Browsing Research Output by Author "fbe281d8-c41a-482e-b99f-d0134c07799f"
Now showing items 1-3 of 3
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Discussion of “Industrial statistics: the challenges and the research”
Coetzer, R.L.J.; De Jongh, P.J. (Taylor & Francis, 2016)Firstly, we want to congratulate David M. Steinberg on a well-thought-out and thought-provoking article. Steinberg's article provides a balanced though critical review of the current state of research in industrial ... -
A framework for normal mean variance mixture innovations with application to Garth modelling
De Jongh, P.J.; Venter, J.H. (SASA, 2015)GARCH models are useful to estimate the volatility of financial return series. Historically the innovation distribution of a GARCH model was assumed to be standard normal but recent research emphasizes the need for more ... -
The impact of pre-selected variance inflation factor thresholds on the stability and predictive power of logistic regression models in credit scoring
De Jongh, P.J.; De Jongh, E.; Pienaar, M.; Gordon-Grant, H.; Oberholzer, M.; Santana, L. (ORSSA (Operations Research Society of South Africa), 2015)Standard Bank, South Africa, currently employs a methodology when developing application or behavioural scorecards that involves logistic regression. A key aspect of building logistic regression models entails variable ...