• An application of copulas to improve PCA biplots for multivariate extremes 

      Perrang, Justin (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 ...
    • Extreme value-based novelty detection 

      Steyn, Matthys Lucas (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 ...
    • 'n Ondersoek na die eindige steekproefgedrag van inferensiemetodes in ekstreemwaarde-teorie 

      Van Deventer, Dewald (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 ...
    • The saddle-point method and its application to the hill estimator 

      Buitendag, Sven (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 ...