Now showing items 1-4 of 4
The identification and application of common principal components
(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
(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 ...
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 ...
Bayesian approaches of Markov models embedded in unbalanced panel data
(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 ...