Browsing Department of Statistics and Actuarial Science by Title
Now showing items 87-106 of 108
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The saddle-point method and its application to the hill estimator
(Stellenbosch : Stellenbosch University, 2016-12)ENGLISH SUMMARY : The saddle-point approximation is a highly accurate approximation of the distribution of a random variable. It was originally derived as an approximation in situations where a parameter takes on large ... -
School results and access test results as indicators of first-year performance at university
(Operations Research Society of South Africa, 2004)ENGLISH SUMMARY : The goals set by the National Plan for Higher Education, the fact that many schools are still severely disadvantaged as well as far-reaching changes in the school system demand that South African universities ... -
Shorter telomere length : a potential susceptibility factor for HIV-associated neurocognitive impairments in South African woman
(PLoS, 2013-03)The neuropathogenesis of the human immunodeficiency virus (HIV) may manifest as various neurocognitive impairments (NCI). HIV-positive individuals also have significantly shorter telomere length (TL) in peripheral blood ... -
Simulation of a coal stacking process using an online X-Ray Fluorescence analyser
(Operations Research Society of South Africa (ORSSA), 2018)The Sasol Coal Value Chain is a complex system consisting of blending, stacking and reclaiming of no fewer than six different coal sources with vastly different coal qualities. The amount and quality of the gas produced ... -
Some statistical aspects of LULU smoothers
(Stellenbosch : University of Stellenbosch, 2007-12)The smoothing of time series plays a very important role in various practical applications. Estimating the signal and removing the noise is the main goal of smoothing. Traditionally linear smoothers were used, but nonlinear ... -
The sources of South African equity fund performance
(Portfolio management -- South Africa, 2015-11)ENGLISH SUMMARY : This paper aims to quantify some of the sources of South African equity fund performance. In particular, it aims to provide insights into the relative importance of sector allocation and stock selection ... -
South African security market imperfections
(Stellenbosch : University of Stellenbosch, 2006-03)In recent times many theories have surfaced posing challenging threats to the Efficient Market Hypothesis. We are entering an exciting era of financial economics fueled by the urge to have a better understanding of the ... -
A statistical analysis of student performance for the 2000-2013 period at the Copperbelt University in Zambia
(Stellenbosch : Stellenbosch University, 2017-12)ENGLISH SUMMARY : Education in general, and tertiary education in particular are the engines for sustained development of a nation. In this line, the Copperbelt University (CBU) plays a vital role in delivering the ... -
A statistical analysis of the renumeration of teaching/research staff at Stellenbosch University for the years 2002 to 2005
(Stellenbosch : Stellenbosch University, 2007-03)ENGLISH ABSTRACT: This assignment investigates the gender and faculty remuneration gap of permanent full-time teaching/research staff members at Stellenbosch University. A dataset providing detailed information on ... -
Statistical classification in high-dimensional scenarios with a focus on microarray data sets
(2017-12)ENGLISH SUMMARY : High-dimensional data analysis characterises many contemporary problems in statistics and arise in many application areas. This thesis focuses on very high-dimensional problems in which the input predictor ... -
Statistical classification procedures for analyisng functional data
(Stellenbosch : Stellenbosch University, 2016-12)ENGLISH SUMMARY : Functional data are obtained through the measurement of one or more variables at a set of discrete evaluation points over a continuum such as time, wavelength or values of a spatial variable. Functional ... -
Statistical inference for inequality measures based on semi-parametric estimators
(Stellenbosch : Stellenbosch University, 2011-12)ENGLISH ABSTRACT: Measures of inequality, also used as measures of concentration or diversity, are very popular in economics and especially in measuring the inequality in income or wealth within a population and ... -
Statistical inference of the multiple regression analysis of complex survey data
(Stellenbosch : Stellenbosch University, 2016-12)ENGLISH SUMMARY : The quality of the inferences and results put forward from any statistical analysis is directly dependent on the correct method used at the analysis stage. Most survey data analyzed in practice riginate ... -
Statistical properties of indicators of first-year performance at university
(Operations Research Society of South Africa, 2004)ENGLISH SUMMARY : Appraisal of admission procedures is a matter of urgency for South African universities, as well as for schools producing the prospective students. In this article the focus is on how various statistical ... -
Steady growth in antiretroviral treatment provision by disease management and community treatment programmes
(Health & Medical Publishing Group, 2007-05)[No abstract available] -
Stock market participation in the European Union
(Stellenbosch : Stellenbosch University, 2018-12)ENGLISH SUMMARY : Understanding why most people shy away from stock market participation, both on individual and country level, is very important. Stock market participation explains consumption smoothing and this in turn ... -
Time series forecasting and model selection in singular spectrum analysis
(Stellenbosch : Stellenbosch University, 2002-11)ENGLISH ABSTRACT: Singular spectrum analysis (SSA) originated in the field of Physics. The technique is non-parametric by nature and inter alia finds application in atmospheric sciences, signal processing and recently ... -
A unified approach to the economic aspects of statistical quality control and improvement
(Stellenbosch : Stellenbosch University, 2004-12)ENGLISH ABSTRACT: The design of control charts refers to the selection of the parameters implied, including the sample size n, control limit width parameter k, and the sampling interval h. The design of the X -control ... -
Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application
(Stellenbosch : Stellenbosch University, 2013-12)ENGLISH ABSTRACT: Accurate estimation of Value at Risk (VaR) and Expected Shortfall (ES) is critical in the management of extreme market risks. These risks occur with small probability, but the financial impacts could be ... -
Value at risk and extreme value theory : application to the Johannesburg Securities Exchange
(Bureau for Economic Research, 2018)Value at Risk (VaR) has been established as one of the most important and commonly used financial risk management tools. Nevertheless, the attractive features and wide-spread use of VaR could not help to avoid a number of ...
