Friedrich Schmid

Nonparametric estimation of the coefficient of overlapping—theory and empirical application

Friedrich Schmid, A. Schmidt · Computational Statistics & Data Analysis · 2005 · 181 citations

Engineering, Estimation Statistic, Econometrics +6

Multivariate extensions of Spearman's rho and related statistics

Friedrich Schmid, Rafael Schmidt · Statistics & Probability Letters · 2006 · 176 citations

Multivariate Extensions, Statistical Inference, Statistical Science +3

A goodness of fit test for copulas based on Rosenblatt's transformation

Jadran Dobrić, Friedrich Schmid · Computational Statistics & Data Analysis · 2006 · 130 citations

Fit Test, Business, Biostatistics +6

Multivariate conditional versions of Spearman's rho and related measures of tail dependence

Friedrich Schmid, Rafael Schmidt · Journal of Multivariate Analysis · 2006 · 108 citations

Tail Dependence, Engineering, Statistical Inference +6

Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence

Friedrich Schmid, Rafael Schmidt · Metrika · 2006 · 61 citations

Tail Dependence, Multivariate Versions, Applied Econometrics +7