Friedrich Schmid

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Nonparametric estimation of copula-based measures of multivariate association from contingency tables
Journal of Statistical Computation and Simulation
2020-03-09Paper
Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
Metrika
2015-10-14Paper
Dependence of Stock Returns in Bull and Bear Markets
Dependence Modeling
2014-05-21Paper
Measuring large comovements in financial markets
Quantitative Finance
2014-01-24Paper
Mutual information as a measure of multivariate association: analytical properties and statistical estimation
Journal of Statistical Computation and Simulation
2013-06-28Paper
Kendall's \(\mathcal W\) reconsidered
Communications in Statistics. Simulation and Computation
2011-03-31Paper
On testing equality of pairwise rank correlations in a multivariate random vector
Journal of Multivariate Analysis
2010-11-10Paper
A multivariate version of Hoeffding's phi-square
Journal of Multivariate Analysis
2010-11-10Paper
Probability theory and inferential statistics.
Springer-Lehrbuch
2010-10-14Paper
Descriptive statistics and statistics of economics
Springer-Lehrbuch
2009-08-05Paper
A goodness of fit test for copulas based on Rosenblatt's transformation
Computational Statistics and Data Analysis
2009-05-29Paper
Nonparametric estimation of the coefficient of overlapping-theory and empirical application
Computational Statistics and Data Analysis
2008-12-11Paper
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles
Computational Statistics and Data Analysis
2008-11-04Paper
Probability theory and inferential statistics
Springer-Lehrbuch
2008-04-14Paper
Probability theory and inferential statistics
Springer-Lehrbuch
2008-04-14Paper
Nonparametric estimation of the lower tail dependence λLin bivariate copulas
Journal of Applied Statistics
2007-09-11Paper
Multivariate conditional versions of Spearman's rho and related measures of tail dependence
Journal of Multivariate Analysis
2007-07-19Paper
Multivariate extensions of Spearman's rho and related statistics
Statistics & Probability Letters
2007-04-19Paper
Descriptive statistics and statistics of economics
Springer-Lehrbuch
2006-10-19Paper
Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data
Communications in Statistics. Simulation and Computation
2006-01-18Paper
Finanzmarktstatistik2005-12-28Paper
A note on third degree stochastic dominance
OR Spectrum
2005-12-14Paper
Power of tests for stochastic order when observations are paired
AStA. Allgemeines Statistisches Archiv
2005-05-06Paper
The effect of conditional heteroskedasticity on common statistical procedures for means and variances
AStA. Allgemeines Statistisches Archiv
2005-04-22Paper
Descriptive statistics and statistics of economics.
Springer-Lehrbuch
2004-11-04Paper
Probability theory and inferential statistics
Springer-Lehrbuch
2003-11-12Paper
NONPARAMETRIC TWO SAMPLE TESTS BASED ON AREA STATISTICS
Communications in Statistics: Simulation and Computation
2003-08-05Paper
Testing for first order stochastic dominance in either direction
Computational Statistics
2000-03-02Paper
A Kolmogorov-type test for second-order stochastic dominance
Statistics & Probability Letters
1998-03-05Paper
Modifications of the kolmogorov, cramer-von mises, and watson tests for testing uniformity with unknown limits
Communications in Statistics. Simulation and Computation
1997-11-09Paper
A non standard \(\chi^2\)-test of fit for testing uniformity with unknown limits
Statistical Papers
1997-10-26Paper
A distribution free test for the two sample problem for general alternatives
Computational Statistics and Data Analysis
1997-02-27Paper
scientific article; zbMATH DE number 934555 (Why is no real title available?)1996-10-13Paper
An \(L_ 1\)-variant of the Cramér-von Mises test
Statistics & Probability Letters
1996-08-21Paper
Bounding shares and quantiles from grouped data when group means are known
Metron
1996-02-04Paper
A general class of poverty measures
Statistical Papers
1993-10-18Paper
Charting small sample characteristics of asymptotic confidence intervals for the binomial parameterp
Statistical Papers
1990-01-01Paper
Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey)
OR Spektrum
1988-01-01Paper
Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population
Communications in Statistics. Simulation and Computation
1988-01-01Paper
scientific article; zbMATH DE number 4036928 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4032805 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3934203 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 4018124 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3898015 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3894300 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3925989 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3846722 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3750103 (Why is no real title available?)1981-01-01Paper
Über ein Problem der mehrdimensionalen Skalierung
Statistische Hefte
1980-01-01Paper
scientific article; zbMATH DE number 3764967 (Why is no real title available?)1980-01-01Paper
Strong consistency of non-linear least squares estimators in the presence of stochastic regressors
Statistische Hefte
1978-01-01Paper


Research outcomes over time


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