Statistics and Actuarial Science
Welkom by Universiteit Stellenbosch

Seminaar-reeks van die Departement


Eerste semester van 2024 


16 February
Jan Beirlant (Katholieke Universiteit Leuven, Belgium)
RTail Classification using Non-liniear Regression on Tail Model Plots​
​1 March
Priyanka Nagar (Statistics and Actuarial Science, SU)
Statistics on Manifolds: An introduction to directional methods
​15 March
Nelson Kyakutwika (Statistics and Actuarial Science, SU)
Joint Modelling of SPX Options, VIX Options, and VIX Futures
​12 April
Zoe-Mae Adams (Statistics and Actuarial Science, SU)
Embedded word MCA biplots for sentiment visualisation
​26 April
Daniel Polakow (Statistics and Actuarial Science, SU​)
Honey do I look leptokurtic in this denominator? Conditional correlations in investment portfolios, and the Gerber Statistic
​10 May
Alexis Levendis (Metropolitan, Cape Town)
VStatic hedging of vanilla and exotic options in a South African context

Seminaar sal ook beskikbaar wees op MSTeams. Skakel verkrygbaar by Danie Uys. In-persoon lesings vind plaas in 2048 van die Departement om 13:00 op betrokke dae.

Navrae:              Danie Uys

Telefoon:           021 808 3879

​ e-pos:      



Archive of Seminar Series




28 July
Natalie van Zyl (Statistics and Actuarial Science, SU)
Reforming social security in SA: Is there a place for a basic income grant or NSSF?​
​11 August
Richard Mullins (Wunderman & Thompson Data, Cape Town)
The intelligence advantage: Where creativity and data meet
​25 August
Stephan Britz (Statistical Sciences, UCT)
Is gcForest-CS a viable alternative to deep learning for diseased cassave leave image?
​8 September
Barto van der Vyfer (FNB, Johannesburg)
Credit risk with focus on credit pricing
​29 September
Gina Joubert (Biostatistics, UFS)
Statistics in Health Science journals, author guidelines and reviewer feedback
​13 October
Schalk Engelbrecht (KPMG, Johannesburg)
Virtue, democracy, and Data Science after Babel
View podcast here
​27 October
Lizanne Raubenheimer (Statistics, Rhodes University)
Bayesian accelerated life testing
View podcast here



24 February

Jan Beirlant (KU Leuven, Belguim & Statistics and Actuarial Science, SU)

Estimation of tail parameters with missing observations

View Podcast here​​

10 March

Elmarie Nel (Research Analytics, City of Cape Town)

Data-driven decision-making​​

24 March            

Johan Fourie (Department of Economics, SU)

Big data in history: Challenges and opportunities

14 April          

Wesley Pretorius (Allan Gray, Cape Town)

Monte Carlo simulations to determine the rate of work completion in an agile IT team

5 May

Michael Meyer (Hudsonthames, Johannesburg)

Meta Labelling Architecture

2022(N0 2)


29 July

Natalie van Zyl (Statistics and Actuarial Science)

Considering a basic income grant for SA: it all depends on perspective

Talk was cancelled

12 August

Nicholas Danks (Trinity College Dublin, Ireland)

Principle components, PLS components, or sum scores: from conceptual variable to statistical representation

View podcast here​​

26 August            

Mesias Alfeus (Statistics and Actuarial Science)

Rough forward volatility structure of the crude oil futures market

View podcast here

16 September          

Jani Pretorius (Mediclinic, Stellenbosch)

Using predictive analysis to risk adjust patient mortality

View podcast here

30 September

Dino Michael (Deloitte & Touche, Midrand)

Time-series forecasting to predict real estate demand

Talk was cancelled

14 October
​​​Guy Konan (Department of Statistics and Actuarial science)

Journeying toward PhD studies in Mathematical Statistics 

View podcast here

​24 November
Dianne Cook (Monash University, Australia)
Visually exploring local explantion to unerstand complex machine learning models

View podcast here



25 February

Johan Eybers (Ernest & Young, Cape Town)

A spatial agent-based model of Covid-19 pandemic in South Africa

11 March

Helgard Raubenheimer (Centre for Business Mathematics and Informatics, NWU)

Combining historical data sources in operational risk capital estimation

View podcast here

25 March            

Francois Kamper (Department of Statistics and Actuarial Science, SU)

Transformer models

View podcast here

22 April          

Gerard Heuvelink (Wageningen University & Research, The Netherlands)

Machine learning in space and time for modelling soil organic carbon change

View podcast here

6 May

Alex Backwell (AIFMRM, UCT)

Short-rate modelling with expected and unexpected jumps

View podcast here

20 May                      Isaac Singini (Department of Statistics, UP)

                                    Joint modelling comparing latent class joint model diagnostics from shared

                                    parameters (random effects) model ​



13 August

Sven Buitendag (Capitec, Stellenbosch)

Simulation-based capital adequacy assessment using extreme value theory

View podcast here

27 August

Mesias Alfeus (Department of Statistics and Actuarial Science, SU)

Quantitative methods in finance: Toward a general framework for modelling roll-over risk

View podcast here

10 September            

Simon Louw (Department of Statistics and Actuarial Science, SU)

An introduction to applied ethics

View podcast here

1 October          

Samuel Cohen (University of Oxford, United Kingdom)

Arbitrage-free neural SDE market models

View podcast here

15 October

Erik Schlögl (University of Technology, Sydney, Australia)

Short rate dynamics: A fed funds and SOFR perspective

View podcast here

29 October                      Briance Mathebula and Carlo McConney (Swiss Re, Cape Town)

                                           The impact of Covid-19 on medical insurance business 



12 March
David Rodwell (Capitec, Stellenbosch)
Categorical CVA biplots

26 March

Hassan Sadiq (Department of Statistics and Actuarial Science, SU)

Model based approach to inferring episodic directional selection in codon sequences

23 April            

Delia Sandilands (Capitec, Stellenbosch)

Exploding biplots with density axes in Plotly

14 May          

Dewald Muller (Root, Cape Town)

The API economy: how Software as a Service (SaaS) is changing the insurance sector

28 May
Hans-Peter Bakker (Department of Statistics and Actuarial Science, SU)
Explorations in independent component analysis

11 June                       Manne Bylund and Robyn Gerghoff (Department of General Liguistics, SU)

                                     Experimental approaches to language in the mind



31 July

Adriaan van Niekerk (Centre for Geographical Analysis, SU)

The use of machine learning for making sense of satellite imagery

14 August​

Gerrit Grobler (Department of Statistics, North West University)

An empirical analysis of currency jumps based on realised hi-power variation

28 August            

Francois van der Bank (Department of Industrial Psychology, SU)

Using structural equation modelling to explain psychological mechanisms at work

11 September          

Kristian Muller-Nedebock (Department of Physics, SU)

Disorder in polymer networks

2 October
Carel van der Merwe (Department of Statistics and Actuarial Science, SU)
Classifying yiels spread movements in sparse data through tri-plots

  16 October                              Musa Malwandla (Differential Capital, Johannesburg)

                                                    Issues in consumer credit risk: from regulatory capital to economic value


​24 January
Tim Verdonck (Department of Mathematics, University of Antwerp)
Fraud detection in Analytics​

14 February

Johane Nienkemper-Swanepoel (Department of Genetics, SU)

 Visualisations for multivariate missing data

28 February

Ingrid van Keilegom (Research Centre for OR and Business Statistics, KU Leuven)

On semiparametric modelling, estimation and inference for survival data subject to dependent censoring

13 March

Zander Wessels (NMRQL Research, Stellenbosch)

Machine learning applications in investment management



26 July

Humphrey Brydon (Department of Statistics and Population Studies, UWC)

 Exploration of missing data imputation methods

16 August

Stefan Britz (Department of Statistical Sciences, UCT)

Computer vision applications: from Cedar tree counting to precision farming, GTA simulations and going ballistic(s)

30 August

Rulof Burger (Department of Economics, SU)

An Econometric method for estimating population parameters from non-random samples: an application in clinical case finding

27 September

Daan le Roux (Department of Information Science, SU)

Technology use effects: current evidence and challenges

4 October

Ian Louw (Explore Data Science Academy, Cape Town)

Water network management: a data driven appraoch

18 October            

Martin Coxon (Department of Statistics and Actuarial Science, SU)

Identifying the utilisation trends of diabetic beneficiaries in the South African private health care sector



8 February

Peter Filzmoser (Vienna University of Technology, Austria)

 Robust and sparse classification in high dimensions

22 February

Adriaan Rowan (Analytics consultant, Cape Town)

Using and understanding non-linear predictive models

8 March

Etienne Roussouw (Munich RE, Cape Town)

The rapidly developing world of (re)insurance

12 April

Piet Maree (Discovery Health, Johannesburg)

Incentives, physical activity and absenteeism: investigating the impact of Vitality on employee wellbeing and how an Apple Watch can prevent absenteeism

26 April

Mark Nasila (FNB, Johannesburg)

Why Statisticians are key in harnessing the 'Fourth Industrial Revolution' 

10 May            

Loamie Kotze (Isimo Health, Cape Town)

Markov modelling of disease progression in the presence of missing covariates



27 July

Joseph Ngatchou-Wandjil (University of Lorraine, France)

Testing nonstationary absolutely regular nonlinear models

3 August

Johan Louw (Department of Logistics, SU)

Visual data analytics: your visuals providing clarity and insight or more confusion?

24 August

Hanjo Odendaal (Bureau for Economic Research, SU)

Digital age economics: applications of statistical learning for economic indicators

31 August

Guus Balkema (University of Amsterdam, The Netherlands)

Linear regression for heavy tails


7 September

Hélène Nieuwoudt (Institute for Wine Biotechnology, SU)

Modelling the sensory space of varietal wines: mining of large, unstructured text data and visualisation of style patterns

28 September            

Francois Kamper (Department of Statistics and Actuarial Science, SU)

Regularised Gaussian belief propagation

12 October

Rousseau Lötter (Department of Statistics and Actuarial Science, SU)

Implementing smart beta: the untold story

26 October

Monica Matthews (Department of Statistics and Actuarial Science, SU)

The South African investor: a year in review



16 February

Martin Coxon (Department of Statistics and Actuarial Science, SU)

A decade in the regulatory orphanage - comparing the health of the medical schemes industry between 2007 and 2017

2 March

Francesca Little (Department of Statistical Sciences, UCT)

A potpourri of time to event and longitudinal analyses

16 March

Luca Steyn (Department of Statistics and Actuarial Science, SU)

Extreme value-based novelty detection

13 April            

Rademeyer Vermaak (Fairtree Capital, Bellville)

The factors of investing - smart beta and beyond

4 May

Jacobus Eksteen (Scoresharp, Stellenbosch)

The use of psychometric data for modelling risk

18 May

Pieter Botha (Department of Actuarial Science, UCT)

Funding end-of-life care



21 July

Allan Clark (Department of Statistical Sciences, UCT)

Bayesian species richness and occupancy models

4 August

Charl Pretorius (Nedbank, Johannesburg)

Bootstrap confidence bounds: a new construction method based on sample splitting

18 August

Nicolas Dierick (Department of Financial Economics, Ghent University, Belguim)

Financial attention and the disposition effect

1 September            

Simon du Plooy (Corion Capital, Cape Town)

Portfolio risk decomposition

15 September 

Etienne Pienaar (Department of Statistical Sciences, UCT and MenteNova Risk Solutions)

Likelihood inference for non-linear jump diffusions with state-dependent intensity with applications to risk management

29 September

Michael Greenacre (Universitat Pompeu Fabra, Barcelona, Spain)

Selection of ratios in compositional data analysis

6 October

David Hofmeyr (Department of Statistics and Actuarial Science, SU)

Finding optimal linear cluster separators using projection pursuit. Some theory, methodology, and an R package

20 October

August Carstens and Carl du Toit (Capitec, Stellenbosch)

- Demystifying data science in practice

- A machine learning application in business intelligence



10  February 

Linke Potgieter (Department of Logistics, SU)

An overview of insect population based and agent based simulation models developed for decision support in pest management in sugarcane

24 February

Mari van Reenen (Centre for Human Metabolomics, Statistics and Bioinformatics, NWU)

Variable selection and classification in the presence of observations below the detection limit

10 March

Warren Brettenny (Department of Statistics, NMMU)

Parametric and nonparametric approaches to efficiency analysis using examples from South Africa

24 March

Hannes van Rensburg (Dynamo Analytics, Stellenbosch)

With the rise of the machine, is there room for actuaries and statisticians?

7 April

Ian de Beer (zenAptix, Stellenbosch)

Dealing with time and place: spatio-temporal analytics and big data

21 April

Sugnet Lubbe (Department of Statistics and Actuarial Science, SU)

Functional data analysis: an application to pneumonia in infants

5 May

Retha Luus (Department of Statistics and Population Studies, UWC)

Statistical inference of the multiple regression analysis of complex survey data



                                          SEMINAR PROGRAMME: FIRST SEMESTER 2016

5 February

Victoria Goodall (Department of Statistics, NMMU)

Application and extensions of hidden Markov models to animal movement data

26 February

Jaco Visagie (Department of Statistics, UP)

On the interchangeability of barrier option pricing models

11 March

Frans Koning (Department of Mathematical Statistics and Actuarial Science, UFS)

Long term care, the South African outlook, pricing and viability

8 April

Riette Nel (Department of Biostatistics, UFS)

Inter-professional team, ethics and biostatisticians

22 April

Erin Bromley-Gans (UTi, Port Elizabeth)

Demand forecasting for inventory planning

6 May

Soon Nel (School of Accountancy, SU)

Market-based valuations



                                    SEMINAR PROGRAMME: SECOND SEMESTER 2016

29  July              

Neil Watson (Department of Statistical Sciences, UCT)

Performance analysis in rugby union - validation study of previous key performance indicators

12 August

Carl du Toit and August Carstens (Capitec, Stellenbosch)

Application of statistical models and techniques at Capitec bank

26 August

Julia Keddie (BSG, Johannesburg)

Application of data science in business consulting

16 September

Johané Nienkemper-Swanepoel (Department of Genetics, SU)

Visualisations of multiple imputations using generalised orthogonal Procrustes analysis

30 September

Carel van der Merwe (Department of Statistics and Actuarial Science, SU)

A fair valuation framework for IFRS 13 within the context of sparse data

14 October

Margaret de Villiers (Department of Statistics and Actuarial Science, SU)

Predicting tomato crop yield from weather data using statistical learning techniques



                                   SEMINAR PROGRAMME: FIRST SEMESTER 2015

6  February       

Warren Brown (School of Business and Finance, UWC)

Investment portfolio transition management: The smoke and mirrors to profits

20 February

Jan Beirlant (Department of Mathematics and LStat, KULeuven, Belgium)

Extreme value statistics for truncated Pareto-type distributions

6 March

JD van Heerden (Department of Statistics and Actuarial Science, SU) The effect of adding a liquidity-related risk factor to the Fama and French four-factor model: The case for South Africa
20 March

Johan de Kock (Libfin, Liberty Life, Claremont)

Liquidity models for funds

24 April

Stephen Burgess (Department of Statistics and Actuarial Science, SU)

Lapse experience in the life insurance industry



                                    SEMINAR PROGRAMME: SECOND SEMESTER 2015

31 July

Nelmarie Louw (Department of Statistics and Actuarial Science, SU)

Dimension reduction in Multi-label problems where there are more variables than data cases

14 August

Lidia Auret (Department of Process Engineering, SU)

Unsupervised machine learning methods for process monitoring

21 August

Renier van Rooyen (Department of Statistics and Actuarial Science, SU)

Compounding a class of Rayleigh distributions: an objective Bayesian approach

28 August

Marieta van der Rijst (Agricultural Research Council, Stellenbosch)

Characterisation of product profile by considering the relation between different sets of variables in multi-block data - an application to SA Rooibos and Honeybush tea

18 September

Bruce Watson (Department of Information Science, SU)

Lattice techniques in pattern matching algorithms

2 October

Marena Manley (Department of Food Science, SU)

Non-destructive characterisation of cereal grains with near infrared (NIR) hyperspectral imaging and principal component analysis (PCA)

16 October

Stephan van der Westhuizen (Compuscan, Stellenbosch)

Statistics at the Credit Bureau - a data analyst's viewpoint

17 November     

Gregory Levitin (The Israel Electric Corporation, Haifa, Israel)

Merging game theory and risk analysis in  optimal defense of complex stochastic systems



                                    SEMINAR PROGRAMME: FIRST SEMESTER 2014

14 February

Hendri Uys (Department of Statistics and Actuarial Science, Stellenbosch)

Statistical methods for opponent modelling in simplified poker

28 February

Jef Teugels (Katholieke Universiteit, Leuven)

Change point methods in extreme value analysis

14 March

Michael McCaul  (Biostatistics unit, Stellenbosch)

Pre-hospital versus in-hospital thrombolysis for ST-elevation myocardial infarction: A Cochrane systematic review and meta-analysis

28 March

Jürgen Möller (Quantivation, Durbanville)

An overview of big data and analytics

11 April

Vince Micali (Eskom, Johannesburg)

Application of statistical sciences in electrical utilities

25 April

Hugo Fourie (Stellenbosch)

The auction process within a normalised distribution world

9 May

Roelof Coetzer (SASOL, Johannesburg)

The analysis of compositional data





1 August

Nico Katzke (Department of Economics, Stellenbosch University)

Multivariate volatility modeling

15 August

Sarel Steel (Department of Statistics and Actuarial Science, Stellenbosch University)

Multi-label classification

29 August

Daniël van Zyl (Sanlam, Bellville)

Latest trends in the South African retirement industry, results from the 2014 Sanlam benchmark survey

19 September

Dan Jacobson (Institute for Wine Biotechnology, Stellenbosch University) PCA-GSA and strolling through a (random) forest. Creative solutions to statistical challenges in omics datasets
3 October

Alex Welte (SACEMA, Stellenbosch)

Estimating chronic disease incidence. Dynamics or statistics?

24 October

Edward Alant (GRS Actuarial Consulting, Stellenbosch)

A statistical method to predict the highest school grade of a learner in South Africa



                                      SEMINAR PROGRAMME: FIRST SEMESTER 2013
15 February   

Delson Chikobvu (Department of Statistics, University of the Free State)

Application of Bayesian statistics in process capability indices

1 March

Lucette van Niekerk (Paul Roos Gimnasium, Stellenbosch)

'n Oorsig van Wiskunde en Statistiek onderrig op skoolvlak

15 March

Manie Geyer (Centre for Regional and Urban Innovation and Statistical Exploration, Department of Geography and Environmental Studies, SU)

Trends in South African metropolitan morphology

12 April

Zurab Janelidze (Department of Mathematics, SU)

Mathematics today: form and function

26 April

Francois van Graan (School of Computer Science, Statistics and Mathematics, North-West University)

Application of copulas in time series analysis

10 May

Janette Larney (Centre for Business Mathematics and Informatics, North- West University)

Market consistent models for valuing investment guarantees: the case of implied volatility



2 August

Johan Hugo (Department of Statistics, NMMU)

Bayesian tolerance intervals for the univariate normal model

16 August

Wesley Pretorius (Old Mutual, Cape Town)

Non-parametric regression modelling of in situ fCO2 in the Southern ocean

30 August

Micheal von Maltitz (Department of Mathematical Statistics and Actuarial Science, University of the Free State)

The implementation and testing of a robust model for sequential regression multiple imputation

20 September

Stéfan van der Walt (Department of Electrical and Electronic Engineering, University of Stellenbosch)

A random walk in image processing

27 September

Michael Greenacre (Universitat Pomeu Fabra, Barcelona)

Effect sizes and tests of significance in unconstrained and constrained biplots

4 October

Inger Fabro-Rotelli (Department of Statistics, University of Pretoria)

Statistical Image Processing

18 October

Derrick Roper (Novare Asset Management)

Title to be announced

1 November

SASA Western Cape Chapter lectures:

Peter McCullagh (Department of Statistics, University of Chicago)

Statistical issues in specific scientific applications

Part A: Phonemic diversity and the "Out of Africa" hypothesis Part B: Allergy prevalence and environmental biodiversity Bradley Jones (SAS Institute, Raleigh)

Tailor-made design of experiments using SAS JMP




17 February  

Makarand Ratnaparkhi (Department of Mathematics and Statistics, Wright State University, Dayton, Ohio)

Certain  properties of weighted lognormal distributions and related applications in statistical inference

2 March

James Allison (School of Computer Science, Statistics and Mathematics,  North-West University)

On the joint distribution of the ranks associated with bivariate data with application to the empirical copula estimator

16 March

Lizanne Raubenheimer (Department of Statistics, Rhodes University)

Bayesian estimation for linear functions of Poisson rates

30 March

Roelof Coetzer (SASOL)

Design and analysis of mixture experiments: physical and computer experiments

20 April

Monique Zaahl (Department of Genetics, Stellenbosch University)

Statistics in biology: challenges and opportunities

11 May

Chris Muller (Department of Statistics and Actuarial Science, SU)

Bayesian multi-state modelling


                                                       SEMINAR PROGRAMME: FIRST SEMESTER 2011
11 February

Tchilabalo Kpanzou (Department of Statistics, Stellenbosch University)

Semi-parametric estimation of inequality measures

25  February  

Howard Gabriels (The Statistics Council, Pretoria)

Towards the National Statistical System: The role of official statistics in South Africa

11 March        

Justin Harvey (Centre for Statistical Consultation, Stellenbosch University)

Bayesian confidence intervals for the mean of a lognormal distribution: A comparison with the MOVER and generalized confidence interval procedures

1 April

Sonali Das (Logistics and Quantitative Methods, CSIR, Pretoria)

Investigating structural breaks in groundwater level from Limpopo WMA

15 April

Nic Labadorios (Sentigol, Brackenfell)

Using statistics to fight corruption: A discussion forum

6 May

Frederik Scholtz (Department of Physics, Stellenbosch University)

Noncommutative statistics



29 July

Carel van der Merwe (Ernst & Young, Johannesburg)

Calculation aspects of the European rebalanced basket option using Monte Carlo methods

12 August

Mohammad Arashi (Shahrood University of Technology, Shahrood, Iran)

Bayesian statistical inference in elliptical models

26 August

Theo Pepler (Department of Genetics, Stellenbosch University)

Common principal components

16 September

Tiaan van der Merwe (SPSS South Africa, Tokai)

Predictive analytics: Real world applications

30 September

Gavin Miller (Department of Social Development, Provincial Government of the Western Cape)

The use and abuse of statistics in decision making

14 October

Davy Corubolo (Department of Statistics and Actuarial Sciences, Stellenbosch University)

Financial crisis – cause and effects




5 February

Jef Teugels (Department of Mathematics, Katholieke Universiteit Leuven)

Change point methods in extreme value analysis

19 February

Eugene Visagie (Novare Holdings, Bellville)

Africa as an investment destination and its unique risks

5 March

Schalk Human (Department of Statistics, Pretoria University)

Nonparametric  Shewhart-type control charts with runs-rules

26 March

Martin Kidd (Centre for Statistical Consultation, Stellenbosch University)

Analysis of Likert scale data:  A new proposed ordinal discreet distribution

16 April

Gunther Jager (Department of Statistics, Rhodes University)

Prediction of secondary structure of proteins

23 April

Robert Schall (Department of Statistics, Free State University)

Parametric and nonparametric characterization of QT prolongation



                              SEMINAR PROGRAMME: SECOND SEMESTER 2010

30 July

Stephen Reid (Department of Statistics and Actuarial Science, Stellenbosch University)

LICSA: Leading indicators of currency crises in South Africa: A comparison of three machine learning techniques

13 August

Barry Green (AIMS, Muizenberg)

On the African Institute for Mathematical Sciences and the opportunities it offers

27 August       

JD van Heerden (Department of Statistics and Actuarial Science, Stellenbosch University)

The relationship between cross-sectional volatility, tracking error and active positions: The case for South Africa

17 September    

Mark Freed (CoZero, Johannesburg)

The price of carbon

8 October

Retha Luus (Department of Statistics and Actuarial Science, Stellenbosch University)

Confidence intervals for welfare indices under complex sampling

22 October

Ivona Contardo (Department of Statistics and Actuarial Science, Stellenbosch University)

Designing Phase I control charts




13 February

Machiel Kruger (Centre for Business Mathematics and Informatics, North-West University)

Calculating economic capital for low default portfolios

27 February

Delia North (Statistics Department, University of KwaZulu-Natal)

Optimizing the probability that the new breed of students will understand the concept of probability

13 March

Anthony la Grange (Department of Statistics and Actuarial Science, Stellenbosch University)

New-look biplot axes and software to construct them

27 March

Samuel Manda (Medical Research Council, Pretoria)

A Bayesian survival model using weighted observations from non-proportionally sampled strata

17 April

Kevin Kotze ( Economics Department, Stellenbosch University)

Formulating a macro econometric model for the South African economy

8 May

Tom Berning (Department of Statistics and Actuarial Science, Stellenbosch University)

An empirical Bayes estimate of the extreme value index in an ANOVA setting



                                  SEMINAR PROGRAMME: SECOND SEMESTER 2009

31 July

Olapade Kehinde (Department of Mathematics, Obafemi Awolowo University, Ile-Ife, Nigeria)

On generalizations and characterizations of the logistic distribution and their applications

14 August

Yuri Goegebeur (Department of Mathematics and Computer Science, University of Southern Denmark, Odense, Denmark)

Kernel estimators for the second order parameter in extreme value statistics

4 September          

Cay van der Merwe (Information Management, Central University of Technology, Free State)

The statistician in higher education institutional research

18 September

Stan du Plessis (Department of Economics, Stellenbosch University)

A wavelet analysis of South African macroeconomic time series

2 October

Vincent Micali (Corporate Services Division, Eskom)

Sequential random sampling for corona and hot-spot detection on transmission lines

16 October

Wickes Robbertse (Department of Statistics, Johannesburg University)

On the estimation of the Hurst exponent in long-memory time series