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An application of copulas to improve PCA biplots for multivariate extremes

Thesis (MCom)--Stellenbosch University, 2018.

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Bibliographic Details
Main Author:	Perrang, Justin
Other Authors:	Van der Merwe, Carel Johannes
Format:	Thesis
Language:	en_ZA
Published:	Stellenbosch : Stellenbosch University 2018
Subjects:	Principal components analysis Biplots Copulas (Mathematical statistics) Financial data > Statistical methods Extreme value theory UCTD
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Internet

http://hdl.handle.net/10019.1/104861