Institute of Mathematical Statistics and Actuarial Science

Preprints

  • P. Casgrain, M. Larsson, J. Ziegel (2022)
    Anytime-valid sequential testing for elicitable functionals via supermartingales [arXiv]
  • T. Dimitriadis, L. Dümbgen, A. Henzi, M. Puke and J. Ziegel (2022)
    Honest calibration assessment for binary outcome predictions [arXiv]
  • S. Allen, D. Ginsbourger and J. Ziegel (2022)
    Evaluating forecasts for high-impact events using transformed kernel scores [arXiv]
  • S. Arnold, A. Henzi and J. F. Ziegel (2021)
    Sequentially valid tests for forecast calibration [arXiv]
  • A. Mühlemann and J. F. Ziegel (2021)
    Isotonic regression for functionals of elicitation complexity greater than one [arXiv]
  • T. Dimitriadis, T. Fissler, J. F. Ziegel (2020)
    The efficiency gap [arXiv]
  • C. Strähl, J. F. Ziegel, L. Dümbgen (2018)
    Local estimation of a multivariate density and its derivatives [arXiv]