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J. Ziegel

6 papers hereh-index 592 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author5

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • stat.ME4
  • econ.GN1
  • math.ST1
same name
  • J. Ziegel — 42 papers, h 21
  • J. Ziegel — 2 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20172025
most citedDynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)

49 citations · 49 across the 5 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2025

Proper scoring rules for estimation and forecast evaluation

Kartik Waghmare, Johanna Ziegel

Proper scoring rules have been a subject of growing interest in recent years, not only as tools for evaluation of probabilistic forecasts but also as methods for estimating probabi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.