10 citations · 21 across the 11 of their papers we have counts for
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stat.ME2021
Using Proxies to Improve Forecast Evaluation
Hajo Holzmann, Bernhard Klar
Comparative evaluation of forecasts of statistical functionals relies on comparing averaged losses of competing forecasts after the realization of the quantity , on which the fu…
math.ST2021
Stochastic orders and measures of skewness and dispersion based on expectiles
Andreas Eberl, Bernhard Klar
Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite pro…
math.ST2021
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
Bruno Ebner, Lena Eid, Bernhard Klar
We introduce a new characterization of the Cauchy distribution and propose a class of goodness-of-fit tests to the Cauchy family. The limit distribution is derived in a Hilbert spa…