Browsing Department of Statistics and Actuarial Science by Title
Now showing items 39-58 of 123
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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 ... -
A framework for estimating risk
(Stellenbosch : Stellenbosch University, 2008-03)We consider the problem of model assessment by risk estimation. Various approaches to risk estimation are considered in a uni ed framework. This a discussion of various complexity dimensions and approaches to obtaining bounds ... -
Historic bells in Moravian Missions in South Africa's Western Cape
(Historical Association of South Africa, 2014-11)The Moravian Church was the first denomination to begin with missionary work among the indigenous people in South Africa and today the church still has a very strong presence in the country. After opening their first mission ... -
HIV-exposure, early life feeding practices and delivery mode impacts on faecal bacterial profiles in a South African birth cohort
(Nature Research, 2018)There are limited data on meconium and faecal bacterial profiles from African infants and their mothers. We characterized faecal bacterial communities of infants and mothers participating in a South African birth cohort. ... -
Host markers in Quantiferon supernatants differentiate active TB from latent TB infection : preliminary report
(BioMed Central, 2009-05)Background: Interferon gamma release assays, including the QuantiFERON® TB Gold In Tube (QFT) have been shown to be accurate in diagnosing Mycobacterium tuberculosis infection. These assays however, do not discriminate ... -
The identification and application of common principal components
(Stellenbosch : Stellenbosch University, 2014-12)ENGLISH ABSTRACT: When estimating the covariance matrices of two or more populations, the covariance matrices are often assumed to be either equal or completely unrelated. The common principal components (CPC) model ... -
Identifying secondary series for stepwise common singular spectrum analysis
(Operations Research Society of South Africa, 2013)Common singular spectrum analysis is a technique which can be used to forecast a primary time series by using the information from a secondary series. Not all secondary series, however, provide useful information. A first ... -
The impact of behavioural economics and finance on retirement provision
(Actuarial Society of South Africa, 2016)The significant shift from defined benefit to defined contribution retirement funds in South Africa has led to many fund members bearing responsibility for a range of risks. Many of these risks, such as those related to ... -
The impact of industry classification on the valuation accuracy of multiples in the South African capital market
(The Clute Institute, 2013-01)Although multiples are used extensively in practice, empirical guidance in emerging markets is limited in this regard. In terms of valuation accuracy, the impact of peer group selection by way of industry classification ...
