Browsing by Author "Money, A H"

Now showing 1 - 5 of 5
  • Thumbnail Image
    Item
    Open Access
    A contribution to adaptive robust estimation
    (1981) Barr, Graham Douglas Irving; Money, A H; Affleck-Graves , J F; Hart, M L;
    This study initially set out to consider the possibility of constructing an adaptive robust estimation procedure for the standard linear regression model when the disturbance vector deviated from normality, however, after the initial success in that field it seemed only appropriate that the approach be extended to robust location parameter estimation. This is a particular case of the regression model and an area in which a number of different estimators have been proposed and a great deal of comparative research work done. Due to the wider scope of such research the greater part of the thesis is devoted to this field of research which led to many interesting and useful results and conclusions.
  • Thumbnail Image
    Item
    Open Access
  • Thumbnail Image
    Item
    Open Access
    Exact powers of some multivariate test criteria
    (1974) Hart, Michael Lester; Money, A H
    In this thesis an algorithm for the noncentral linear density and cumulative distribution function of Wilks' likelihood ratio criterion in MANOVA is derived and it is shown how this algorithm, with modifications, can be used to find the distributions of a number of test criteria for different hypotheses. At the same time previous results regarding percentiles and powers of these criteria are examined and discussed.
  • Thumbnail Image
    Item
    Open Access
    The application of multivariate statistical techniques in the analysis of stock market data
    (1977) Affleck-Graves, John Felix; Troskie, Casper G; Money, A H
  • Thumbnail Image
    Item
    Open Access
    The estimation of security beta coefficients on the Johannesburg Stock Exchange
    (1984) Carter, Kevin James; Affleck-Graves, J F; Money, A H