Browsing Department of Statistics and Actuarial Science by Title
Now showing items 31-50 of 123
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Deep learning for tabular data : an exploratory study
(Stellenbosch : Stellenbosch University, 2019-04)ENGLISH SUMMARY : From about 2006, deep learning has proven to be very successul in application areas such as computer vision, natural language processing, speech and audio recognition, machine translation, bioinformatics, ... -
Discriminant analysis using sparse graphical models
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : The objective of this thesis is the proposal of a new classification method. This classification method is an extension of classical quadratic discriminant analysis (QDA), where the focus is placed on ... -
An easy and low cost option for economic statistical process control using Excel
(Operations Research Society of South Africa, 2009)ENGLISH SUMMARY : In this paper, a user-friendly, Excel program is developed to search for the optimal values of the parameters in minimizing the total cost function in both economic and economic statistical designs of the ... -
Edgeworth-corrected small-sample confidence intervals for ratio parameters in linear regression
(Stellenbosch : Stellenbosch University, 2002-03)ENGLISH ABSTRACT: In this thesis we construct a central confidence interval for a smooth scalar non-linear function of parameter vector f3 in a single general linear regression model Y = X f3 + c. We do this by ... -
The effect of liquidity on stock returns on the JSE
(Stellenbosch : Stellenbosch University, 2012-12)ENGLISH ABSTRACT: This thesis examines the effect of liquidity on excess stock returns on the Johannesburg Stock Exchange (JSE) over the period 2003 to 2011. It builds on the findings of previous studies that found size, ... -
Empirical Bayes estimation of the extreme value index in an ANOVA setting
(Stellenbosch : Stellenbosch University, 2014-04)ENGLISH ABSTRACT: Extreme value theory (EVT) involves the development of statistical models and techniques in order to describe and model extreme events. In order to make inferences about extreme quantiles, it is necessary ... -
Ensemble methods in multi-label classification
(Stellenbosch : Stellenbosch University, 2018-12) -
The epistemology of statistical science
(SUN PReSS, 2009)BOOK BLURB: In this book four different schools of inference, namely, frequentist, Bayesian, likelihood and fiducial are introduced and then with appropriate examples and discussions, the gaps and holes in the traditional ... -
Equity- and entity-based multiples in emerging markets : evidence from the JSE Securities Exchange
(Clute Institute, 2013-05)Analysts typically distinguish between equity- and entity-based approaches when employing the free cash flow model to perform equity valuations. However, when multiples are used to perform equity valuations, analysts ... -
Estimating expected exposure profiles using biplot interpolation
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : The accounting standards provides guidelines on how to determine the fair value for a financial asset or liability held at fair value. When considering the fair value of derivative instruments, some additional ... -
Estimating measurement error in blood pressure, using structural equations modelling
(Stellenbosch : Stellenbosch University, 2004)ENGLISH ABSTRACT: Any branch in science experiences measurement error to some extent. This maybe due to conditions under which measurements are taken, which may include the subject, the observer, the measurement instrument, ... -
Estimating the window period and incidence of recently infected HIV patients.
(Stellenbosch : University of Stellenbosch, 2009-03)Incidence can be defined as the rate of occurence of new infections of a disease like HIV and is an useful estimate of trends in the epidemic. Annualised incidence can be expressed as a proportion, namely the number of ... -
Evaluating the properties of sensory tests using computer intensive and biplot methodologies
(Stellenbosch : Stellenbosch University, 2007-03)ENGLISH ABSTRACT: This study is the result of part-time work done at a product development centre. The organisation extensively makes use of trained panels in sensory trials designed to asses the quality of its product. ... -
Exploratory and inferential multivariate statistical techniques for multidimensional count and binary data with applications in R
(Stellenbosch : Stellenbosch University, 2011-12)ENGLISH ABSTRACT: The analysis of multidimensional (multivariate) data sets is a very important area of research in applied statistics. Over the decades many techniques have been developed to deal with such datasets. The ... -
Extending a scatterplot for displaying group structure in multivariate data : a case study
(Operations Research Society of South Africa, 2005)ENGLISH SUMMARY : The power of canonical variate analysis (CVA) biplots, when regarded as extensions of or- dinary scatterplots to describe variation and group structure in multivariate observations, is demonstrated by ... -
Extensions of biplot methodology to discriminant analysis with applications of non-parametric principal components
(Stellenbosch : Stellenbosch University, 2001)ENGLISH ABSTRACT: Gower and Hand offer a new perspective on the traditional biplot. This perspective provides a unified approach to principal component analysis (PCA) biplots based on Pythagorean distance; canonical ... -
Extreme quantile inference
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : A novel approach to performing extreme quantile inference is proposed by applying ridge regression and the saddlepoint approximation to results in extreme value theory. To this end, ridge regression is ... -
Extreme value-based novelty detection
(Stellenbosch : Stellenbosch University, 2017-12)ENGLISH SUMMARY : This dissertation investigates extreme value-based novelty detection. An in-depth review of the theoretical proofs and an analytical investigation of current novelty detection methods are given. It is ... -
Fermentation-derived aroma compounds in varietal young wines from South Africa
(SASEV, 2010-09)The volatile composition of 925 single cultivar young Sauvignon blanc, Chardonnay, Pinotage, Merlot, Shiraz and Cabernet Sauvignon wines of vintages 2005 to 2007, was determined using gas chromatography-flame ionisation ... -
Flexible graphical assessment of experimental designs in R : the vdg package
(Foundation for Open Access Statistics, 2016-10)The R package vdg provides a flexible interface for producing various graphical summaries of the prediction variance associated with specific linear model specifications and experimental designs. These methods include ...