Concepedia

Rafael Schmidt

RS

10

Publications

1.3K

Citations

10

H-Index

2002

Active since

Affiliations

University of Cologne(Current)

Cologne Institute for Economic Research

Universität Ulm

London School of Economics and Political Science

Helmholtz-Institute Ulm

Rafael Schmidt is an author at University of Cologne specializing in statistics, statistical inference, and multivariate analysis.

Top concepts

StatisticsStatistical InferenceMultivariate AnalysisBusinessEconomicsEngineeringProbabilityEconometricsEconomic AnalysisCopulas

Publications per year

2002–2023

10

Publications

10

Non‐parametric Estimation of Tail Dependence

Rafael Schmidt, Ulrich Stadtmüller · Scandinavian Journal of Statistics · 2005 · 337 citations

Tail Dependence, Financial Risk Management, Extremal Dependencies +21

Estimating the tail-dependence coefficient: Properties and pitfalls

Gabriel Frahm, Markus Junker, Rafael Schmidt · Insurance Mathematics and Economics · 2005 · 323 citations

Econometric Model, Economics, Tail-dependence Coefficient +7

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

Tail dependence for elliptically contoured distributions

Rafael Schmidt · Mathematical Methods of Operations Research · 2002 · 157 citations

Tail Dependence, Density Estimation, Engineering +4

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

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