• An analysis of income and poverty in South Africa 

      Malherbe, Jeanine Elizabeth (Stellenbosch : University of Stellenbosch, 2007-03)
      The aim of this study is to assess the welfare of South Africa in terms of poverty and inequality. This is done using the Income and Expenditure Survey (IES) of 2000, released by Statistics South Africa, and reviewing ...
    • Aspects of copulas and goodness-of-fit 

      Kpanzou, Tchilabalo Abozou (Stellenbosch : Stellenbosch University, 2008-12)
      The goodness-of- t of a statistical model describes how well it ts a set of observations. Measures of goodness-of- t typically summarize the discrepancy between observed values and the values expected under the model ...
    • Aspects of model development using regression quantiles and elemental regressions 

      Ranganai, Edmore (Stellenbosch : Stellenbosch University, 2007-03)
      ENGLISH ABSTRACT: It is well known that ordinary least squares (OLS) procedures are sensitive to deviations from the classical Gaussian assumptions (outliers) as well as data aberrations in the design space. The two major ...
    • Comparison of methods to calculate measures of inequality based on interval data 

      Neethling, Willem Francois (Stellenbosch : Stellenbosch University, 2015-12)
      ENGLISH ABSTRACT: In recent decades, economists and sociologists have taken an increasing interest in the study of income attainment and income inequality. Many of these studies have used census data, but social surveys ...
    • Confidence intervals for estimators of welfare indices under complex sampling 

      Kirchoff, Retha (Stellenbosch : University of Stellenbosch, 2010-03)
      ENGLISH ABSTRACT: The aim of this study is to obtain estimates and confidence intervals for welfare indices under complex sampling. It begins by looking at sampling in general with specific focus on complex sampling and ...
    • Extreme value-based novelty detection 

      Steyn, Matthys Lucas (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 ...
    • Improved estimation procedures for a positive extreme value index 

      Berning, Thomas Louw (Stellenbosch : University of Stellenbosch, 2010-12)
      ENGLISH ABSTRACT: In extreme value theory (EVT) the emphasis is on extreme (very small or very large) observations. The crucial parameter when making inferences about extreme quantiles, is called the extreme value index ...
    • 'n Ondersoek na die eindige steekproefgedrag van inferensiemetodes in ekstreemwaarde-teorie 

      Van Deventer, Dewald (Stellenbosch : University of Stellenbosch, 2005-03)
      Extremes are unusual or rare events. However, when such events – for example earthquakes, tidal waves and market crashes - do take place, they typically cause enormous losses, both in terms of human lives and monetary ...
    • The saddle-point method and its application to the hill estimator 

      Buitendag, Sven (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 ...
    • Some statistical aspects of LULU smoothers 

      Jankowitz, Maria Dorothea (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 ...
    • South African security market imperfections 

      Jooste, Dirk (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 ...
    • Statistical inference for inequality measures based on semi-parametric estimators 

      Kpanzou, Tchilabalo Abozou (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 

      Luus, Retha (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 ...
    • Time series forecasting and model selection in singular spectrum analysis 

      De Klerk, Jacques (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 ...
    • Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application 

      Dicks, Anelda (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 ...