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dc.contributor.advisorNorth, Delia Elizabeth.
dc.contributor.advisorZewotir, Temesgen Tenaw.
dc.creatorHuang, Chun-Kai.
dc.date.accessioned2019-04-27T15:45:59Z
dc.date.available2019-04-27T15:45:59Z
dc.date.created2017
dc.date.issued2017
dc.identifier.urihttps://researchspace.ukzn.ac.za/handle/10413/16255
dc.descriptionDoctor of Philosophy in Mathematics, Statistics and Computer Science. University of KwaZulu-Natal, Durban, 2017.en_US
dc.description.abstractThis thesis evolves around a probabilistic concept called exchangeability and its generalised forms. It is aimed at exploring connections between exchangeability and other sub-areas in mathematical statistics. These connections include theoretical implications, generalisation of existing methodologies and applications to real-world data. There are three topics of particular interest. The rst topic is related to the linkage between de Finetti's representation theorem (for exchangeable sequences) and existence conditions for Hausdor moment problems over k-dimensional simplexes. The equivalence of these two results are proved over the most general case in nite spaces. This is a generalisation of existing theory and uses an alternative approach to previous work in the literature. This connection, while theoretically interesting in its own right, may also lead to further cross- eld applications, such as distribution re-construction from nite moments or in the approximations to nite exchangeable sequences and nite moment problems. Secondly, we explore a currently popular topic, namely extreme value theory (EVT), which has been widely applied to areas such as hydrology, earth sciences and nance. Classical results from EVT assume that the data sequence is independent and identically distributed (IID). We generalise this assumption to exchangeable random sequences. This caters for more general approaches to EVT that allows for data dependency. Resampling techniques are utilised for estimating the parameters' prior distributions. We utilise these new methods for Value-at-Risk (VaR) estimation in nancial stock returns. This is done for both cases with and without GARCH lters. These new VaR models are also compared to existing models in the literature and shows promising improvements. For the nal topic, exchangeability is applied to two-phase sampling with an auxiliary variable. In particular, our focus is on a two-phase strati ed sampling design, under the assumption that readings for the study variable are exchangeable within stratum. This will again provide a generalisation from the usual IID assumption in applications of multiple-phase sampling. It is amalgamated with stationary bootstrapping at various levels of sampling to estimate within stratum and cross strata covariances. We show that our approach provides a more conservative estimate for the sampling variance of the two-phase estimator for the mean (i.e., the ratio estimator), as compared to the conventional IID method by Rao (1973)en_US
dc.language.isoen_ZAen_US
dc.subjectTheses - Statistics.en_US
dc.subject.otherExchangeability.en_US
dc.subject.otherExtreme value theory.en_US
dc.subject.otherde Finetti's.en_US
dc.subject.otherk-dimensional simplexes.en_US
dc.titleSpecial topics in probabilistic exchangeability and its applications.en_US
dc.typeThesisen_US


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