• On the interchangeability of barrier option pricing models 

  Visagie, I.J.H. (Jaco) (South African Statistical Association, 2018)

  An important question when modelling option prices is which of the multitude of option pricing models to use. In this paper, the calculation of barrier option prices is considered. These exotic options are found in many ...
• Beta regression in the presence of outliers – a wieldy Bayesian solution 

  Van Niekerk, Janet; Bekker, Andriette, 1958-; Arashi, Mohammad (Sage, 2019)

  Real phenomena often leads to challenges in data. One of these is outliers or influential values. Especially in a small sample, these values can have a major influence on the modeling process. In the beta regression ...
• Anterior cruciate ligament injuries of the knee : patterns of association between the mechanism of injury and pathology visualised on magnetic resonance imaging 

  Strauss, G.L.; Janse van Rensburg, Dina Christina; Grant, C.C. (Catharina Cornelia); Jansen van Rensburg, Audrey; Velleman, Mark D.; Fletcher, Lizelle (Health and Medical Publishing Group, 2018)

  BACKGROUND : Anterior cruciate ligament (ACL) injuries are common among athletes and the general public. These injuries may lead to significant absence from all activities with associated financial and social burdens for ...
• Computational methods applied to a skewed generalized normal family 

  Bekker, Andriette, 1958-; Ferreira, J.T. (Johannes); Arashi, M.; Rowland, B.W. (Taylor and Francis, 2018)

  Some characteristics of the normal distribution may not be ideal to model in many applications. We develop a skew generalized normal (SGN) distribution by applying a skewing method to a generalized normal distribution, and ...
• Untangle the structural and random zeros in statistical modelings 

  Tang, W.; He, H.; Wang, W.J.; Chen, Ding-Geng (Din) (Taylor and Francis, 2018)

  Count data with structural zeros are common in public health applications. There are considerable researches focusing on zero-inflated models such as zero-inflated Poisson (ZIP) and zero-inflated Negative Binomial (ZINB) ...
• A double generally weighted moving average exceedance control chart 

  Masoumi Karakani, Hossein; Human, Schalk William; Van Niekerk, Janet (Wiley, 2019-02)

  Since the inception of control charts by W. A. Shewhart in the 1920s, they have been increasingly applied in various fields. The recent literature witnessed the development of a number of nonparametric (distribution‐free) ...
• Robust Bayesian nonlinear mixed‐effects modeling of time to positivity in tuberculosis trials 

  Burger, Divan Aristo; Schall, Robert; Chen, Ding-Geng (Din) (Wiley, 2018-09)

  Early phase 2 tuberculosis (TB) trials are conducted to characterize the early bactericidal activity (EBA) of anti‐TB drugs. The EBA of anti‐TB drugs has conventionally been calculated as the rate of decline in colony ...
• Weighted distributions of eigenvalues 

  Arashi, Mohammad; Bekker, Andriette, 1958-; Van Niekerk, Janet (Elsevier, 2019-01)

  In this article, the weighted version of a probability density function is considered as a mapping of the original distribution. Generally, the properties of the distribution of a random matrix and the distributions of its ...
• Bootstrap testing for first-order stationarity on irregular windows in spatial point patterns 

  Kraamwinkel, Christine; Fabris-Rotelli, Inger Nicolette; Stein, Alfred (Elsevier, 2018-12)

  Kernel smoothing is commonly used in spatial point patterns to construct intensity plots. Kernels allow for visually and subjectively inferring on first-order stationarity. Formal objective tests exist for testing first-order ...
• Inhomogeneous spatial modelling of DPT pulses for marine images 

  Fabris-Rotelli, Inger Nicolette; Stein, Alfred (Elsevier, 2018-12)

  The Discrete Pulse Transform (DPT) is a nonlinear decomposition of a signal and extracts the structures in a signal at discrete scale levels. This study models the image structure extracted using the DPT as connected ...
• Some theoretical comments regarding the run-length properties of the synthetic and runs-rules monitoring schemes – Part 2 : Steady-state 

  Shongwe, Sandile Charles; Graham, Marien Alet (Taylor and Francis, 2018)

  In this paper, the long term (also known as the steady-state mode) run-length theoretical properties of the four different types of synthetic and runs-rules monitoring schemes, that were empirically analysed in part 1 of ...
• Some theoretical comments regarding the run-length properties of the synthetic and runs-rules monitoring schemes – Part 1 : Zero-state 

  Shongwe, Sandile Charles; Graham, Marien Alet (Taylor and Francis, 2018)

  In this paper, we discuss the short-term (also known as zero-state mode) run-length theoretical properties of the four different types of synthetic and runs-rules monitoring schemes that were empirically analyzed in another ...
• Probabilistic SEM : an augmentation to classical Structural Equation Modelling 

  Yoo, Keunyoung (University of Pretoria, 2018)

  Structural equation modelling (SEM) is carried out with the aim of testing hypotheses on the model of the researcher in a quantitative way, using the sampled data. Although SEM has developed in many aspects over the past ...
• Linking trust and collaboration in project teams to project management success 

  Bond-Barnard, T.J. (Taryn Jane); Fletcher, Lizelle; Steyn, Herman (Emerald, 2018)

  PURPOSE : The purpose of this paper is to emphasise the importance of high levels of trust and collaboration for increasing the likelihood of project management (PM) success. However, the link between these three constructs ...
• The use of negative pressure wave treatment in athlete recovery 

  Jansen van Rensburg, Audrey; Janse van Rensburg, Dina Christina; Van Buuren, H E.; Grant, C.C. (Catharina Cornelia); Fletcher, Lizelle (Health and Medical Publishing Group, 2017)

  BACKGROUND : Athletes need to recover fully to maximise performance in competitive sport. Athletes who replenish more quickly and more efficiently are able to train harder and more intensely. Elite athletes subjectively ...
• On the use of Lèvy processes in option pricing 

  Kwinje, Clemence Rangarirai (University of Pretoria, 2018)

  In this dissertation, we t various nancial models to observed stock prices and we calculate the option prices under each of these models. All of the models considered are based on Lévy processes, which are processes with ...
• A spatial variant of the Gaussian mixture of regressions model 

  Delport, Marion (University of Pretoria, 2018)

  In this study the nite mixture of multivariate Gaussian distributions is discussed in detail including the derivation of maximum likelihood estimators, a discussion on identi ability of mixture components as well as a ...
• Oral, maxillofacial and dental diseases in captive cheetahs (Acinonyx jubatus) 

  Steenkamp, Gerhardus; Boy, S.C.; Van Staden, Paul Jacobus; Bester, Marthan Nieuwoudt (Elsevier, 2018-01)

  Descriptions of several oral, maxillofacial and dental conditions/diseases exist for a variety of captive large felids, but little is reported on the pathology of free roaming large felids. Apart from focal palatine erosions ...
• The injury and illness profile of male and female participants in a 94.7 km cycle race : a cross-sectional study 

  Breedt, Mia; Janse van Rensburg, Dina Christina; Fletcher, Lizelle; Grant, C.C. (Catharina Cornelia); Schwellnus, Martin Peter (Lippincott Williams and Wilkins, 2018)

  OBJECTIVE : To describe the incidence and patterns of injury and illness of male and female participants during a 94.7 km distance cycling event. DESIGN : Descriptive study. SETTING : Momentum 94.7 Cycle Challenge 2014. ...
• Learner-to-teacher bullying as a potential factor influencing teachers’ mental health 

  Woudstra, Marit Helen; Janse van Rensburg, Estie; Visser, M.J. (Maretha Johanna); Jordaan, J.C. (Joyce) (Education Association of South Africa, 2018-02)

  Learner-to-teacher bullying is a focus area that has not been widely researched. The current research, underpinned by the ecosystemic paradigm, examined the proportion of teachers who reported exposure to bullying by ...

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