2 citations · 4 across the 7 of their papers we have counts for
8 papers · 1 filter
Survival Isotonic Distributional Regression
Martin Bladt, Alexander Henzi, Bram van den Heuvel +1
We introduce Survival-IDR (S-IDR), a nonparametric estimator of conditional survival distributions under order restrictions, extending Isotonic Distributional Regression (IDR; Henz…
T-calibration in semi-parametric models
Anja Mühlemann, Johanna Ziegel
This note relates the calibration of models to the consistent loss functions for the target functional of the model. We demonstrate that a model is calibrated if and only if there…
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…
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).