Institute of Mathematical Statistics and Actuarial Science

Preprints

  • 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 (2020)
    Probabilistic analysis of COVID-19 patients' individual length of stay in Swiss intensive care units [medrXiv]
  • A. Henzi, G.-R. Kleger, J. F. Ziegel (2020)
    Distributional (single) index models [arXiv]
  • K. Whan, J. Zscheischler, A. I. Jordan, J. F. Ziegel (2020)
    Multivariate ensemble post-processing to improve the dependence structure in medium-range forecasts.
  • A. Henzi, J. F. Ziegel, T. Gneiting (2019)
    Isotonic distributional regression [arXiv]
  • A. I. Jordan, A. Mühlemann, J. F. Ziegel (2019)
    Optimal solutions to the isotonic regression problem [arXiv]
  • T. Fissler and J. F. Ziegel (2019)
    Elicitability of Range Value at Risk [arXiv]
  • C. Strähl, J. F. Ziegel, L. Dümbgen (2018)
    Local estimation of a multivariate density and its derivatives [arXiv]
  • R. Wang and J. F. Ziegel (2018)
    Scenario-based risk evaluation [arXiv]