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ORCIDJ. Martin van Zyl
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2010 – 2019
- 2018
[j9]J. Martin van Zyl:
The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples. Commun. Stat. Simul. Comput. 47(4): 1146-1156 (2018)- 2015
- [j8]J. Martin van Zyl:
Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function. Commun. Stat. Simul. Comput. 44(9): 2442-2462 (2015) - 2013
- [j7]J. Martin van Zyl
:
A simulation study to investigate the accuracy of approximating averages of ratios using ratios of averages. J. Informetrics 7(4): 907-913 (2013) - [j6]J. Martin van Zyl:
The generalized Pareto distribution fitted to research outputs of countries. Scientometrics 94(3): 1099-1109 (2013) - 2012
- [j5]J. Martin van Zyl:
A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution. Commun. Stat. Simul. Comput. 41(4): 544-553 (2012) - [j4]J. Martin van Zyl, Robert Schall:
Parameter Estimation Through Weighted Least-Squares Rank Regression with Specific Reference to the Weibull and Gumbel Distributions. Commun. Stat. Simul. Comput. 41(9): 1654-1666 (2012) - [i1]J. Martin van Zyl, Sean van der Merwe:
An empirical study to order citation statistics between subject fields. CoRR abs/1210.2246 (2012) - 2011
- [j3]J. Martin van Zyl:
Application of the Kolmogorov-Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index. Commun. Stat. Simul. Comput. 40(2): 211-219 (2011) - [j2]J. Martin van Zyl:
The Laplace Likelihood Ratio Test for Heteroscedasticity. Int. J. Math. Math. Sci. 2011: 249564:1-249564:7 (2011)
2000 – 2009
- 2008
- [j1]J. Martin van Zyl:
The Use of Ratios to Compare Volatilities and VaRs. Commun. Stat. Simul. Comput. 37(10): 2089-2095 (2008)
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