Institute of Mathematical Statistics and Actuarial Science

Prof. Dr. Ziegel, Johanna

Peer-reviewed journal articles

  • E.-M. Walz, A. Henzi, J. Ziegel, T. Gneiting (2023+)
    Easy uncertainty quantification (EasyUQ): Generating predictive distributions from single-valued model output [Preprint]
    SIAM Review, to appear
  • M. Wüthrich, J. Ziegel (2023+)
    Isotonic recalibration under a low signal-to-noise ratio [link]
    Scandinavian Actuarial Journal, to appear
  • J. Ziegel, D. Ginsbourger, L. Dümbgen (2023+)
    Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures [Preprint]
    Bernoulli, to appear
  • P. Casgrain, M. Larsson, J. Ziegel (2023+)
    Anytime-valid sequential testing for elicitable functionals via supermartingales [Preprint]
    Bernoulli, to appear
  • T. Dimitriadis, T. Fissler, J. Ziegel (2023+)
    Characterizing M-estimators [link]
    Biometrika, asad026
  • S. Allen, D. Ginsbourger and J. Ziegel (2023+)
    Evaluating forecasts for high-impact events using transformed kernel scores [link]
    SIAM/ASA Journal of Uncertainty Quantification, to appear
  • T. Dimitriadis, T. Fissler, J. Ziegel (2023+)
    Osband’s principle for identification functions [link]
    Statistical Papers, to appear
  • S. Allen, J. Bhend, O. Martius, J. Ziegel (2023)
    Weighted verification tools to evaluate univariate and multivariate forecasts for high-impact weather events [link]
    Weather and Forecasting 38, 499-516
  • S. Arnold, A. Henzi and J. F. Ziegel (2023)
    Sequentially valid tests for forecast calibration [link]
    Annals of Applied Statistics 17, 1909-1935
  • A. Henzi, G.-R. Kleger, J. F. Ziegel (2023)
    Distributional (single) index models [link]
    Journal of American Statistical Association 118, 489-503
  • T. Dimitriadis, L. Dümbgen, A. Henzi, M. Puke and J. Ziegel (2023+)
    Honest calibration assessment for binary outcome predictions [link]
    Biometrika, asac068
  • 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
  • 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