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Breaking the norm : approaches for symmetric, positive, and skewed data

Thesis (PhD (Mathematical Statistics))--University of Pretoria, 2023.

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Other Authors: Bekker, Andriette, 1958-
Format: Thesis
Language:English
Published: University of Pretoria 2024
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access_status_str Open Access
author2 Bekker, Andriette, 1958-
author_browse Bekker, Andriette, 1958-
author_facet Bekker, Andriette, 1958-
collection Thesis
dc_rights_str_mv © 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.
description Thesis (PhD (Mathematical Statistics))--University of Pretoria, 2023.
format Thesis
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institution University of Pretoria (South Africa)
language English
last_indexed 2026-06-10T12:36:55.449Z
license_str Other — see source repository
provenance_str_mv Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository
publishDate 2024
publishDateRange 2024
publishDateSort 2024
publisher University of Pretoria
publisherStr University of Pretoria
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source_str UPSpace — University of Pretoria Institutional Repository
spelling oai:repository.up.ac.za:2263/94224 Breaking the norm : approaches for symmetric, positive, and skewed data Bekker, Andriette, 1958- matthias@dilectum.co.za Arashi, Mohammad Wagener, Matthias Copulas Derivative-kernel Flexible interpretable gamma Flexible interpretable normal Heavy-tailed Skew UCTD SDG-09: Industry, innovation and infrastructure Economic and management science theses SDG-09 Thesis (PhD (Mathematical Statistics))--University of Pretoria, 2023. This research contributes to the advancement of flexible and interpretable models within distribution theory, which is a fundamental aspect of numerous academic disciplines. This study investigates and presents the derivative-kernel approach for extending distributions. This method yields new distributions for symmetric, skew, and positive data, making it applicable for a wide range of modelling tasks. These newly derived distributions enhance the normal and gamma distributions by incorporating easily interpretable and identifiable parameters while retaining tractable mathematical properties. Furthermore, these models have a solid statistical foundation for simulation and prediction through stochastic representations. Additionally, these models demonstrate proficient flexibility and modelling performance when applied to real data. The introduced skew distribution presents a new skewing mechanism that combines the best features of current leading methods. Consequently, this leads to improved accuracy and flexibility when modelling skewed data patterns. In today's rapidly evolving data landscape, with increasingly intricate data structures, these advancements provide vital tools for effectively interpreting and analysing diverse data patterns encountered in economics, psychology, engineering, and biology. National Research Foundation of South Africa (Ref.: SRUG2204203965; RA171022270376, UID:119109; RA211204653274, Grant No. 151035) Centre of Excellence in Mathematical and Statistical Sciences at the University of the Witwatersrand. Iran National Science Foundation, grant No. 4015320. Statistics PhD (Mathematical Statistics) Unrestricted Faculty of Economic And Management Sciences SDG-09: Industry, innovation and infrastructure 2024-02-01T11:31:42Z 2024-02-01T11:31:42Z 2024-05-15 2023-11-06 Thesis * A2024 http://hdl.handle.net/2263/94224 10.25403/UPresearchdata.24998816 en © 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria
spellingShingle Copulas
Derivative-kernel
Flexible interpretable gamma
Flexible interpretable normal
Heavy-tailed
Skew
UCTD
SDG-09: Industry, innovation and infrastructure
Economic and management science theses SDG-09
Breaking the norm : approaches for symmetric, positive, and skewed data
title Breaking the norm : approaches for symmetric, positive, and skewed data
title_full Breaking the norm : approaches for symmetric, positive, and skewed data
title_fullStr Breaking the norm : approaches for symmetric, positive, and skewed data
title_full_unstemmed Breaking the norm : approaches for symmetric, positive, and skewed data
title_short Breaking the norm : approaches for symmetric, positive, and skewed data
title_sort breaking the norm approaches for symmetric positive and skewed data
topic Copulas
Derivative-kernel
Flexible interpretable gamma
Flexible interpretable normal
Heavy-tailed
Skew
UCTD
SDG-09: Industry, innovation and infrastructure
Economic and management science theses SDG-09
url http://hdl.handle.net/2263/94224