Friedrich Schmid

Available identifiers

zbMath Open schmid.friedrichWikidataQ102110481 ScholiaQ102110481MaRDI QIDQ604370

List of research outcomes

Publication	Date of Publication	Type
Nonparametric estimation of copula-based measures of multivariate association from contingency tables	2020-03-09	Paper
Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence	2015-10-14	Paper
Dependence of Stock Returns in Bull and Bear Markets	2014-05-21	Paper
Measuring large comovements in financial markets	2014-01-24	Paper
Mutual information as a measure of multivariate association: analytical properties and statistical estimation	2013-06-28	Paper
Kendall's 𝒲 Reconsidered	2011-03-31	Paper
A multivariate version of Hoeffding's phi-square	2010-11-10	Paper
On testing equality of pairwise rank correlations in a multivariate random vector	2010-11-10	Paper
Probability theory and inferential statistics.	2010-10-14	Paper
Descriptive statistics and statistics of economics	2009-08-05	Paper
A goodness of fit test for copulas based on Rosenblatt's transformation	2009-05-29	Paper
Nonparametric estimation of the coefficient of overlapping-theory and empirical application	2008-12-11	Paper
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles	2008-11-04	Paper
Probability theory and inferential statistics	2008-04-14	Paper
Probability theory and inferential statistics	2008-04-14	Paper
Nonparametric estimation of the lower tail dependence λLin bivariate copulas	2007-09-11	Paper
Multivariate conditional versions of Spearman's rho and related measures of tail dependence	2007-07-19	Paper
Multivariate extensions of Spearman's rho and related statistics	2007-04-19	Paper
Descriptive statistics and statistics of economics	2006-10-19	Paper
Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data	2006-01-18	Paper
Finanzmarktstatistik	2005-12-28	Paper
A note on third degree stochastic dominance	2005-12-14	Paper
Power of tests for stochastic order when observations are paired	2005-05-06	Paper
The effect of conditional heteroskedasticity on common statistical procedures for means and variances	2005-04-22	Paper
Descriptive statistics and statistics of economics.	2004-11-04	Paper
Probability theory and inferential statistics	2003-11-12	Paper
NONPARAMETRIC TWO SAMPLE TESTS BASED ON AREA STATISTICS	2003-08-05	Paper
Testing for first order stochastic dominance in either direction	2000-03-02	Paper
A Kolmogorov-type test for second-order stochastic dominance	1998-03-05	Paper
Modifications of the kolmogorov, cramer-von mises, and watson tests for testing uniformity with unknown limits	1997-11-09	Paper
A non standard \(\chi^2\)-test of fit for testing uniformity with unknown limits	1997-10-26	Paper
A distribution free test for the two sample problem for general alternatives	1997-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4895255	1996-10-13	Paper
An \(L_ 1\)-variant of the Cramér-von Mises test	1996-08-21	Paper
Bounding shares and quantiles from grouped data when group means are known	1996-02-04	Paper
A general class of poverty measures	1993-10-18	Paper
Charting small sample characteristics of asymptotic confidence intervals for the binomial parameterp	1990-01-01	Paper
Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey)	1988-01-01	Paper
Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3776388	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3030014	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3706323	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3773069	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3676965	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5186580	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3700604	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3316436	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3935309	1981-01-01	Paper
Über ein Problem der mehrdimensionalen Skalierung	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3946985	1980-01-01	Paper
Strong consistency of non-linear least squares estimators in the presence of stochastic regressors	1978-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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