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pro vyhledávání: '"van der Merwe, Sean"'
Autor:
van der Merwe, Sean
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of independent Gamma o
Externí odkaz:
http://arxiv.org/abs/2104.12832
The Solvency II Directive and Solvency Assessment and Management (the South African equivalent) give a Solvency Capital Requirement which is based on a 99.5% Value-at-Risk (VaR) calculation. This calculation involves aggregating individual risks. Whe
Externí odkaz:
http://arxiv.org/abs/1804.01807
Autor:
van der Merwe, Sean
Bayesian additive regression trees (BART) is a regression technique developed by Chipman et al. (2008). Its usefulness in standard regression settings has been clearly demonstrated, but it has not been applied to time series analysis as yet. We discu
Externí odkaz:
http://arxiv.org/abs/1804.01809
Autor:
van der Merwe, Sean, de Waal, Daan
In his 1986 book, Aitchison explains that compositional data is regularly mishandled in statistical analyses, a pattern that continues to this day. The Dirichlet Type I distribution is a multivariate distribution commonly used to model a set of propo
Externí odkaz:
http://arxiv.org/abs/1801.02962
Autor:
van der Merwe, Sean
Publikováno v:
South African Statistical Journal, 53, 55-64 (2019) https://hdl.handle.net/10520/EJC-14af74f1cc
Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a natural distribution to use for composition or proportion data. It ha
Externí odkaz:
http://arxiv.org/abs/1801.02954
Autor:
Burger, Divan A.1,2 (AUTHOR) divanaburger@gmail.com, van der Merwe, Sean3 (AUTHOR), Lesaffre, Emmanuel4 (AUTHOR), le Roux, Peter C.5 (AUTHOR), Raath‐Krüger, Morgan J.5 (AUTHOR)
Publikováno v:
Statistica Neerlandica. Nov2023, Vol. 77 Issue 4, p444-470. 27p.
Publikováno v:
GSTF Journal of Mathematics, Statistics and Operations Research 2 (2013) 93 - 97
An empirical study is conducted to compare citations per publication, statistics and observed Hirsch indexes between subject fields using summary statistics of countries. No distributional assumptions are made and ratios are calculated. These ratios
Externí odkaz:
http://arxiv.org/abs/1210.2246
Akademický článek
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Publikováno v:
In Chemometrics and Intelligent Laboratory Systems 15 January 2016 150:51-57
Akademický článek
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