Institute of Mathematical Statistics and Actuarial Science

Preprints

  • S. Arnold, E.-M. Walz, J. Ziegel, T. Gneiting (2023)
    Decompositions of the mean continuous ranked probability score [arXiv]
  • S. Arnold, J. Ziegel (2023)
    Isotonic conditional laws [arXiv]
  • S. Allen, J. Ziegel, D. Ginsbourger (2023)
    Assessing the calibration of multivariate probabilistic forecasts [arXiv]
  • Q. Wang, R. Wang, J. Ziegel (2022)
    E-backtesting [arXiv]
  • T. Dimitriadis, A. Henzi, M. Puke, J. Ziegel (2022)
    A safe Hosmer-Lemeshow test [arXiv]