2 citations · 5 across the 3 of their papers we have counts for
6 papers
Betting on Bets: Anytime-Valid Tests for Stochastic Dominance
Sebastian Arnold, Yo Joong Choe, Marco Scarsini +1
How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests…
Sequential model confidence sets
Sebastian Arnold, Georgios Gavrilopoulos, Benedikt Schulz +1
In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (201…
Decompositions of the mean continuous ranked probability score
Sebastian Arnold, Eva-Maria Walz, Johanna Ziegel +1
The continuous ranked probability score (crps) is the most commonly used scoring rule in the evaluation of probabilistic forecasts for real-valued outcomes. To assess and rank fore…
Isotonic conditional laws
Sebastian Arnold, Johanna Ziegel
We introduce isotonic conditional laws (ICL) which extend the classical notion of conditional laws by the additional requirement that there exists an isotonic relationship between…
Sequentially valid tests for forecast calibration
Sebastian Arnold, Alexander Henzi, Johanna F. Ziegel
Forecasting and forecast evaluation are inherently sequential tasks. Predictions are often issued on a regular basis, such as every hour, day, or month, and their quality is monito…
Bivariate distributions with ordered marginals
Sebastian Arnold, Ilya Molchanov, Johanna F. Ziegel
This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are c…