Institute of Mathematical Statistics and Actuarial Science

Peer-reviewed publications

  • N. Nolde and J. F. Ziegel (2017)
    Elicitability and backtesting: Perspectives for banking regulation [arXiv]
    Annals of Applied Statistics, to appear with discussion.
  • C. Strähl und J. F. Ziegel (2017)
    Cross-calibration of probabilistic forecasts [link]
    Electronic Journal of Statistics 11, 608-639
  • M. Trübner and J. F. Ziegel (2017)
    Derivatives of isotropic positive definite functions on spheres [link]
    Proceedings of the American Mathematical Society 145, 3017-3031
  • T. Fissler and J. F. Ziegel (2016)
    Higher order elicitability and Osband's principle [link]
    Annals of Statistics 44, 1680–1707
  • A. H. Rafati, J. F. Ziegel, J. R. Nyengaard and E. B. Vedel Jensen (2016)
    Stereological estimation of particle shape and orientation from volume tensors [link]
    Journal of Microscopy 263, 229–237
  • T. Fissler, J. F. Ziegel and T. Gneiting (2016)
    Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting [arXiv]
    Risk Magazine, January 2016
  • F. Delbaen, F. Bellini, V. Bignozzi and J. F. Ziegel (2016)
    Risk Measures with the CxLS property [link]
    Finance and Stochastics 20, 433-453
  • J. F. Ziegel (2016)
    Coherence and elicitability [link]
    Mathematical Finance 26, 901-918
  • R. Wang and J. F. Ziegel (2015)
    Elicitable distortion risk measures: a concise proof. [link]
    Statistics and Probability Letters 100, 172-175
  • J. F. Ziegel, J. R. Nyengaard and E.B. Vedel Jensen (2015)
    Estimating particle shape and orientation using volume tensors [link]
    Scandinavian Journal of Statistics 43, 813-831
  • J. F. Ziegel and T. Gneiting (2014)
    Copula calibration [link]
    Electronic Journal of Statistics 8, 2619-2638, 2014.
  • M. Podolskij, C. Schmidt, and J. F. Ziegel (2014)
    Limit theorems for non-degenerate {U}-statistics of continuous semimartingales [link]
    Annals of Applied Probability 24, 2491-2526
  • E. B. Vedel Jensen and J. F. Ziegel (2014)
    Local stereology of tensors of convex bodies [link]
    Methodology & Computing in Applied Probability 16, 263-282
    Special Issue: S4G Stochastic Geometry, Stereology and Spatial Statistics
  • J. Ziegel (2014)
    Convolution roots and differentiability of isotropic positive definite functions on spheres [link]
    Proceedings of the American Mathematical Society 142, 2053-2077
  • J. Auneau-Cognacq, J. Ziegel, and E. B. Vedel Jensen (2013)
    Rotational integral geometry of tensor valuations [link]
    Advances in Applied Mathematics 50, 429-444
  • J. Ziegel (2013)
    Stereological modelling of random particles [link]
    Communications in Statistics - Theory and Methods 42, 1428-1442
    Special Issue: European Young Statisticians
  • P. Hall and J. Ziegel (2011)
    Distribution estimators and confidence intervals for stereological volumes [link]
    Biometrika 98, 417-431
  • C. Genest, J. Nešlehovà, and J. Ziegel (2011)
    Inference in multivariate Archimedean copula models [link]
    Test 20, 223-256
    Invited paper with discussion
  • J. Ziegel, E. B. Vedel Jensen, and K.-A. Dorph-Petersen (2011)
    Variance estimation for generalized Cavalieri estimators [link]
    Biometrika 98, 187-198
  • J. Ziegel and M. Kiderlen (2010)
    Stereological estimation of surface area from digital images [link]
    Image Analysis and Stereology 29, 99-110
  • J. Ziegel, A. Baddeley, K.-A. Dorph-Petersen, and E. B. Vedel Jensen (2010)
    Systematic sampling with errors in sample locations [link]
    Biometrika 97, 1-13
  • J. Ziegel and M. Kiderlen (2010)
    Estimation of surface area and surface area measure of three-dimensional sets from digitizations [link]
    Image and Vision Computing 28, 64-77