Uwe Schmock
2003
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Whom Uwe Schmock trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Uwe Schmock overall
Papers from Uwe Schmock's perspective
Ordered by how strongly the researchers Uwe Schmock trusts endorse each paper. Same corpus, a different order for every researcher.
- Robust Estimation of Dispersion Matrices and Principal Components
- VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
- Beyond Correlation: Extreme Co-movements Between Financial Assets
- The Meta-elliptical Distributions with Given Marginals
- Adaptive Smoothing and Density-Based Tests of Multivariate Normality
- Estimation in a Cox Proportional Hazards Cure Model (Biometrics)
- On Default Correlation: A Copula Function Approach
- Statistical Inference Using Extreme Order Statistics
- Continuous Univariate Distributions.
- A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
Their papers
- KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗ (2003) — 212 citations