• Multi-label feature selection with application to musical instrument recognition 

  Sandrock, Trudie (Stellenbosch : Stellenbosch University, 2013-12)

  ENGLISH ABSTRACT: An area of data mining and statistics that is currently receiving considerable attention is the field of multi-label learning. Problems in this field are concerned with scenarios where each data case can ...
• Bayesian approaches of Markov models embedded in unbalanced panel data 

  Muller, Christoffel Joseph Brand (Stellenbosch : Stellenbosch University, 2012-12)

  ENGLISH ABSTRACT: Multi-state models are used in this dissertation to model panel data, also known as longitudinal or cross-sectional time-series data. These are data sets which include units that are observed across two ...
• Influential data cases when the C-p criterion is used for variable selection in multiple linear regression 

  Uys, Daniel Wilhelm (Stellenbosch : Stellenbosch University, 2003)

  ENGLISH ABSTRACT: In this dissertation we study the influence of data cases when the Cp criterion of Mallows (1973) is used for variable selection in multiple linear regression. The influence is investigated in terms ...
• 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 ...
• Edgeworth-corrected small-sample confidence intervals for ratio parameters in linear regression 

  Binyavanga, Kamanzi-wa (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 ...
• 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 ...
• 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 ...
• 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 ...
• Assessing the influence of observations on the generalization performance of the kernel Fisher discriminant classifier 

  Lamont, Morne Michael Connell (Stellenbosch : Stellenbosch University, 2008-12)

  Kernel Fisher discriminant analysis (KFDA) is a kernel-based technique that can be used to classify observations of unknown origin into predefined groups. Basically, KFDA can be viewed as a non-linear extension of Fisher’s ...
• Variable selection for kernel methods with application to binary classification 

  Oosthuizen, Surette (Stellenbosch : University of Stellenbosch, 2008-03)

  The problem of variable selection in binary kernel classification is addressed in this thesis. Kernel methods are fairly recent additions to the statistical toolbox, having originated approximately two decades ago in ...
• A framework for estimating risk 

  Kroon, Rodney Stephen (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 ...
• 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 ...

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