Friedrich Schmid

Finance · 2005–2010

A researcher in the Science corpus: 7 papers; trusts 35 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Finance — 70 citations into it; #1,141 of 10,518 by trust here, #2,897 by citations
• Statistics and Probability — 51 citations into it; #2,105 of 12,932 by trust here, #3,703 by citations
• Economics and Econometrics — 28 citations into it; #5,503 of 23,481 by trust here, #14,505 by citations
• Management Science and Operations Research — 28 citations into it
• Artificial Intelligence — 14 citations into it
• Demography — 11 citations into it; #1,511 of 4,236 by trust here, #3,641 by citations
• Global and Planetary Change — 7 citations into it; #2,350 of 10,225 by trust here, #8,787 by citations
• Statistical Learning Theory — 5 citations into it

Whom Friedrich Schmid trusts overall

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

1. Rafael Schmidt
2. Roger B. Nelsen
3. Hideatsu Tsukahara
4. Manuel Úbeda-Flores
5. Christian Genest
6. Thomas Mikosch
7. M. D. Taylor
8. Jean-David Fermanian
9. Gabriel Frahm
10. R. Strawderman

Who trusts Friedrich Schmid overall

1. Sandra Gaißer
2. Rafael Schmidt
3. Martin Ruppert
4. Harry Joe
5. Fabrizio Durante
6. Ostap Okhrin
7. Haijun Li
8. Thomas Blumentritt
9. Daniel Berg
10. C. Savu

Papers from Friedrich Schmid's perspective

Ordered by how strongly the researchers Friedrich Schmid 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. Fonctions de repartition a n dimensions et leurs marges
3. An Introduction to Copulas
4. Extreme behaviour for bivariate elliptical distributions
5. Multivariate versions of Blomqvist’s beta and Spearman’s footrule
6. Estimating the tail-dependence coefficient: Properties and pitfalls
7. Constraints on concordance measures in bivariate discrete data
8. Concordance and Copulas: A Survey
9. Elliptical copulas: applicability and limitations
10. Extreme value theory : an introduction

Their papers

• A multivariate version of Hoeffding's Phi-Square (2010) — 41 citations
• Multivariate Extensions of Spearman's Rho and Related Statistics (2007) — 182 citations
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (2007) — 109 citations
• Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2007) — 64 citations
• Nonparametric estimation of the lower tail dependence λ L in bivariate copulas (2005) — 49 citations
• Copula-Based Measures of Multivariate Association (2010) — 107 citations
• Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (2005) — 56 citations