Prof Tertius de Wet
Professor and Departmental Chairperson
University of Stellenbosch
Private Bag X1, Matieland
7602, South Africa
Tel: +(27) 21 808 3242
Fax: +(27) 21 808 3830
e-mail: tdewet@sun.ac.za
Obtained a DSc at Potchefstroom University for Christian Higher Education in 1972.
Rated by the National Research Foundation (NRF) in the L category, August 2001.
Employment History
1972 – 1978 Lecturer, Senior Lecturer, Potchefstroom University
1979 – 1981 Professor, Rhodes University
1982 – 1999 Chief Scientist and Group Manager, Institute for Maritime Technology
2000 – present Professor University of Stellenbosch
Visiting Appointments
Sep 1972 – Jun 1973 Visiting Research Associate, University of Chicago, USA
Nov 1978 – Jun 1979 Visiting Professor, University of Iowa, USA
Apr 1985 – Jun 1985 Visiting Research Professor, Limburg University, Belgium
Sep 2005 – Dec 2005 Visiting Scholar, University of Leuven, Belgium
Mathematical Statistics 318
Financial Mathematical Statistics (post-graduate)
Extreme Value Theory (post-graduate)
Asymptotic distribution theory, goodness-of-fit, degenerate U-statistics, quantile regression, theory of statistics, extreme value theory
Technical Reports
Residual
processes in robust regression (with JL Fresen and F Lombard)
A goodness-of-fit statistic for Pareto-type behaviour (with J Beirlant and M Goegebeur) View
Exact and asymptotic distributions of LULU smoothers (with WJ Conradie and M Jankowitz) View
Optimality in weighted L-2-Wasserstein goodness-of-fit statistics View
Cloete, GS, De Jongh, PJ and de Wet, T (2002) in Investment Analyst’s Journal
De Jongh, PJ and de Wet, T (2003) in South African Statist J
De Wet, T (2003) Presidential address SASA, Caeser's Palace, Johannesburg
Beirlant, J, de Wet, T and Goegebeur, Y (2004) in Journal of Statistical Computation and simulation
De Jongh, PJ, de Wet, T and van Deventer, PJU (2004) in South African Statist J
De Wet, T (2004) in South African Statist J
Conradie, WJ, de Wet, T and Jankowitz, M (2006) in J Comp and Appl Math
Beirlant, J, de Wet, T and Goegebeur, M (2006). In J Comp and Appl Math
Goodness-of-fit testing and Pareto-tail estimation (with J Beirlant and Y Goegebeur). Submitted View
De Wet, T and Venter, JH (1972). Asymptotic distribution of certain test criteria of normality. South African Statist J 6, 135-149.
De Wet, T and Venter, JH (1973). Asymptotic distribution for quadratic forms with applications to test of fit. Ann Statist 1, 380-387.
De Wet, T and Venter, JH (1973). A goodness of fit test for a scale parameter family of distributions. South African Statist J 7, 35-46.
De Wet, T (1974). Rates of convergence of linear combinations of order statistics. South African Statist J 8, 35-43.
De Wet, T and Venter, JH (1974). The asymptotic power of a class of goodness of fit test criteria. South African Statist J 8, 69-76.
De Wet, T and Venter, JH (1974). An asymptotic representation of trimmed means with applications. South African Statist J 8, 127-134.
De Wet, T and Venter, JH (1976). Asymptotic distribution of quadratic functionals of partial sums. South African Statist J 10, 97-105.
De Wet, T (1976). Berry-Esseen results for the trimmed mean. South African Statist J 10, 77-96.
De Wet, T and Van Wyk, JWJ (1979). Some large sample properties of Hogg's adaptive trimmed means. South African Statist J 13, 53-69.
De Wet, T and Van Wyk, JWJ (1979). Robustness and efficiency properties of Hogg's trimmed means. Comm Statist Theor Meth A8(2), 117-128.
De Wet, T, Venter, JH and Van Wyk, JWJ (1979). The nul distributions of some test criteria of multivariate normality. South African Statist J 13, 153- 176.
De Wet, T (1980). Cramer-von Mises tests for independence. J Mult Analysis 10, 38-50.
De Wet, T and Parr, WC (1981). On minimum Cramer-von Mises norm parameter estimation. Comm Statist Theor Meth A10(12), 1149-1166.
Chandra, M, De Wet, T and Singpurwalla, ND (1982). On the sample redundancy and a test for exponentiality. Comm Statist Theor Meth A11(4), 429-438.
De Wet, T and Koul, HL (1983). Minimum distance estimation in a linear regression model. Ann Statist 11, 921-932.
De Jongh, PJ and De Wet, T (1985). Trimmed means and bounded influence estimators for the parameters of the AR(1) process. Comm Statist Theor Meth A14(6), 1361-1375.
De Jongh, PJ and De Wet, T (1985). A Monte Carlo comparison of regression trimmed means. Comm Statist Theor Meth A14(10), 2457-2472.
De Jongh, PJ and De Wet, T (1986). Confidence intervals for regression parameters based on trimmed means. South African Statist J 20, 137-164.
De Wet, T and Van Wyk, JWJ (1986). Bootstrap confidence intervals for regression coefficients when the residuals are dependent. J Statist Comput Simul 23, 317-327.
De Jongh, PJ and De Wet, T (1987). Invited discussion of ``The trimmed mean in the linear model'' by AH Welsh. Ann Statist 15, 36-39.
De Wet, T and Randles, RH (1987). On the effect of substituting parameter estimators in limiting χ 2 U and V statistics. Ann Statist 15, 398-412.
De Wet, T (1987). Degenerate U- and V-statistics. South African Statist J 21, 99-129.
De Jongh, PJ, De Wet, T and Welsh, AH (1988). Mallows-type bounded-influence regression trimmed means. J Amer Statist Assoc 88, 805-810.
De Wet, T, Fresen, JL and Fresen Jill (1989). The test for logical order in English language testing. J Appl Statist 16, 47-54.
De Jongh, PJ and De Wet, T (1989). Quantification of a malfunction in a weapon system. South African Statist J 23, 269-284.
De Wet, T and Van Wyk, JWJ (1990). Scheduling of patrols to guard an installation. South African Statist J 24, 75-86.
De Wet, T and Van Wyk, JWJ (1991). Deconfounding using the probability integral transformation. South African Statist J 25, 61-72.
De Jongh, PJ and De Wet, T (1993). An introduction to neural networks. South African Statist J 27, 103-128.
De Jongh, PJ, De Wet, T and Fresen, JL (1995). An experimental design for evaluating sonar detection performance. South African Statist J 29, 79-103.
De Wet, AG and De Wet, T (1995). TQM in Knowledge Intensive Organisations. Total Quality Management, Chapman and Hall, 279-282.
De Wet, T and Finkelstein, MS (1999). On a model for spares sufficiency. South African Statist J 33, 153-169.
De Wet, T (2000). Invited discussant of the paper “Contributions of empirical and quantile processes to the asymptotic theory of goodness of fit tests” by del Barrio, E, Cuesta-Albertos, JA and Matran, C, published in TEST 9, 1-96. TEST 9, 74-79
De Wet, T (2002). Goodness-of-fit tests for location and scale families based on a weighted L2-Wasserstein distance measure. TEST 11, No 1, p 89-107.
De Jongh, PJ, de Wet, T & Cloete, GS (2002). Combining Vasicek and robust estimators for forecasting systematic risk. Investment Analyst’s Journal, 55, 37-44.
De Jongh, PJ & de Wet, T. (2003). Small sample performance of extreme regression quantiles. South African Journal of Statistics, 37(2), 79-104.
Beirlant, J, De Wet, T & Goegebeur, Y. (2004). Nonparametric estimation of extreme conditional quantiles. Journal of Statistical Computation and Simul, 74, 567-580.
De Jongh, PJ, de Wet, T & van Deventer, P.J.U. (2004). Saddlepoint approximations for the distribution of regression quantiles. South African Journal of Statistics, 38(1), 59-78.
De Wet, T. (2004). Statistical adjustment of tidal gauge data. South African Journal of Statistics, 38(1), 79-91.
Conradie, WJ, de Wet, T & Jankowitz, M (2005). An overview of LULU smoothers with applications to financial data. Studies in Economics and Econometrics 29, 97–121.
Beirlant, J, de Wet, T and Goegebeur, Y (2006). A goodness-of-fit statistic for Pareto-type behaviour. J Comp and Appl Math 186, 99-116.
Conradie, WJ, de Wet, T and Jankowitz, M (2006). Exact and asymptotic distributions of LULU smoothers. J Comp and Appl Math 186, 253-267.
Statistics of the Fifties. Presidential address given at the 50th Anniversary Conference of the South African Statistical Association, Caesar's Palace, Johannesburg, 2003.
LULU smoothers and some of their distributional properties (with WJ Conradie). 3rd International Symposium of Extreme Value Analysis, Aveiro, Portugal, 19-23 July 2004.
The class of order statistic based non-linear smoothers. 51st Annual conference of SASA, Bloemfontein, 2004 (with WJ Conradie and M Jankowitz).
LULU non-linear smoothers and their handling of variation in a time series. 51st Annual conference of SASA, Bloemfontein, 2004 (with WJ Conradie and M Jankowitz).
Some distributional properties of LULU smoothers. 51st Annual conference of SASA, Bloemfontein, 2004 (with WJ Conradie and M Jankowitz).
An empirical Bayes estimate of the extreme value index in an ANOVA setting. 51st Annual conference of SASA, Bloemfontein, 2004 (With T Berning).
Regression quantiles under heavy tailed error distributions an collinearity. 51st Annual conference of SASA, Bloemfontein, 2004 (with E Ranganai).
Signal recovery with LULU smoothers. 52nd Annual conference of SASA, Grahamstown, 2005 (with M Jankowitz and WJ Conradie).
Leverage dilemma in regression quantiles diagnostics – resolving the problem using elemental sets. 52nd Annual conference of SASA, Grahamstown, 2005 (with E Ranganai and JO van Vuuren).
Assessing the effect of collinearity on regression quantiles via elemental set methods. 52nd Annual conference of SASA, Grahamstown, 2005 (with JO van Vuuren and E Ranganai).
Bayesian extreme value modelling using a non-informative prior. 52nd Annual conference of SASA, Grahamstown, 2005 (with C Nagel and PJ Mostert).
A comparison of techniques to determine an optimal sampling fraction in extreme value analysis. 52nd Annual conference of SASA, Grahamstown, 2005 (with T Berning).
Smoothing of sequences by extremes and selectors. ICOTS 7, Salvador, Brasil, 2006 (with WJ Conradie)
Current Research Projects
Statistical properties of LULU smoothers (with WJ Conradie).
Empirical Bayes in extreme value theory (with T Berning).
Bahadur efficiencies in Wasserstein goodness-of-fit tests.
Extreme value theory (with J Beirlant and Y Goegebeur).
Quantile regression and elemental set s (with JO van Vuuren and E Ranganai).
South African Statistical Association: President 2002/2003.
Fellow of the South African Statistical Association.
Editor: South African Statistical Association.
International Statistical Institute: Elected Member
Institute of Mathematical Statistics: Member.
American Statistical Association: Member.
Member of the NRF Evaluation Panel for Mathematical Sciences 2004-2006.
Member of the FRD Evaluation Committee for Statistics 1986-1989.