Extreme-value-model-based risk assessment for nuclear reactors
Author
Abstract
Suggested Citation
DOI: 10.1243/1748006XJRR288
Download full text from publisher
References listed on IDEAS
- Stuart G. Coles & Jonathan A. Tawn, 1996. "A Bayesian Analysis of Extreme Rainfall Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 45(4), pages 463-478, December.
- Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J., 2006. "A Bayesian approach to bandwidth selection for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3009-3031, July.
- Emma F. Eastoe & Jonathan A. Tawn, 2009. "Modelling non‐stationary extremes with application to surface level ozone," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(1), pages 25-45, February.
- Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley, 2009. "Bayesian Extreme Value Mixture Modelling for Estimating VaR," Working Papers in Economics 09/15, University of Canterbury, Department of Economics and Finance.
- Scarrott, C.J. & Tunnicliffe Wilson, G., 2009. "Spatial multi-taper spectrum estimation for nuclear reactor modelling," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4384-4402, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- MacDonald, A. & Scarrott, C.J. & Lee, D. & Darlow, B. & Reale, M. & Russell, G., 2011. "A flexible extreme value mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2137-2157, June.
- Ross Towe & Jonathan Tawn & Emma Eastoe & Rob Lamb, 2020. "Modelling the Clustering of Extreme Events for Short-Term Risk Assessment," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 25(1), pages 32-53, March.
- Catalina Bolance & Montserrat Guillen & David Pitt, 2014. "Non-parametric Models for Univariate Claim Severity Distributions - an approach using R," Working Papers 2014-01, Universitat de Barcelona, UB Riskcenter.
- Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012.
"Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 732-740.
- Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010. "Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions," Monash Econometrics and Business Statistics Working Papers 21/10, Monash University, Department of Econometrics and Business Statistics.
- Madeleine Cule & Richard Samworth & Michael Stewart, 2010. "Maximum likelihood estimation of a multi‐dimensional log‐concave density," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 545-607, November.
- Hamid Mohtadi & Antu Panini Murshid, 2009.
"Risk of catastrophic terrorism: an extreme value approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 537-559.
- Mohtadi, Hamid & Murshid, Antu, 2009. "The risk of catastrophic terrorism: an extreme value approach," MPRA Paper 25738, University Library of Munich, Germany.
- Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A., 2015. "Interval estimation for proportional reversed hazard family based on lower record values," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 115-122.
- Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015.
"Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 394-412, March.
- Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2012. "Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval," Monash Econometrics and Business Statistics Working Papers 3/12, Monash University, Department of Econometrics and Business Statistics.
- Mukhopadhyay, Subhadeep & Ghosh, Anil K., 2011. "Bayesian multiscale smoothing in supervised and semi-supervised kernel discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2344-2353, July.
- Kenneth L. Sørensen & Rune Vejlin, 2014.
"Return To Experience And Initial Wage Level: Do Low Wage Workers Catch Up?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(6), pages 984-1006, September.
- Kenneth L. Sørensen & Rune Vejlin, 2012. "Return to Experience and Initial Wage Level: Do Low Wage Workers Catch Up?," Economics Working Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
- Shcherba, Alexandr, 2012. "Market risk valuation modeling for the European countries at the financial crisis of 2008," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 27(3), pages 20-35.
- Guohua Feng & Chuan Wang & Xibin Zhang, 2019. "Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 1-19, February.
- Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve, 2023. "Efficient Estimation In Extreme Value Regression Models Of Hedge Fund Tail Risks," Working Papers hal-04090916, HAL.
- Paola Bortot & Carlo Gaetan, 2016. "Latent Process Modelling of Threshold Exceedances in Hourly Rainfall Series," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 21(3), pages 531-547, September.
- Daniela Castro Camilo & Miguel de Carvalho & Jennifer Wadsworth, 2017. "Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets," Papers 1709.01198, arXiv.org.
- Y. Ziane & S. Adjabi & N. Zougab, 2015. "Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1645-1658, August.
- Daniela Castro‐Camilo & Raphaël Huser & Håvard Rue, 2022. "Practical strategies for generalized extreme value‐based regression models for extremes," Environmetrics, John Wiley & Sons, Ltd., vol. 33(6), September.
- Zhang, Xibin & King, Maxwell L., 2008.
"Box-Cox stochastic volatility models with heavy-tails and correlated errors,"
Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June.
- Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics.
- Hong, Seok Young & Linton, Oliver, 2020.
"Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff,"
Journal of Econometrics, Elsevier, vol. 219(2), pages 389-424.
- Hong, S-Y. & Linton, O., 2018. "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Cambridge Working Papers in Economics 1877, Faculty of Economics, University of Cambridge.
- Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021. "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, vol. 98(C), pages 361-370.
More about this item
Keywords
nuclear risk assessment; safety case; extreme value and spatial modelling; Bayesian inference;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:risrel:v:224:y:2010:i:4:p:239-252. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.