462 citations · 706 across the 37 of their papers we have counts for
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stat.ME2021★ 2 cited
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…
math.ST2021
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…
stat.ME2021
Valid sequential inference on probability forecast performance
Alexander Henzi, Johanna F. Ziegel
Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical s…