Statistics and Actuarial Science
Welcome to Stellenbosch University

Publications

2016

BEIRLANT J, BARDOUTSOS A, DE WET T. Bias reduced tail estimation for censored Pareto type distributions. Statistics and Probability Letters 2016; 109:78-88.

CAEIRO F, GOMES I, BEIRLANT J, DE WET T. Mean-of-order p reduced-bias extreme value index estimation under a third-order framework. Extremes 2016; 19:561-589.

DE WET T, GOEGEBEUR Y, GUILLOU A, OSMANN M. Kernel regression with Weibull-type tails. Annals of the Institute of Statistical Mathematics 2016; 68:1135-1162.

DE WET T, ÖSTERREICHER F. Fisher's information and the class of f-Divergencies based on extended arimoto's entropies. South African Statistical Journal 2016; 50:43-64.

GOWER J, LE ROUX NJ, LUBBE S. Biplots: Qualititative data. Wiley Interdisciplinary Reviews: Computational Statistics 2016; 8:82-111.

MOSTERT PJ, BEKKER A, ROUX J. A Bayesian analysis for censored Rayleigh model using a generalised hypergeometric prior. South African Statistical Journal 2016; 50:195-219.

PEPLER PT, UYS DW, NEL DG. A Comparison of some methods for the selection of a common eigenvector model of the covariance matrices of two groups. Communications in Statistics - Simulation and Computation 2016; 45:2917-2936.

SCHOONEES PC, LE ROUX NJ, COETZER LJ. Flexible Graphical Assessment of Experimental Designs in R: The vdg Package. Journal of Statistical Software 2016; 74(3):10.18637/jsss.v074.i03.

STRYDOM ML, CORUBOLO D, NEL C. Changes in mortality of people living with HIV in South Africa and their potential implications for life assurers. South African Actuarial Journal 2016; 16:1-35.

VAN HEERDEN JD, VAN RENSBURG P. The impact of liquidity on the cross section of equity returns on the Johannesburg securities echange. Economics, management and financial markets 2016; 11:59-86.

VAN ZYL N, VAN ZYL DJJ. The impact of behavioural economics and finance on retirement provision. South African Actuarial Journal 2016; 16: 91-125.

 

2015

UYS DW, ALANT EJT. Estimation of promotion, repetition and dropout rates for learners in South African Schools. Perspectives in Education 2015; 33:20-41.

BADAT F, CHIGIJI K, SÖHNGE J, SUKDEV K, VAN ZYL N. The evolution and future of social security in Africa: An actuarial perspective. Economia Espanola y Proteccion Social 2015; 7(1889-5956):135-187.

BERNING TL. Quantification of estimation instability and its application to threshold selection in extremes. South African Statistical Journal 2015; 49(1):35-59.

GOWER J, LE ROUX NJ, GARDNER-LUBBE S. Biplots: Quantitative data. Wiley Interdiciplinary reviews: Computational Statistics 2015; 7:42-62.

GROENEN PJF, LE ROUX NJ, GARDNER-LUBBE S. Spline-based nonlinear biplots. Advances in Data Analysis and Classification 2015; 9:219-238.

HARVEY J, VAN DER MERWE AJ. Analysis of unbalanced occupational exposure data using a Bayesian random effects model. South African Statistical Journal 2015; 49:169-185.

MACHEKANO R, YOUNG TN, CONRADIE WJ, RUSAKANIKO S, THABANE L. Workshop report: building biostatistics capacity in Sub-saharan Africa-taking action. Pan Afrian Medical Journal 2015; 21(167):1-10.

NEL WS, LE ROUX NJ. An Optimal Peer Group Selection Strategy for Multiples-Based Modelling in the South African Equity Market. Journal of Economics and Behavioral Studies 2015; 7:30-46.

PLANTINGA AA, CORUBOLO D, CLOVER RJ. Catastrophe modelling: deriving the 1-in-200 year mortality shock for a South African insurer's capital requirements under Solvency Assessment and Management. South African Actuarial Journal 2015; 15:51-92.

UYS DW, ALANT EJT. Predicting the highest grade most likely to be reached by a learner in the South African education system. Journal for Studies in Economics and Econometrics / Tydskrif vir Studies in Ekonomie en Ekonometrie 2015; 39(2):87-103.

VAN HEERDEN JD, VAN RENSBURG P. The cross-section of Johannesburg Securities Exchange listed equity returns. Studies in Economics and Finance 2015; 32(4):422-444.

VIVIERS MZ, BEKKER JPI, BURGER BV, LE ROUX NJ, MORRIS JDV, LE ROUX M. Characterization of amniotic fluid of Dohne Merino ewes (Ovis aries) and its possible role in neonatal recognition. Zeitschrift für Naturforschung Section A-A Journal of Physical Sciences 2015; 70(5-6):115-128.

DE VILLIERS MJ, BEZUIDENHOUT D, MOSTERT PJ. Influence of right-censoring on some kernel-smoothed hazard rates. In: Santana L (ed.) Proceedings of the 57th Annual Conference of the South African Statistical Association for 2015 (SASA 2015), South Africa, SA ePublications 2015: 25-32.

 

2014

DICKS A, CONRADIE WJ, DE WET T. Value at risk using Garch volatility models augmented with extreme value theory. Studies in Economics and Econometrics (SEE) 2014; 38(3) : 1-18.

DE WET T. EM-based Likelihood Inference for Some Lifetime Distributions Based on Left Truncated and Right Censored Data and Associated Model Discrimination. South African Statistical Journal 2014; 48(2) : 191-195.

DE WET T, TEUGELS JL, VAN DEVENTER PJU. Historic bells in Moravian Missions in South Africa's Western Cape. Historia 2014; 59(2) : 94-119.

HARVEY J, VAN DER MERWE AJ. Modelling Occupational Exposure Using a Random Effects Model: A Bayesian Approach. South African Statistical Journal 2014; 48 : 61-71.

COETZER RL, ROUSSOUW RF, LE ROUX NJ. Reference set selection with generalized orthogonal Procrustes analysis for multivariate statistical process monitoring of multiple production processes. Chemometrics and Intelligent Laboratory Systems 2014; 132 : 52-62.

GOWER JC, LE ROUX NJ, LUBBE S. The Canonical Analysis of Distance. Journal of Classification 2014; 1(1) : 107-128.

LE ROUX NJ, LUBBE S, GOWER J. The analysis of distance of grouped data with categorical variables: Categorical conanical variate analysis. Journal of Multivariate Analysis 2014; 132 : 9-24.

NEL WS, BRUWER BW, LE ROUX NJ. Precision, Consistency and Bias in Emerging Equity Markets. Journal of Economics and Behavioral Studies 2014; 6(5) : 386-399.

NEL WS, BRUWER BW, LE ROUX NJ. An emerging market perspective on peer group selection based on valuation fundamentals. Applied Financial Economics 2014; 24(9) : 621-637.

NEL WS, BRUWER BW, LE ROUX NJ. The valuation performance of equity-based multiples in South African context. Risk Governance and Control: Financial Markets & Institutions 2013; 3(3) : 35-47.

NEL WS, BRUWER BW, LE ROUX NJ. An emerging market perspective on key value drivers in the valuation of cross-border transactions into South Africa. Economics, Management and Financial Markets 2014; 24(9) : 92-111.

VIVIERS MZ, BURGER BV, LE ROUX NJ, MORRIS J, LE ROUX M. Temporal changes in the neonatal recognition cue of Dohne merino lambs (Ovis aries). Chemical Senses 2014; 39(3) : 249-262.

PRETORIUS WB, DAS S, MONTEIRO PMS. Investigating the Complex Relationship Between In Situ Southern Ocean pC O2 and Its Ocean Physics and Biogeochemical Drivers Using a Nonparametric Regression Approach. Environmental and Ecological Statistics 2014; 21 : 697-714.

REISINGER AK, VAN HEERDEN JD. Is liquidity a pricing factor on the JSE?. Studies in Economics and Econometrics (SEE) 2014; 38(1) : 17-34.

HATTINGH M, UYS DW. In-Season Retail Sales Forecasting Using Survival Models. ORiON: Journal of the Operations Research Society of South Africa 2014; 30(2) : 59-71.

RANGANAI E, VAN VUUREN JO, DE WET T. Multiple Case High Leverage Diagnosis in Regression Quantiles. Communications in Statistics-Theory and Methods 2014; 43(16) : 3343-3370.

 

2013

VAN HEERDEN JD, BOTHA AF. Measuring the performance of South African equity investment managers using portfolio opportunity distributions. Investment Analysts Journal 2012; 76 : 13-23.

VAN HEERDEN JD, KOEGELENBERG FJ. Optimal asset allocation strategies for South African pension funds. Journal for Studies in Economics and Econometrics Tydskrif vir Studies in Ekonomie en Ekonometrie 2013; 37(1) : 29-53.

NEL WS, BRUWER BW, LE ROUX NJ. The impact of Industry classification on the Valuation accuracy of multiples in the South African capital market. International Business and Economics Research Journal 2013; 12(1) : 79-102.

NEL WS, BRUWER BW, LE ROUX NJ. Equity- and Entity-Based multiples in emerging markets: Evidence from the JSE securities exchange. Journal of Applied Business Research 2013; 29(3) : 829-852.

BURGER BV, VIVIERS MZ, LE ROUX NJ, MORRIS J, BEKKER J, LE ROUX M. Neonatal recognition in sheep. Chemical Signals in Vertebrates 12, New York, USA, Springer-Verlag 2013: 61-76.

VILJOEN H, STEEL SJ. Identifying secondary series for stepwise common singular spectrum analysis. ORiON: Journal of the Operations Research Society of South Africa 2013; 29(2) : 155-167.

 

2012

VAN HEERDEN JD, BOTHA AF. Measuring the perfomance of South African equity investment managers using portfolio opportunity distributions. Investment Analysts Journal 2012; 76 : 13-23.

CONRADIE WJ, DE WET T. Lulu smoothers on online data. South African Statistical Journal 2012; 46 : 185-220.

VAN DER MERWE CJ, CONRADIE WJ. Calculation aspects of the European rebalanced basket option using Monte Carlo methods: Valuation. ORiON: Journal of the Operations Research Society of South Africa 2012; 28(1) : 1-18.

DE WET T, GOEGEBEUR Y, GUILLOU A. Weighted Moment Estimators for the Second Order Scale Parameter. Methodology and Computing in Applied Probability 2012; 14 : 753-783.

DE WET T, GOEGEBEUR Y, MUNCH MR. Asymptotically unbiased estimation of the second order tail parameter. Statistics & Probability Letters 2012; 82 : 565-573.

DE WET T, TEUGELS JL, VAN DEVENTER PJU. The Cape Town Carillon: A Forgotten Heritage. South African Journal of Cultural History 2012; 26(2) : 31-60.

GOEGEBEUR Y, DE WET T. Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index. Communications in Statistics-Theory and Methods 2012; 41 : 3575-3607.

GOEGEBEUR Y, DE WET T. Estimation of the third-order parameter in extreme value statistics. Test 2012; 21 : 330-354.

LUUS R, NEETHLING A, DE WET T. Effectiveness of Weighting and Bootstrap in the Estimation of Welfare Indices under Complex Sampling. South African Statistical Journal 2012; 46 : 85-114.

COETZER RL, ROUSSOUW RF, LE ROUX NJ. Efficient maximum distance designs for experiments in mixtures. Journal of Applied Statistics 2012; 39(9) : 1939-1951.

LOUW N. Robust kernel fisher discriminant analysis with weighted kernels. South African Statistical Journal 2012; 46 : 267-298.

MCLEOD H. The role of risk adjustment in the equitable financing of National Health Insurance in South Africa. Development Southern Africa 2012; 29(5) : 636-656.

PEPLER PT, UYS DW, NEL DG. Predicting mortality and length-of-stay for neonatal admissions to private hospital neonatal intensive care units: a Southern African retrospective study. African Health Sciences 2012; 12(2) : 166-173.

 

2011

STEEL SJ, LOUW N, BIERMAN S. Variable Selection for Kernel Classification. Communications in Statistics-Simulation and Computation 2011; 40 : 229-246.

VAN HEERDEN A, LE ROUX NJ, SWART J, RYPSTRA T, GARDNER S, BOTHA A. Chemical alterations induced by Pycnoporus sanguineus/Aspergillus flavipes co-cultures in wood from different tree species . Wood Science and Technology 2011; 45 : 237-248.

BURGER BV, VIVIERS MZ, LE ROUX NJ, MORRIS J, BEKKER JPI, LE ROUX M. Olfactory cue mediated neonatal recognition in sheep, Ovis aries. Journal of Chemical Ecology 2011; 37 : 1150-1163.

GOWER J, LUBBE S, LE ROUX NJ. Understanding Biplots. Wiley, Sussex, United Kingdom 2011:463 pp.

STEEL SJ, UYS DW. A variable selection proposal for multiple linear regression analysis. Journal of Statistical Computation and Simulation 2011; 81(12) : 2095-2105.

 

2010

GOEGEBEUR Y, BEIRLANT J, DE WET T. Generalized kernel estimators for the Weibull-tail coefficient. Communications in Statistics-Theory and Methods 2010; 39 : 3695-3716.

GOEGEBEUR Y, BEIRLANT J, DE WET T. Kernel estimators for the second order parameter in extreme value statistics. Journal of Statistical Planning and Inference 2010; 140 : 2632-2652.

DU PLESSIS M, LE ROUX NJ, GARDNER S, SWART JPJ, RYPSTRA T. The pulp and paper properties of Sirex noctilio infested and fire damaged thermo-mechanically pulped, South African grown Pinus patula. Southern Forests: A Journal of Forest Science (Southern Hemisphere Forestry Journal) 2010; 72(3/4) : 173-179.

LOUW N, STEEL SJ, LAMONT MMC. Identifying influencial cases in Kernel Fisher Discriminant Analysis by Using the Smallest Enclosing Hypersphere. 32nd Annual Conference of the German Classification Society (Advances in data analysis, data handling and business intelligence), Helmut-Schmidt-University, Hamburg, Germany, Springer 2010: 363-371.

VAN DEVENTER PJU, MANNA Z G. An easy and low cost option for economic statistical process control using Excel. ORiON: Journal of the Operations Research Society of South Africa 2009; 25(1) : 1-15.

RAMJEE S, MCLEOD H. Private Sector perspective on National Health Insurance. . In South African Health Review, HEALTH SYSTEMS TRUST, DURBAN, South Africa, 2010: 179-194.

VILJOEN H, NEL DG. Common singular spectrum analysis of several time series. Journal of Statistical Planning and Inference 2010; 140 : 260-267.

OOSTHUIZEN S, STEEL SJ. Variable Selection for Kernel Classifiers: A Feature-To-Input space approach. 32nd Annual Conference of the German Classification Society (Advances in data analysis, data handling and business intelligence), Helmut-Schmidt-University, Hamburg, Germany, Springer 2010: 157-166.

UYS DW, STEEL SJ. Using a Truncated Cp Statistic for Variable Selection in Multiple Linear Regression. Communications in Statistics-Simulation and Computation 2010; 39(2) : 420-432.

VAN HEERDEN JD. The relationship between cross-sectional volatility, tracking-error and active positions: The case for South Africa. Corporate Ownership and Control 2010; 7(3) : 219-227.

 

2009

BIERMAN S, STEEL SJ. Variable Selection for Support Vector Machines. Communications in Statistics-Simulation and Computation 2009; 38(8) : 1640-1658.

CONRADIE WJ, DE WET T, JANKOWITZ M. Performance of nonlinear smoothers in signal recovery. Applied Stochastic Models in Business and Industry 2009; 25(4) : 425-444.

LA GRANGE AM, LE ROUX NJ, GARDNER S. Biplot GUI: Interactive biplots in R. Journal of Statistical Software 2009; 30(12) : 1-37.

GARDNER S, LE ROUX NJ, MAUNDERS H, SHAH V, PATHWARDHAN S. Biplot methodology in exploratory analysis of microarray data. Statistical Analysis and Data Mining 2009; 2(2) : 135-145.

SCHEEPERS GC, LE ROUX NJ, GARDNER S, RYPSTRA T. Discolouration during kiln drying of South African Pinus elliottii. Journal of the Institute of Wood Science 2009; 19(2) : 57-68.

 

2008

GOEGEBEUR Y, BEIRLANT J, DE WET T. LINKING PARETO-TAIL KERNEL GOODNESS-OF-FIT STATISTICS WITH TAIL INDEX AT OPTIMAL THRESHOLD AND SECOND ORDER ESTIMATION. REVSTAT - Statistical Journal 2008; 6(1) : 51-69.

CLOVER R. TAXATION OF LIFE INSURANCE IN SOUTH AFRICA REVISITED. South African Actuarial Journal 2008; 8 : 1-34.

DE WET T. Kwadratiese vorme in stogastiese veranderlikes/ Quadratic forms in random variables. Suid-Afrikaanse Tydskrif vir Natuurwetenskap en Technologie 2008; 27(3) : 5-22.

DU PLESSIS M, LE ROUX NJ, GARDNER S, SWART JPJ, RYPSTRA T. The effect of Sirex noctilio infestation and fire damage on the chemical composition of South African-grown Pinus patula pulpwood. Southern Forests 2008; 70(3) : 215-220.

GARDNER S, LE ROUX NJ, GOWER JC. Measures of fit in principal component and canonical variate analyses. Journal of Applied Statistics 2008; 35(9) : 947-965.

LOUW N, LAMONT MMC, STEEL SJ. Identification of Influential Cases in Kernel Fisher Discriminant Analysis. Communications in Statistics-Simulation and Computation 2008; 37 : 2050-2062.

VAN HEERDEN A, LE ROUX NJ, SWART J, GARDNER S, BOTHA A. Assessment of wood degradation by Pycnoporus sanguineus when co-cultured with selected fungi. World Journal of Microbiology & Biotechnology 2008; 24 : 2489-2497.

WALTERS IS, LE ROUX NJ. Monitoring gender remuneration inequalities in academia using biplots. Orion: Operations Research in South Africa 2008; 24(1) : 49-73.

LOUW N, LAMONT MMC, STEEL SJ. Identification of Influential Cases in Kernel Fisher Discriminant Analysis. Communications in Statistics-Simulation and Computation 2008; 37 : 2050-2062.

STEEL SJ. Statistiese model seleksie/ Statistical Model Selection. Suid-Afrikaanse Tydskrif vir Natuurwetenskap en Technologie 2008; 27(3) : 38-56.
 

2007

ARNOLD G, GOWER JC, GARDNER S, LE ROUX NJ. Biplots of free-choice-profile data in Generalized Orthogonal Procrustes Analysis. Journal of the Royal Statistical Society Series C-Applied Statistics 2007; 56(4) : 445-458.

MOSTERT PJ, BEKKER A, ROUX JJJ. Shrinkage estimation of the lifetime parameters in the Rayleigh model using an empirical Bayesian approach. International Journal of Statistics and Management Systems 2007; 1(1-2) : 142-158.

SLATTERY PG, KEMP HJ. Options for the development of the education and professional qualification of South African actuaries. South African Actuarial Journal 2007; 7 : 1-47.

STEEL SJ, UYS DW. Variable selection in multiple linear regression: The influence of individual cases. Orion: Operations Research in South Africa 2007; 23(2) : 123-136.

LOUW N, LAMMONT MMC, STEEL SJ. Identification of Influential Cases in Kernel Fisher Discriminant Analysis. S.Co 2007 Fifth Conference, Venice, Italy, 2007: 296-301.

STEEL SJ, OOSTHUIZEN S. Input Variable selection for support Vector Machines. S.Co 2007 Fifth Conference, Venice, Italy, 2007: 475-479.

STEEL SJ, UYS DW. Variable selection in multiple linear regression: The influence of individual cases. Orion: Operations Research in South Africa 2007; 23(2) : 123-136.

GOVENDER P, KAMBARAN N, PATCHETT N, RUDDLE A, TORR G, VAN ZYL N. Poverty and inequality in South Africa and the world. South African Actuarial Journal 2007; 7 : 117-160.

VILJOEN H, NEL DG. Common Singular Specgtrum Analysis of Time Series: A new approach to investigate common structure of series. Lissabon, ISI 2007: 0.

 

2006

BEIRLANT J, DE WET T, GOEGEBEUR Y. A goodness-of-fit statistic for Pareto-type behaviour. Journal of Computational and Applied Mathematics 2006; 186 : 99-116.

CONRADIE WJ, DE WET T, JANKOWITZ M. Exact and asymptotic distributions of LULU smoothers. Journal of Computational and Applied Mathematics 2006; 186 : 253-267.

DU TOIT C, CONRADIE WJ. A realised volatility measurement using quadratic variation and dealing with microstructure effects. Orion: Operations Research in South Africa 2006; 22(2) : 117-129.

GARDNER S, GOWER JC, LE ROUX NJ. A synthesis of canonical variate analysis, generalised canonical correlation and Procrustes analysis. Computational Statistics & Data Analysis 2006; 50 : 107-134.

JANKOWITZ M, CONRADIE WJ, DE WET T. Exact and asymptotic distributions of LULU smoothers. Journal of Computational and Applied Mathematics 2006; 186 : 253-267.

LE ROUX NJ, GARDNER S. A biplot based approach to discriminant analysis with categorical variables in the presence of reversals. South African Statistical Journal 2006; 10(1) : 1-31.

LOUW N, STEEL SJ. Variable selection in kernel Fisher discriminant analysis by means of recursive feature elimination. Computational Statistics & Data Analysis 2006; 51 : 2043-2055.

STEEL SJ, UYS DW. Influential data cases when the Cp criterion is used for variable selection in multiple linear regression. Computational Statistics & Data Analysis 2006; 50 : 1840-1854.

 

2005 

CONRADIE WJ, DE WET T, JANKOWITZ M. An overview of LULU smoothers with Application to Financial Data. Journal for Studies in Economics and Econometrics 2005; 29(1) : 97-121.

GARDNER S, LE ROUX NJ, ALDRICH C. Process data visualisation with biplots. Minerals Engineering 2005; 18 : 955-968.

GARDNER S, LE ROUX NJ, RYPSTRA T, SWART JPJ. Extending a scatterplot for displaying group structure in multivariate data: A case study. Orion: Operations Research in South Africa 2005; 21(2) : 111-124.

GARDNER S, LE ROUX NJ. Extensions of Biplot Methodology to Discriminant Analysis. Journal of Classification 2005; 22 : 59-86.

LE ROUX NJ, GARDNER S, ALDRICH C. Biplot Analysis of Process Systems. Transactions of the South African Institute of Electrical Engineers/ Handelinge Van Die Suid-Afrikaanse Instituut Van Elektriese Ingenieurs 2005; 96(4) : 253-258.

LE ROUX NJ, GARDNER S. Analysing your multivariate data as a pictorial: A case for Applying Biplot Methodology. International Statistical Review 2005; 73 : 365-387.

LE ROUX NJ, HAMMAN WD, DE VILLIERS JU, JOUBERT C. The influence of the nature of an enterprise's activities on earnings per share and cash flow per share as determinants of share prices. Journal for Studies in Economics and Econometrics 2005; 29(1) : 61-81.

LOUW N, STEEL SJ. A Review of Kernel Fisher Discriminant analysis for statistical classification. South African Statistical Journal 2005; 39 : 1-21.

VAN VUUREN JO. Simultaneous identification of influential subsets and variable selection using quantabilities. South African Statistical Journal 2005; 39(1) : 35-58.

WURZ SJD, VAN PEER P, LE ROUX NJ, GARDNER S, DEACON HJ. Continental Patterns in Stone Tools: A Technological and Biplot-Based Comparison of Early Late Pleistocene Assemblages from Northern and Southern Africa. African Archaeological Review 2005; 22(1) : 1-24.

 

2004 

ALDRICH C, GARDNER S, LE ROUX NJ. Monitoring of metallurgical process plants by using biplots. Aiche Journal 2004; 50(9) : 2167-2186.

BEIRLANT J, DE WET T, GOEGEBEUR Y. Nonparametric estimation of extreme conditional quantiles. Journal of Statistical Computation and Simulation 2004; 74(8) : 567-580.

BOTHMA A, BOTHA HL, LE ROUX NJ. School results and access test results as indicators of first-year performance at university. Orion: Operations Research in South Africa 2004; 20(1) : 73-88.

DE JONGH PJ, DE WET T, VAN DEVENTER PJU. Saddlepoint approximations for the distribution of regression quantiles. South African Statistical Journal 2004; 38(1) : 59-78.

DE WET T. Statistical adjustment of tidal gauge data. South African Statistical Journal 2004; 38 : 79-91.

JOUBERT C, LE ROUX NJ, DE VILLIERS JU, HAMMAN WD. Earnings per share and cash flow per share as determinants of share prices in different phases of the economic business cycle as measured by the bootstrap applied to Demsetz's method. Journal for Studies in Economics and Econometrics 2004; 28(1) : 89-118.

KROON RS, OMLIN CW. Getting to Grips with Support Vector Machines: Application. South African Statistical Journal 2004; 38 : 159-172.

LE ROUX NJ, BOTHMA A, BOTHA HL. Statistical properties of indicators of first-year performance at university. Orion: Operations Research in South Africa 2004; 20(2) : 161-178.

MOSTERT JH, MOSTERT FJ, STEEL SJ. Belangrikheid van arbeidsverwante risikofaktore vir beleggingsbesluitneming insake die bate-allokasie van langtermynversekeraars. Tydskrif vir Geesteswetenskappe 2004; 44(1) : 62-71.

STEEL SJ, OOSTHUIZEN S, UYS DW. A measure of post variable selection error in multiple linear regression, and its estimation. Journal of Statistical Computation and Simulation 2004; 74 : 123-133.

MOSTERT PJ, BEKKER A, YADAVALLI VSS. A two-unit intermittently used cold standby system from a Bayesian viewpoint assuming a Dirichlet prior. Pakistan Journal of Statistics 2004; 20(2) : 223-229.

GARDNER S, LE ROUX NJ. Modified biplots for enhancing two-class discriminant analysis. Classification clustering and data mining applications: Proceedings of the meeting of the International Federation of Classification Societies (IFCS), Illinois Institute of Technology, Chicago, USA, Springer Verlag, New York ISBN 3540220143 2004: 8.

LOUW N, STEEL SJ. Identifying important input variables by applying alignment in kernel Fisher discriminant analysis. In Statistical Modeling: Proceedings of the 19th International Workshop on Statistical Modeling, Florence, Italy, 2004: 445-449.

 

2003

DE JONGH PJ, DE WET T. Small sample performance of extreme regression quantiles. South African Statistical Journal 2003; 37 : 79-104.

DE VILLIERS JU, HAMMAN WD, JOUBERT C, LE ROUX NJ. Earnings per share and cash flow per share as determinants of share value: Tests of significance using the bootstrap with Demsetz's method. Journal for Studies in Economics and Econometrics 2003; 27(1) : 95-125.

ERASMUS PD, LE ROUX NJ, GARDNER S, LAMBRECHTS IJ. The evaluation of traditional and value-added measures of capital intensity. Bestuursdinamika: Kontemporêre Navorsing / Management Dynamics: Contemporary Research 2003; 12 : 12-23.

LE ROUX NJ, GARDNER S, OLIVIER P. Biplots for displaying multidimensional financial performance data graphically. SA Journal of Accounting Research (Formerly: De Ratione) 2003; 17(1) : 41-64.

WURZ S, LE ROUX NJ, GARDNER S, DEACON HJ. Discriminating between the end products of the earlier Middle Stone Age sub-stages at Klasies River using biplot methodology. Journal of Archaeological Science 2003; 30 : 1107-1126.

GARDNER S, LE ROUX NJ. Discriminant analysis with categorical variables: a biplot based approach. 26th Annual Conference of the Gesellschaft fur Klassifikation e.V. Universität Mannheim, Mannheim, Germany, 2003: 30-38.

GARDNER S, LE ROUX NJ. Graphics and visualisation in practice: Biplots for exploring multidimensional reality. Bulletin of the International Statistical Institute, 54th proceedings, Berlin, Germany, 2003: 270-273.

STEEL SJ, LOUW N. Between Data Science and Applied Data Analysis. 26th Annual Conference of the Gesellschaft fur Klassifikation e.V. University of Mannheim, Mannheim, Germany, Springer 2003: 109-117.

 

2002 

BLOOM JZ, LAMBRECHTS IJ, LE ROUX NJ. The behaviour of financial ratios for capital and labour intensive enterprises during the economic cycle. Journal for Studies in Economics and Econometrics 2002; 26(1) : 51-70.

DE WET T, DE JONGH PJ, CLOETE GS. Combining Vasicek and robust estimators for forecasting systematic risk. Investment Analysts Journal 2002; 55 : 37-44.

DE WET T. Goodness-of-fit tests for location and scale families based on a weighted L2-Wasserstein distance measure. Test 2002; 11(1) : 89-107.

MOSTERT JH, STEEL SJ, MOSTERT FJ. Importance of external environmental labour-related risk factors for financial investment decision making. Suid-Afrikaanse Tydskrif vir Ekonomiese en Bestuurswetenskappe/South African Journal of Economic and Management Sciences 2002; 5(3) : 644-662.

NEL M, NEL DG, JOUBERT G. A comparison of approximate confidence interval methods for the difference between two independent binomial proportions. South African Statistical Journal 2002; 36(1) : 77-95.

VAN DER BERG S, WOOD LC, LE ROUX NJ. Differentiation in black education. Development Southern Africa 2002; 19(2) : 289-306.

VAN DER MERWE L, MARITZ JS. Estimating the Conditional False-Positive Rate for Semi-Latent Data. Epidemiology and Infection 2002; 13(4) : 424-430.

YADAVALLI VSS, MOSTERT PJ, BEKKER A, BOTHA M. Berekening van 'n posteriori-verdeling in Bayes-analise: Toepassing in 'n betroubaarheidstelsel wat afwisselend gebruik word. Suid-Afrikaanse Tydskrif vir Natuurwetenskap en Tegnologie/South African Journal of Science and Technology 2002; 21(3) : 78-82.

 

2001 

BURDEN M,  GARDNER S, LE ROUX NJ & SWART JPJ.  2001.  Ou-Kaapse meubels en stinkhoutidentifikasie:  Moontlikhede met kanoniese veranderlike-analise en bistippings.  SA Tydskrif vir Kultuurgeskiedenis.  Vol. 15(1), 50 – 73.

ERASMUS PD, LAMBRECHTS IJ, LE ROUX NJ & GARDNER S. 2001. The use of biplots to interpret multivariate data:  Measuring capital intensity: Management Dynamics: Contemporary research.  Vol. 10(4),  48 – 73.

MOSTERT JH, STEEL SJ, MOSTERT FJ.  Portfolio management practices of investment practitioners active in the long-term insurance industry.  South African Journal of Economic and Management Sciences (2001); 4 (2):344-358.

STEEL SJ, LOUW N.   Variable selection in discriminant analysis: measuring the influence of individual cases.  Computational Statistics and Data Analysis (2001); 37:249-260.

VAN DER BERG S, WOOD LC  & LE ROUX NJ.  2001.  Differentiation in black  education. Development Southern Africa.  (In Press).

YADAVALLI, VSS, BEKKER A, MOSTERT PJ & BOTHA M. 2001. Bayesian estimation of the stationary rate of disappointments for a model of a two-unit intermittently used system. Pakistan Journal of Statistics, 17(2), 117-125.

YADAVALLI VSS, BEKKER A, MOSTERT PJ & BOTHA M. 2001. Bayesian highest posterior density intervals for the availability of a system with 'rest-period' for the repair facility. South African Journal of Industrial Engineering, 12(2), 17–24.

MOSTERT PJ, BEKKER A & ROUX JJJ. 2001. A Bayesian method to analyse cancer survival times using the Weibull model. The sixth world Meeting of the International Society for Bayesian Analysis. Proceedings of ISBA 2000 – Bayesian Methods with applications to Science, Policy and Official Statistics. Selected papers from ISBA 2000: 371-380.

MOSTERT PJ, BEKKER A, YADAVALLI VSS & BOTHA M. 2001. The study of the posterior distribution of the stationary rate of disappointments for an intermittently used two-unit cold standby system. Proceedings of the Xth International Symposium on Applied Stochastic Models and Data Analysis, Selected Papers from ASMDA, Volume 2, 767-772.

STEEL SJ, LOUW N.   Variable selection in discriminant analysis in the presence of outliers.  23rd International Conference on Information Technology Interfaces.  Proceedings of the 23rd International Conference on Information Technology Interfaces. Pula, Croatia, June 2001.   251-256.

 

2000

DE WET, T. 2000. Invited discussion of  "Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests". by del Barrio, E, Cuesta-Albertos JA and Matran, C (2000), TEST 9, 1-96.  

BEKKER, A., ROUX, J.J.J and MOSTERT, P.J. 2000. A generalization of the compound Rayleigh distribution: Using Bayesian methods on cancer survival times. Communications of Statistics – Theory and Methods, 29(7), 1419-1433.

SALES, J, DEEMING, DC, VAN DEVENTER, PJU, MARTELLA, MB, NAVARRO, JL.  2000.  Diurnal time-activity budget of adult Greater Rheas (Rhea americana) in a farming environment.  Arciv Für Geflügelkunde – European Poultry Science, Revue de science Avicole Européenne.  64(5):  207-210.

STEEL, SJ, LOUW, N EN LE ROUX, NJ. 2000. "A comparison of the post selection error rate behaviour of the normal and quadratic linear discriminant rules."  Journal of Statistical Computation and Simulation, 65, 157-172.

VAN DER MERWE, L and LOMBARD, CJ.  2000.  Hierarchical Bayes Analysis of the Simplest Case-Crossover Design. South African Statistical Journal, 34 (2), 163-181.

VAN VUUREN, JO and CONRADIE, WJ. 2000.   Diagnostics and plots for identifying collinearity-influential observations and for classifying multivariate outliers.  South African Statistical Journal. 34(2), 135-161.