2 citations · 4 across the 5 of their papers we have counts for
10 papers
Weighted verification tools to evaluate univariate and multivariate forecasts for high-impact weather events
Sam Allen, Jonas Bhend, Olivia Martius +1
To mitigate the impacts associated with adverse weather conditions, meteorological services issue weather warnings to the general public. These warnings rely heavily on forecasts i…
Isotonic regression for functionals of elicitation complexity greater than one
Anja Mühlemann, Johanna F. Ziegel
We study the non-parametric isotonic regression problem for bivariate elicitable functionals that are given as an elicitable univariate functional and its Bayes risk. Prominent exa…
Optimal solutions to the isotonic regression problem
Alexander I. Jordan, Anja Mühlemann, Johanna F. Ziegel
In general, the solution to a regression problem is the minimizer of a given loss criterion, and depends on the specified loss function. The nonparametric isotonic regression probl…
Supplement to "Erratum: Higher Order Elicitability and Osband's Principle"
Tobias Fissler, Johanna F. Ziegel
This note corrects conditions in Proposition 3.4 and Theorem 5.2(ii) and comments on imprecisions in Propositions 4.2 and 4.4 in Fissler and Ziegel (2016).
Local Estimation of a Multivariate Density and its Derivatives
Christof Strähl, Johanna F. Ziegel, Lutz Duembgen
We analyze four different approaches to estimate a multivariate probability density (or the log-density) and its first and second order derivatives. Two methods, local log-likeliho…
Generic Conditions for Forecast Dominance
Fabian Krüger, Johanna F. Ziegel
Recent studies have analyzed whether one forecast method dominates another under a class of consistent scoring functions. While the existing literature focuses on empirical tests o…