48 citations · 50 across the 2 of their papers we have counts for
2 papers
math.ST2019★ 2 cited
Asymptotic confidence sets for the jump curve in bivariate regression problems
Viktor Bengs, Matthias Eulert, Hajo Holzmann
We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided ker…
stat.AP2014★ 48 cited
The role of the information set for forecasting - with applications to risk management
Hajo Holzmann, Matthias Eulert
Predictions are issued on the basis of certain information. If the forecasting mechanisms are correctly specified, a larger amount of available information should lead to better fo…