12 citations · 13 across the 12 of their papers we have counts for
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The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
J. Martin van Zyl
An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test…
The efficiency of the likelihood ratio to choose between a t-distribution and a normal distribution
J. Martin van Zyl
A decision must often be made between heavy-tailed and Gaussian errors for a regression or a time series model, and the t-distribution is frequently used when it is assumed that th…
Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function
J. Martin van Zyl
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approache…
Applying least absolute deviation regression to regression-type estimation of the index of a stable distribution using the characteristic function
J. Martin van Zyl
Least absolute deviation regression is applied using a fixed number of points for all values of the index to estimate the index and scale parameter of the stable distribution using…