Information theoretic measure of complexity and stock market analysis : using the JSE as a case study by Oyenubi, Adeola

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Quadratic programming as an extension of linear programming by Teixeira, Rui L

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Contributions to the theory of generalized inverses, the linear model and outliers by Dunne, Timothy Terence

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A multivariate statistical approach to the assessment of nutrition status by Fellingham, Stephen Arthur

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Static and dynamic modelling of the South African real sector by Barr, Graham Douglas Irving

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A detailed investigation of the linear model and some of its underlying assumptions by Coutsourides, Dimitris

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A time series approach to the monetary sector of the South African economy by Dietzsch, Carl Heinrich

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The address sort and other computer sorting techniques by Underhill, Leslie G

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Distributions of certain test statistics in multivariate regression by Coutsourides, Dimitris

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Model selection-regression and time series applications by Clark, Allan Ernest

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Accurate portfolio risk-return structure modelling by Hossain, Nafees

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Risk-return portfolio modelling by Gilbert, Emmeleen Ulita

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Aspects of multivariate complex quadratic forms by Conradie, Willem Jacobus

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The distribution of the complex rectangular co-ordinates and its applications by Dines, Malcolm

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The application of multivariate statistical techniques in the analysis of stock market data by Affleck-Graves, John Felix

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Aspects of non-central multivariate t distributions by Juritz, June M

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A multivariate statistical approach to the assessment of nutrition status by Fellingham, Stephen A

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Outliers, influential observations and robust estimation in non-linear regression analysis and discriminant analysis by Van Deventer, Petrus Jacobus Uys

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Dynamic and robust estimation of risk and return in modern portfolio theory by Mupambirei, Rodwel

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Portfolio construction using index regression models by Steyn, Dirk

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