Now showing items 1-5 of 5
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 ...
Quantification of estimation instability and its application to threshold selection in extremes
(South African Statistical Association, 2015-03)
'n Ondersoek na die eindige steekproefgedrag van inferensiemetodes in ekstreemwaarde-teorie
(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 ...
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 ...
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 ...