• 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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • The identification and application of common principal components 

      Pepler, Pieter Theo (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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...