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A geostatistical approach to define guidelines for radon prone area identification

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  • Riccardo Borgoni

    ()

  • Piero Quatto

    ()

  • Giorgio Somà
  • Daniela Bartolo

    ()

Abstract

Radon is a natural radioactive gas known to be the main contributor to natural background radiation exposure and the major leading cause of lung cancer second to smoking. Indoor radon concentration levels of 200 and 400 Bq/m3 are reference values suggested by the 90/143/Euratom recommendation, above which mitigation measures should be taken in new and old buildings, respectively, to reduce exposure to radon. Despite this international recommendation, Italy still does not have mandatory regulations or guidelines to deal with radon in dwellings. Monitoring surveys have been undertaken in a number of western European countries in order to assess the exposure of people to this radioactive gas and to identify radon prone areas. However, such campaigns provide concentration values in each single dwelling included in the sample, while it is often necessary to provide measures of the pollutant concentration which refer to sub-areas of the region under study. This requires a realignment of the spatial data from the level at which they are collected (points) to the level at which they are necessary (areas). This is known as change of support problem. In this paper, we propose a methodology based on geostatistical simulations in order to solve this problem and to identify radon prone areas which may be suggested for national guidelines.

(This abstract was borrowed from another version of this item.)

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File URL: http://hdl.handle.net/10.1007/s10260-009-0128-x
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Bibliographic Info

Article provided by Springer in its journal Statistical Methods and Applications.

Volume (Year): 19 (2010)
Issue (Month): 2 (June)
Pages: 255-276

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Handle: RePEc:spr:stmapp:v:19:y:2010:i:2:p:255-276

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Related research

Keywords: Radon prone areas; Kriging; Geostatistical conditional simulation; Change of support problem;

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  1. Luc Bauwens & Sébastien Laurent, 2002. "A New Class of Multivariate skew Densities, with Application to GARCH Models," Computing in Economics and Finance 2002 5, Society for Computational Economics.
  2. Francesco Lisi, 2007. "Testing asymmetry in financial time series," Quantitative Finance, Taylor & Francis Journals, vol. 7(6), pages 687-696.
  3. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-70, March.
  4. Pentti Saikkonen & Markku Lanne, 2004. "A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns," Econometric Society 2004 North American Summer Meetings 469, Econometric Society.
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