Thomas Blumentritt

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 32 citations into it
• Statistics and Probability — 27 citations into it
• Economics and Econometrics — 11 citations into it
• Management Science and Operations Research — 10 citations into it
• Artificial Intelligence — 7 citations into it

Whom Thomas Blumentritt trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Friedrich Schmid
2. Rafael Schmidt
3. Johana Nešlehová
4. Roger B. Nelsen
5. Christian Genest
6. Hideatsu Tsukahara
7. M. D. Taylor
8. Gabriel Frahm

Papers from Thomas Blumentritt's perspective

Ordered by how strongly the researchers Thomas Blumentritt trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. Constraints on concordance measures in bivariate discrete data
3. Multivariate versions of Blomqvist’s beta and Spearman’s footrule
4. Extreme behaviour for bivariate elliptical distributions
5. A Primer on Copulas for Count Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. On the properties of some nonparametric concordance measures in the discrete case
7. Estimating the tail-dependence coefficient: Properties and pitfalls
8. Extreme value theory : an introduction
9. Semiparametric estimation in copula models
10. Concordance and Copulas: A Survey

Their papers

• Copula-Based Measures of Multivariate Association (2010) — 107 citations