Friedrich Schmid

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All published works

Action	Title	Year	Authors
+ PDF Chat	A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient	2022	Oliver Grothe Fabian Kächele Friedrich Schmid
+	Nonparametric estimation of copula-based measures of multivariate association from contingency tables	2012	Thomas Blumentritt Friedrich Schmid
+	Mutual information as a measure of multivariate association: analytical properties and statistical estimation	2011	Thomas Blumentritt Friedrich Schmid
+ PDF Chat	Kendall's 𝒲 Reconsidered	2011	Oliver Grothe Friedrich Schmid
+	Measuring Association between Random Vectors	2011	Oliver Grothe Friedrich Schmid Julius Schnieders Johan Segers
+	Gemeinsame Verteilung und Grenzwertsätze	2010	Karl Mosler Friedrich Schmid
+	On testing equality of pairwise rank correlations in a multivariate random vector	2010	Sandra Gaißer Friedrich Schmid
+	A multivariate version of Hoeffding’s Phi-Square	2010	Sandra Gaißer Martin Ruppert Friedrich Schmid
+	Copula-Based Measures of Multivariate Association	2010	Friedrich Schmid Rafael Schmidt Thomas Blumentritt Sandra Gaißer Martin Ruppert
+	Beschreibende Statistik und Wirtschaftsstatistik	2009	Karl Mosler Friedrich Schmid
+	Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence	2006	Friedrich Schmid Rafael Schmidt
+	Multivariate extensions of Spearman's rho and related statistics	2006	Friedrich Schmid Rafael Schmidt
+	A goodness of fit test for copulas based on Rosenblatt's transformation	2006	Jadran Dobrić Friedrich Schmid
+	Multivariate conditional versions of Spearman's rho and related measures of tail dependence	2006	Friedrich Schmid Rafael Schmidt
+	A note on third degree stochastic dominance	2005	Friedrich Schmid
+	Nonparametric estimation of the coefficient of overlapping—theory and empirical application	2005	Friedrich Schmid A. Schmidt
+	The effect of conditional heteroskedasticity on common statistical procedures for means and variances	2004	Hendrik Kl�ver Friedrich Schmid
+	Beschreibende Statistik und Wirtschaftsstatistik	2003	Karl Mosler Friedrich Schmid
+	NONPARAMETRIC TWO SAMPLE TESTS BASED ON AREA STATISTICS	2002	Stefan Kraft Friedrich Schmid
+	Nonparametric tests based on area-statistics	2000	Stefan Kraft Friedrich Schmid
+	A Kolmogorov-type test for second-order stochastic dominance	1998	Friedrich Schmid Mark Trede
+	Power of tests for uniformity when limits are unknown	1997	Martin Schader Friedrich Schmid
+	Nonparametric Tests for Second Order Stochastic Dominance from Paired Observations: Theory and Empirical Application	1997	Friedrich Schmid Mark Trede
+	A non standard χ2-test of fit for testing uniformity with unknown limits	1996	Wolf Krumbholz Friedrich Schmid
+	Nonparametric inference for second order stochastic dominance	1996	Friedrich Schmid Mark Trede
+	Testing for First-Order Stochastic Dominance: A New Distribution-Free Test	1996	Friedrich Schmid Mark Trede
+	Modifications of the kolmogorov, cramer-von mises, and watson tests for testing uniformity with unknown limits	1996	Wolf Krumbholz Martin Schader Friedrich Schmid
+	Testing for First Order Stochastic Dominance in Either Direction	1996	Friedrich Schmid Mark Trede
+	A distribution free test for the two sample problem for general alternatives	1995	Friedrich Schmid Mark Trede
+	Two Rules of Thumb for the Approximation of the Binomial Distribution by the Normal Distribution	1989	Martin Schader Friedrich Schmid
+	Two Rules of Thumb for the Approximation of the Binomial Distribution by the Normal Distribution	1989	Martin Schader Friedrich Schmid
+	Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population	1988	Martin Schader Friedrich Schmid
+	On the χ 2 Test for a Negative Binomial Distribution	1987	Martin Schader Friedrich Schmid
+	Computation of M. L. estimates for the parameters of a negative binomial distribution from grouped data. A comparison of the scoring, Newton—Raphson and E‐M algorithms	1985	Martin Schader Friedrich Schmid

Common Coauthors

Coauthor	Papers Together
Martin Schader	7
Mark Trede	6
Rafael Schmidt	4
Oliver Grothe	3
Thomas Blumentritt	3
Wolf Krumbholz	2
Karl Mosler	2
Sandra Gaißer	2
Stefan Kraft	2
Martin Ruppert	2
Johan Segers	1
Jadran Dobrić	1
Julius Schnieders	1
Hendrik Kl�ver	1
Fabian Kächele	1
Karl Mosler	1
A. Schmidt	1
Sandra Gaißer	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Fonctions de répartition à N dimensions et leurs marges	1959	Michael Sklar	9
+	Multivariate extensions of Spearman's rho and related statistics	2006	Friedrich Schmid Rafael Schmidt	9
+	An Introduction to Copulas	1999	Roger B. Nelsen	9
+ PDF Chat	Asymptotic Distributions of Multivariate Rank Order Statistics	1976	Ludger Rüschendorf	7
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	7
+	Test of independence and randomness based on the empirical copula process	2004	Christian Genest Bruno Rémillard	6
+	Semiparametric estimation in copula models	2005	Hideatsu Tsukahara	6
+	Multivariate concordance	1990	Harry Joe	5
+	Correlation and Dependence in Risk Management: Properties and Pitfalls	2002	Paul Embrechts Alexander J. McNeil Daniel Straumann	5
+	Multivariate conditional versions of Spearman's rho and related measures of tail dependence	2006	Friedrich Schmid Rafael Schmidt	5
+	Empirical Processes with Applications to Statistics	2009	Galen R. Shorack Jon A. Wellner	4
+	Multivariate Models and Multivariate Dependence Concepts	1997	Harry Joe	4
+	An Introduction to the Bootstrap	1994	Bradley Efron Robert Tibshirani	4
+	La fonction de dépendance empirique et ses propriétés. Un test non paramétrique d'indépendance	1979	Paul Deheuvels	4
+	On Measures of Multivariate Concordance	2006	Ali Dolati Manuel Úbeda-Flores	4
+	Copula-Based Measures of Multivariate Association	2010	Friedrich Schmid Rafael Schmidt Thomas Blumentritt Sandra Gaißer Martin Ruppert	4
+ PDF Chat	Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence	2007	Christian Genest Jean‐François Quessy Bruno Rémillard	4
+ PDF Chat	Asymptotic Normality of Multivariate Linear Rank Statistics in the Non-I.I.D. Case	1978	F.H. Ruymgaart M.C.A. van Zuijlen	4
+ PDF Chat	Multivariate measures of concordance	2006	M. D. Taylor	4
+	A new class of bivariate copulas	2003	José Antonio Rodrı́guez-Lallena	3
+	Introduction to the theory of nonparametric statistics	1979	Ronald H. Randles Douglas A. Wolfe	3
+	A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence	1978	David Clayton	3
+	Tail dependence for elliptically contoured distributions	2002	Rafael Schmidt	3
+	Bivariate extreme statistics, I	1960	Masaaki Sibuya	3
+ PDF Chat	On Nonparametric Measures of Dependence for Random Variables	1981	B. Schweizer Edward F. Wolff	3
+	Relative Entropy Measures of Multivariate Dependence	1989	Harry Joe	3
+	Multivariate versions of Blomqvist’s beta and Spearman’s footrule	2005	Manuel Úbeda-Flores	3
+ PDF Chat	Compstat 2006 - Proceedings in Computational Statistics	2006	Alfredo Rizzi Maurizio Vichi	3
+	Estimation of entropy and other functionals of a multivariate density	1989	Harry Joe	3
+	Pseudo-random numbers	1970	Joachim Ahrens U. Dieter A. Grube	3
+	Testing Whether Two Distributions are Stochastically Ordered or Not	1995	Karl Mosler	2
+	Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman’s rho	2008	Jean‐François Quessy	2
+ PDF Chat	Multivariate Nonparametric Tests of Independence	2005	Sara Taskinen Hannu Oja Ronald H. Randles	2
+	Goodness-of-Fit Techniques	1987	Terry King R. D'Agostino Michael A. Stephens	2
+	A distribution free test for the two sample problem for general alternatives	1995	Friedrich Schmid Mark Trede	2
+ PDF Chat	Distribution Free Tests of Independence Based on the Sample Distribution Function	1961	J. R. Blum J. Kiefer M. Rosenblatt	2
+	A multivariate version of Gini's rank association coefficient	2007	Javad Behboodian Ali Dolati Manuel Úbeda-Flores	2
+	Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données	1986	Christian Genest Robert J. MacKay	2
+	On the estimation of entropy	1993	Peter Hall Sally C. Morton	2
+ PDF Chat	Estimating mutual information	2004	Alexander Kraskov Harald Stögbauer Peter Grassberger	2
+	The Central Limit Theorem for Real and Banach Valued Random Variables	1981	David Aldous A. Araujo Evarist Giné Evarist Giné	2
+	On the correct use of the chi-square goodness-of-fit test	1980	Peter Albrecht	2
+	A multivariate version of Hoeffding’s Phi-Square	2010	Sandra Gaißer Martin Ruppert Friedrich Schmid	2
+ PDF Chat	Majorization, Randomness and Dependence for Multivariate Distributions	1987	Harry Joe	2
+	Beta kernel estimators for density functions	1999	Song Xi Chen	2
+ PDF Chat	The Oscillation Behavior of Empirical Processes: The Multivariate Case	1984	Winfried Stute	2
+	Multivariate Density Estimation	1992	David W. Scott	2
+	On rank correlation measures for non-continuous random variables	2006	Johanna Nešlehová	2
+	The Meta-elliptical Distributions with Given Marginals	2002	Hong‐Bin Fang Kai‐Tai Fang Samuel Kotz	2
+	Stochastische Abhängigkeit und funktionaler Zusammenhang	1942	Wassilij Höffding	2