J. Martin van Zyl

Available identifiers

zbMath Open van-zyl.j-martinMaRDI QIDQ554787

List of research outcomes

Publication	Date of Publication	Type
The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples	2022-06-28	Paper
An empirical study of the behaviour of the sample kurtosis in samples from symmetric stable distributions	2021-11-26	Paper
Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function	2021-11-19	Paper
Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables	2019-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q4687048	2018-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q4686961	2018-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q4686986	2018-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q4686994	2018-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q4687042	2018-10-10	Paper
Exact expressions for the weights used in least-squares regression estimation for the log-logistic and Weibull distribution	2017-04-27	Paper
The sample fraction in peaks-over-threshold problems where the second-order expansion is valid with specific reference to the generalized Pareto distribution	2016-12-14	Paper
Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function	2016-07-15	Paper
On the distribution of the maximum likelihood estimator of Cronbach's alpha	2014-07-18	Paper
A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution	2013-02-11	Paper
Parameter estimation through weighted least-squares rank regression with specific reference to the Weibull and Gumbel distributions	2012-10-30	Paper
The Laplace likelihood ratio test for heteroscedasticity	2011-07-22	Paper
Application of the Kolmogorov-Smirnov test to estimate the threshold when estimating the extreme value index	2011-03-31	Paper
The Use of Ratios to Compare Volatilities and VaRs	2008-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q4789803	2003-04-14	Paper
On the distribution of the maximum likelihood estimator of Cronbach's alpha	2000-09-01	Paper
Distributional aspects if a zero correlation is assumed in a paired comparison of means	1995-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q3027977	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3750768	1985-01-01	Paper

Research outcomes over time

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