Now showing items 1-2 of 2
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 ...
'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 ...