The following pages link to Friedrich Schmid (Q604370):
Displaying 50 items.
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- Probability theory and inferential statistics. (Q708711) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (Q951900) (← links)
- Nonparametric estimation of the coefficient of overlapping-theory and empirical application (Q959253) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- (Q1095524) (redirect page) (← links)
- Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey) (Q1095525) (← links)
- A distribution free test for the two sample problem for general alternatives (Q1352107) (← links)
- A non standard \(\chi^2\)-test of fit for testing uniformity with unknown limits (Q1370186) (← links)
- A Kolmogorov-type test for second-order stochastic dominance (Q1379911) (← links)
- The effect of conditional heteroskedasticity on common statistical procedures for means and variances (Q1773038) (← links)
- Power of tests for stochastic order when observations are paired (Q1775315) (← links)
- Descriptive statistics and statistics of economics. (Q1884598) (← links)
- Bounding shares and quantiles from grouped data when group means are known (Q1901305) (← links)
- An \(L_ 1\)-variant of the Cramér-von Mises test (Q1914286) (← links)
- Testing for first order stochastic dominance in either direction (Q1966012) (← links)
- A note on third degree stochastic dominance (Q2576700) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- (Q3030014) (← links)
- Kendall's 𝒲 Reconsidered (Q3085314) (← links)
- Modifications of the kolmogorov, cramer-von mises, and watson tests for testing uniformity with unknown limits (Q3125833) (← links)
- A general class of poverty measures (Q3136506) (← links)
- (Q3316436) (← links)
- Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population (Q3471412) (← links)
- Charting small sample characteristics of asymptotic confidence intervals for the binomial parameterp (Q3497041) (← links)
- Nonparametric estimation of the lower tail dependence λ<sub><i>L</i></sub>in bivariate copulas (Q3591997) (← links)
- (Q3676965) (← links)
- (Q3700604) (← links)
- (Q3706323) (← links)
- (Q3773069) (← links)
- (Q3776388) (← links)
- Über ein Problem der mehrdimensionalen Skalierung (Q3920473) (← links)
- (Q3935309) (← links)
- (Q3946985) (← links)
- Strong consistency of non-linear least squares estimators in the presence of stochastic regressors (Q4184077) (← links)
- NONPARAMETRIC TWO SAMPLE TESTS BASED ON AREA STATISTICS (Q4416946) (← links)
- (Q4895255) (← links)
- (Q5186580) (← links)
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables (Q5219938) (← links)
- Mutual information as a measure of multivariate association: analytical properties and statistical estimation (Q5300813) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- Finanzmarktstatistik (Q5714244) (← links)
- Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (Q5719273) (← links)
- Probability theory and inferential statistics (Q5907027) (← links)
- Descriptive statistics and statistics of economics (Q5919239) (← links)
- Probability theory and inferential statistics (Q5920497) (← links)
