Now showing items 1-4 of 4
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 ...
'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 ...
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 ...
An application of copulas to improve PCA biplots for multivariate extremes
(Stellenbosch : Stellenbosch University, 2018-12)
ENGLISH SUMMARY : Principal Component Analysis (PCA) biplots is a valuable means of visualising high dimensional data. The application of PCA biplots over a wide variety of research areas containing multivariate data is ...