Browsing Department of Statistics and Actuarial Science by Title
Now showing items 113-123 of 123
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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 ... -
Strategies for combining tree-based learners
(Stellenbosch : Stellenbosch University., 2020-04)ENGLISH ABSTRACT: In supervised statistical learning, an ensemble is a predictive model that is the conglomeration of several other predictive models. Ensembles are applicable to both classification and regression problems ... -
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 ... -
Variable selection for kernel methods with application to binary classification
(Stellenbosch : University of Stellenbosch, 2008-03)The problem of variable selection in binary kernel classification is addressed in this thesis. Kernel methods are fairly recent additions to the statistical toolbox, having originated approximately two decades ago in ... -
Variable selection in multiple linear regression : the influence of individual cases
(Operations Research Society of South Africa, 2007)ENGLISH SUMMARY : The influence of individual cases in a data set is studied when variable selection is applied in multiple linear regression. Two different influence measures, based on the Cp criterion and Akaike’s ...
