scarrott, C.J., MacDonald, A., Lee, D.S., 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, 2 Jul 2008. (Oral Presentation)
  • Scarrott, C.J., MacDonald, A., Lee, D.S., 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, 27 Jun 2008. (Oral Presentation)
  • Rea, A.M., Reale, M. and Scarrott, C.J. (2008) Graphical models of multivariate volatility. Neuchatel, Switzerland: 2nd International Workshop on Computational and Financial Econometrics (CFE08), 19-21 June 2008. (Conference Contribution - Oral presentation)
  • Kang, I., Reale, M., Scarrott, C.J., 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 Jul 2007. (Conference Contribution - Oral presentation)
  • Zahari, M., Lee, D.S., Russell, G., Scarrott, C., Reale, M., Tunnicliffe-Wilson, G., Zhao, X. and MacDonald, A. (2008) Quantifying blood oxygen levels in preterm infants using coefficient of variation. Melbourne, Australia: Australian Statistics Conference, 30 June-3 July. (Conference Contribution - Oral presentation)
  • MacDonald, A., Scarrott, C.J., Lee, D.S., Reale, M., Zhao, Z., Zahari, M. and Russel, G. (2008) Quantile estimation using extreme value mixture model with application to neonatal physiological measurements. Melbourne, Australia: Australian Statistical Conference, 30 Jun-3 Jul 2008. (Conference Contribution - Poster presentation)
  • Scarrott, C.J. 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 Contribution - Oral presentation)
  • Scarrott, C.J. (2008) Statistical review of methodologies for particulate pollution trend detection in Christchurch. Environment Canterbury. (Report for External Body)
  • 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. Christchurch, New Zealand: MODSIM 2007 International Congress on Modelling and Simulation, 10-13 Dec 2007. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings 2027-2033. http://mssanz.org.au/MODSIM07/papers/36_s4/AComparisonBeteen_s4_Zhao_.pdf. (Conference Contribution - Paper in published proceedings)
  • Scarrott, C.J. (2007) Feasibility Study: A Review of Selective Editing. Official Statistics Research. (Report for External Body)
  • Scarrott, C.J. (2007) Fourier Transform. In N.J. Salkind (Ed.), Encyclopedia of Measurement and Statistics: 364-370. Thousand Oaks: Sage Publications. (Chapter in Book)
  • Rea, A., Reale, M. and Scarrott, C. (2007) Graphical Models of Multivariate Volatility. Christchurch, New Zealand: MODSIM 2007 International Congress on Modelling and Simulation, 10-13 Dec 2007. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings 1399-1402. http://mssanz.org.au/MODSIM07/papers/22_s58/GraphicalModels_s58_Rea_.pdf. (Conference Contribution - Paper in published proceedings)
  • Scarrott, C.J. (2007) Ogive. In N.J. Salkind (Ed.), Encyclopedia of Measurement and Statistics: 710-711. Thousand Oaks: Sage Publications. (Chapter in Book)
  • 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 Contribution - Oral presentation)
  • Scarrott, C.J. (2007) Sunflower Plot. In N.J. Salkind (Ed.), Encyclopedia of Measurement and Statistics: 977-978. Thousand Oaks: Sage Publications. (Chapter in Book)
  • Scarrott, C.J. (2007) Tree Diagram. In N.J. Salkind (Ed.), Encyclopedia of Measurement and Statistics: 1012-1013. Thousand Oaks: Sage Publications. (Chapter in Book)
  • Scarrott, C.J., Tunnicliffe-Wilson, G. and Tawn, J. (2006) Extreme Value Modelling of Reactor Risk. National University of Ireland, Galway, Ireland: 21st International Workshop on Statistical Modelling, 3-7 Jul 2006. In Proceedings of the 21st International Workshop on Statistical Modelling Conference 2006 (Conference Contribution - Paper in published proceedings)
  • Scarrott, C.J. (2005) A Review of Selective Editing. Official Statistics Research and Data Archive, Statistics New Zealand. 43 pp. http://www.stats.govt.nz. (Report for External Body)
  • Scarrott, C.J. (2005) Feasibility Study: A Review of Selective Editing. Wellington, New Zealand: Key Statistics Conference 2005, 25-27 Oct 2005. http://www.keystatsconf.co.nz. (Conference Contribution - Oral presentation)
  • Scarrott, C.J. (2005) Review of Overseas Trade Selective Editing Methodology. Statistics New Zealand. 43 pp. (Report for External Body)
  • Scarrott, C. (2003) Advances in Flood Estimation Handbook. University of Newcastle, UK: FloodRiskNet Models and Methods Workshop, 29 Apr 2003. (Conference Contribution - Oral presentation)
  • 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. (Journal Article)
  • Scarrott, C. and Tunnicliffe Wilson, G. (2001) Building a statistical model to predict reactor temperatures. Journal of Applied Statistics 28(3-4): 497-511. (Journal Article)
  • Scarrott, C.J. 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, 26-28 Jun 2000. In American Statistical Association 200 Proceedings of the Section on Quality and Productivity 130-135. (Conference Contribution - Full conference paper)
  • Scarrott, C.J. and Tunnicliffe-Wilson, G. (2001) Statistical prediction of reactor temperatures. Glasgow, UK: Royal Statistical Society Conference, Jul 2001. (Conference Contribution - Oral presentation)
  • 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, 8-10 Sep 2000. (Conference Contribution - Oral presentation)
  • Scarrott, C.J. and Tunnicliffe-Wilson, G. (2000) Building a statistical model to predict reactor temperatures. Newcastle University, UK: Industrial Statistics in Action, 8-10 Sep 2000. In Proceeding of Industrial Statistics in Action 2000 2(paper 58) 292-306. (Conference Contribution - Full conference paper)
  • Scarrott, C.J. 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, 26-28 Jun 2000. (Conference Contribution - Oral presentation)