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Professor C G Troskie

Qualifications and Experience

Cas Troskie was appointed to the Department of Mathematics as UCTs first full time lecturer in statistics in 1964, becoming Professor and Head of the newly-created Department of Mathematical Statistics in 1966. He had previously worked at the National Research Institute for Mathematical Sciences of the CSIR from 1957. He spent 1962 at the University of Columbia, New York, and has had extended periods of research leave at the University of Gottingen, and at Stanford University (1980 and 1986).

He obtained his BSc (1957) and MSc (1960) from the University of Pretoria, and a PhD Regression applications of multivariate distributions from UNISA in 1963.

He is a member of the South African Statistical Association (President of the Association in 1972) and the Operations Research Society of South Africa. He has served on the Joint Matriculation Board, and its successor, the SA Certification Council, as statistician since 1972, and on several regional Educational Councils. He was, for many years, a member of the Advisory Panels of the Institute for Biostatistics of the Medical Research Council and the National Research Institute for Mathematical Sciences of the CSIR. He has been chairman of the UCT Sports Council and has served on the South African Universities Sports Council (1968-1988) and is a keen golfer.

Research Interests

His theoretical research interests lie in multivariate analysis, particularly multivariate distribution theory and the general linear model. Currently, he is developing tests for outliers and influential observations in multivariate regression. This theory is applied to the extensive econometric database built up within the department. He has supervised 24 MSc and 14 PhD students.

Publications, selected from 21

  • Troskie CG & Conradie WJ 1982. Calculation of coefficients appearing in expansions of zonal polynomials of Hermitian matrices. South African Statistical Journal 16: 113-131.
  • Troskie CG & Conradie WJ 1984. The exact non-central distribution of a multivariate complex quadratic form of complex normal variates. South African Statistical Journal 18: 123--134.
  • Troskie CG & Conradie WJ 1986. The distributions of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression. Linear Algebra and Its Applications 82: 81-96.
  • Chalton DO & Troskie CG 1992. Q-plots, a graphical aid for regression analysis. Communications in Statistics - Theory and Methods 21: 623-636.
  • Chalton DO & Troskie CG 1993. On the compatibility of sample and prior information in the mixed regression model. Communications in Statistics - Theory and Methods 22: 921-928.
  • Chalton DO & Troskie CG 1993. Multiple regression with autocorrelated errors: Bayesian analysis with different priors. South African Statistical Journal 27: 51-62.
  • Thiart C Dunne TT Troskie CG & Chalton DO 1993. A simulation study of biased estimators against the ordinary least squares estimator. Communications in Statistics - Simulation and Computation 22: 569-589.
  • Chen JT, Gupta AK and Troskie CG, 2003. The distribution of stock returns when the market is up. Communications in Statistics - Theory and Methods 32(8):1541-1558.
E-mail: Casparus.Troskie@uct.ac.za

Last updated: 18 April 2008

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