Institute of Mathematical Statistics and Actuarial Science

Prof. Dr. Ziegel, Johanna

Peer-reviewed journal articles

T. Dimitriadis, L. Dümbgen, A. Henzi, M. Puke and J. Ziegel (2022+)
Honest calibration assessment for binary outcome predictions [arXiv Preprint]
Biometrika, to appear
S. Arnold, A. Henzi and J. F. Ziegel (2022+)
Sequentially valid tests for forecast calibration [arXiv Preprint]
Annals of Applied Statistics, to appear
A. Mühlemann and J. F. Ziegel (2022)
Isotonic regression for functionals of elicitation complexity greater than one [link]
Electronic Journal of Statistics 16, 3836-3860
A. Henzi and J. F. Ziegel (2022)
Valid sequential inference on probability forecast performance [link]
Biometrika 109, 647–663
A. I. Jordan, A. Mühlemann, J. F. Ziegel (2022)
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals [link]
Annals of the Institute of Statistical Mathematics 74, 489-514
A. Henzi, G.-R. Kleger, J. F. Ziegel (2022+)
Distributional (single) index models [link]
Journal of American Statistical Association, to appear
T. Fissler and J. F. Ziegel (2021)
Elicitability of Range Value at Risk [link]
Statistics & Risk Modeling 38, 25-46
A. Henzi, J. F. Ziegel, T. Gneiting (2021)
Isotonic distributional regression [link]
Journal of the Royal Statistical Society: Series B 83, 963-993
R. Wang and J. F. Ziegel (2021)
Scenario-based risk evaluation [link]
Finance and Stochastics 25, 725-756
M. Hofert and J. F. Ziegel (2021)
Matrix-tilted Archimedean copulas [link]
Risks 9(4), 68
A. Henzi, G.-R. Kleger, Matthias P. Hilty and P. D. Wendel Garcia on behalf of RISC-19-ICU Investigators for Switzerland, J. F. Ziegel (2021)
Probabilistic analysis of COVID-19 patients' individual length of stay in Swiss intensive care units [link]
PLOS ONE 16(2), e0247265
K. Whan, J. Zscheischler, A. I. Jordan, J. F. Ziegel (2021)
Multivariate ensemble post-processing to improve the dependence structure in medium-range forecasts [link]
Weather and Climate Extremes 32, 100310
F. Krüger and J. F. Ziegel (2021)
Generic conditions for forecast dominance [link]
Journal of Business & Economic Statistics 39, 972–983
I. Steinwart and J. F. Ziegel (2021)
Strictly proper kernel scores and characteristic kernels on compact spaces [link]
Applied and Computational Harmonic Analysis 51, 510-542
S. Arnold, I. Molchanov, J. F. Ziegel (2020)
Bivariate distributions with ordered marginals [link]
Journal of Multivariate Analysis 177, 104585
J. F. Ziegel, F. Krüger, A. Jordan, F. Fasciati (2020)
Robust Forecast Evaluation of Expected Shortfall [link]
Journal of Financial Econometrics 18, 95-120
N. Y. Larsen, J. F. Ziegel, J. R. Nyengaard and E. B. Vedel Jensen (2019)
Stereological estimation of particle shape from vertical sections [link]
Journal of Microscopy 275, 183-194
T. Fissler and J. F. Ziegel (2019)
Order-Sensitivity and Equivariance of Scoring Functions [link]
Electronic Journal of Statistics 13, 1166-1211
A. Patton, J. F. Ziegel, R. Chen (2019)
Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) [link]
Journal of Econometrics 211, 388-413
N. Nolde and J. F. Ziegel (2017)
Elicitability and backtesting: Perspectives for banking regulation [link]
Annals of Applied Statistics 11, 1833-1874, discussion paper
Rejoinder [link], Annals of Applied Statistics 11, 1901-1911
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
Erratum (2019) available at [arXiv preprint]
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