10 citations · 13 across the 5 of their papers we have counts for
Showing 2018Show all
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stat.AP2018★ 2 cited
Bayesian Extreme Value Analysis of Stock Exchange Data
Sean van der Merwe, Darren Steven, Martinette Pretorius
The Solvency II Directive and Solvency Assessment and Management (the South African equivalent) give a Solvency Capital Requirement which is based on a 99.5% Value-at-Risk (VaR) ca…
stat.ME2018★ 10 cited
A method for Bayesian regression modelling of composition data
Sean van der Merwe
Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a…
math.ST2018
Bayesian Fitting of Dirichlet Type I and II Distributions
Sean van der Merwe, Daan de Waal
In his 1986 book, Aitchison explains that compositional data is regularly mishandled in statistical analyses, a pattern that continues to this day. The Dirichlet Type I distributio…