The Use of Ratios to Compare Volatilities and VaRs. - J. Martin van Zyl (Commun. Stat. Simul. Comput., 2008)

Application of the Kolmogorov-Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index. - J. Martin van Zyl (Commun. Stat. Simul. Comput., 2011)

The Laplace Likelihood Ratio Test for Heteroscedasticity. - J. Martin van Zyl (Int. J. Math. Math. Sci., 2011)

An empirical study to order citation statistics between subject fields - J. Martin van Zyl; Sean van der Merwe (CoRR, 2012)

A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution. - J. Martin van Zyl (Commun. Stat. Simul. Comput., 2012)

Parameter Estimation Through Weighted Least-Squares Rank Regression with Specific Reference to the Weibull and Gumbel Distributions. - J. Martin van Zyl; Robert Schall (Commun. Stat. Simul. Comput., 2012)

A simulation study to investigate the accuracy of approximating averages of ratios using ratios of averages. - J. Martin van Zyl (J. Informetrics, 2013)

The generalized Pareto distribution fitted to research outputs of countries. - J. Martin van Zyl (Scientometrics, 2013)

Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function. - J. Martin van Zyl (Commun. Stat. Simul. Comput., 2015)

The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples. - J. Martin van Zyl (Commun. Stat. Simul. Comput., 2018)