Institute of Mathematical Statistics and Actuarial Science


  • S. Allen, J. Bhend, O. Martius, J. Ziegel (2022)
    Weighted verification tools to evaluate univariate and multivariate forecasts for high-impact weather events [arXiv]
  • Q. Wang, R. Wang, J. Ziegel (2022)
    E-backtesting [arXiv]
  • T. Dimitriadis, T. Fissler, J. Ziegel (2022)
    Characterizing M-estimators [arXiv]
  • T. Dimitriadis, T. Fissler, J. Ziegel (2022)
    Osband’s principle for identification functions [arXiv]
  • J. Ziegel, D. Ginsbourger, L. Dümbgen (2022)
    Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures [arXiv]
  • P. Casgrain, M. Larsson, J. Ziegel (2022)
    Anytime-valid sequential testing for elicitable functionals via supermartingales [arXiv]
  • S. Allen, D. Ginsbourger and J. Ziegel (2022)
    Evaluating forecasts for high-impact events using transformed kernel scores [arXiv]
  • T. Dimitriadis, T. Fissler, J. F. Ziegel (2020)
    The efficiency gap [arXiv]