Tail dependence for elliptically contoured distributions

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Schmidt, Rafael. “Tail Dependence for Elliptically Contoured Distributions”. Mathematical Methods of Operations Research, vol. 55, no. 2, 2002, pp. 301-27, https://doi.org/10.1007/s001860200191.
Schmidt, R. (2002). Tail dependence for elliptically contoured distributions. Mathematical Methods of Operations Research, 55(2), 301-327. https://doi.org/10.1007/s001860200191
Schmidt, Rafael. “Tail Dependence for Elliptically Contoured Distributions”. Mathematical Methods of Operations Research 55, no. 2 (2002): 301-27. https://doi.org/10.1007/s001860200191.
Schmidt R. Tail dependence for elliptically contoured distributions. Mathematical Methods of Operations Research. 2002;55(2):301-27.
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Citations Analysis
Category Category Repetition
Science: Mathematics61
Science: Mathematics: Probabilities. Mathematical statistics54
Social Sciences: Commerce: Business25
Social Sciences: Economic theory. Demography: Economics as a science25
Social Sciences: Statistics20
Social Sciences: Finance15
Social Sciences: Commerce: Business: Accounting. Bookkeeping7
Science: Mathematics: Instruments and machines: Electronic computers. Computer science6
Technology: Engineering (General). Civil engineering (General)5
Technology: Environmental technology. Sanitary engineering5
Science: Biology (General): Ecology5
Technology: Hydraulic engineering: River, lake, and water-supply engineering (General)4
Geography. Anthropology. Recreation: Environmental sciences3
Science: Geology2
Technology: Manufactures: Production management. Operations management2
Technology: Mechanical engineering and machinery2
Agriculture: Agriculture (General)1
Agriculture: Plant culture1
Agriculture1
Science: Science (General)1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
The category Science: Mathematics 61 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Tail Conditional Expectations for Elliptical Distributions and was published in 2003. The most recent citation comes from a 2022 study titled Consequences of Ignoring Dependent Error Components and Heterogeneity in a Stochastic Frontier Model: An Application to Rice Producers in Northern Thailand. This article reached its peak citation in 2006, with 9 citations. It has been cited in 43 different journals, 11% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 12 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year