J. Martin van Zyl
Identifiers
- name variant J. Martin van Zyl 0.60 · backfill
Papers (13)
- An Empirical Study of the Behaviour of the Sample Kurtosis in Samples from Symmetric Stable Distributions q-fin.ST · 2018 · author #1
- The sample fraction in peaks-over-threshold problems where the second-order expansion is valid with specific reference to the generalized Pareto distribution math.ST · 2016 · author #1
- The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples stat.CO · 2016 · author #1
- The efficiency of the likelihood ratio to choose between a t-distribution and a normal distribution stat.CO · 2015 · author #1
- Estimating the Tail Index by using Model Averaging stat.OT · 2014 · author #1
- A goodness-of-fit test based on the empirical characteristic function and a comparison of tests for normality stat.ME · 2013 · author #1
- Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function stat.CO · 2013 · author #1
- Applying least absolute deviation regression to regression-type estimation of the index of a stable distribution using the characteristic function stat.CO · 2013 · author #1
- An empirical study to check the accuracy of approximating averages of ratios using ratios of averages stat.AP · 2013 · author #1
- Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables q-fin.CP · 2012 · author #1
- A weighted least squares procedure to approximate least absolute deviation estimation in time series with specific reference to infinite variance unit root problems stat.CO · 2012 · author #1
- Testing approximate normality of an estimator using the estimated MSE and bias with an application to the shape parameter of the generalized Pareto distribution stat.AP · 2012 · author #1
- An empirical study to order citation statistics between subject fields cs.DL · 2012 · author #1
Mentions
- 1505.01979 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1410.6002 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1312.6815 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1309.1296 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1307.8270 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1306.4469 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1210.7642 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1210.2254 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1210.2253 #1 · backfill · confidence 0.70 J. Martin van Zyl
- 1210.2246 #1 · backfill · confidence 0.70 J. Martin van Zyl
Frequent Coauthors
- Sean van der Merwe 1 shared papers