Nonlinearities in practical systems can arise in contacts between components, possibly from friction or impacts. However, it is also known that quadratic and cubic nonlinearity can occur in the stiffness of structural elements undergoing large amplitude vibration, without the need for local contacts. Nonlinearity due purely to large amplitude vibration can then result in significant energy being found in frequency bands other than those being driven by external forces. To analyse this phenomenon, a method is developed here in which the response of the structure in the frequency domain is divided into frequency bands, and the energy flow between the frequency bands is calculated. The frequency bands are assigned an energy variable to describe the mean response and the nonlinear coupling between bands is described in terms of weighted summations of the convolutions of linear modal transfer functions. This represents a nonlinear extension to an established linear theory known as statistical energy analysis (SEA). The nonlinear extension to SEA theory is presented for the case of a plate structure with quadratic and cubic nonlinearity.