Publications

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7 Publications visible to you, out of a total of 7

Evaluating probabilistic classifiers: The triptych

Computational Statistics

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Abstract

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Authors: Timo Dimitriadis, Tilmann Gneiting, Alexander I. Jordan, Peter Vogel

Date Published: 31st May 2024

Publication Type: Journal

DOI: 10.1016/j.ijforecast.2023.09.007

Citation: International Journal of Forecasting, 40(3):1101–1122

Created: 7th Nov 2023 at 10:26, Last updated: 31st May 2024 at 09:05

Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary

Computational Statistics

Abstract

Not specified

Authors: Timo Dimitriadis, Xiaochun Liu, Julie Schnaitmann

Date Published: 1st Apr 2023

Publication Type: Journal

DOI: 10.1093/jjfinec/nbab004

Citation: Journal of Financial Econometrics, 21(2):412–444

Created: 10th Dec 2021 at 13:51, Last updated: 8th Mar 2024 at 15:40

On testing equal conditional predictive ability under measurement error

Computational Statistics

Abstract

Not specified

Authors: Yannick Hoga, Timo Dimitriadis

Date Published: 1st Apr 2023

Publication Type: Journal

DOI: 10.1080/07350015.2021.2021923

Citation: Journal of Business & Economic Statistics, 41(2):364–376

Created: 1st Feb 2022 at 10:35, Last updated: 8th Mar 2024 at 15:40

Model diagnostics and forecast evaluation for quantiles

Computational Statistics

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Abstract

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Authors: Tilmann Gneiting, Daniel Wolffram, Johannes Resin, Kristof Kraus, Johannes Bracher, Timo Dimitriadis, Veit Hagenmeyer, Alexander I. Jordan, Sebastian Lerch, Kaleb Phipps, Melanie Schienle

Date Published: 10th Mar 2023

Publication Type: Journal

DOI: 10.1146/annurev-statistics-032921-020240

Citation: Annual Review of Statistics and Its Application, 10:597–621

Created: 4th Nov 2022 at 10:40, Last updated: 8th Mar 2024 at 13:52

Regression-based expected shortfall backtesting

Computational Statistics

Abstract

Not specified

Authors: Sebastian Bayer, Timo Dimitriadis

Date Published: 1st Jun 2022

Publication Type: Journal

DOI: 10.1093/jjfinec/nbaa013

Citation: Journal of Financial Econometrics, 20(3):437–471

Created: 13th Dec 2021 at 12:11, Last updated: 10th May 2024 at 12:14

Forecast encompassing tests for the expected shortfall

Computational Statistics

Abstract

Not specified

Authors: Timo Dimitriadis, Julie Schnaitmann

Date Published: 1st Apr 2021

Publication Type: Journal

DOI: 10.1016/j.ijforecast.2020.07.008

Citation: International Journal of Forecasting, 37(2):604–621

Created: 10th Dec 2021 at 12:08, Last updated: 10th May 2024 at 12:20

Stable reliability diagrams for probabilistic classifiers

Computational Statistics

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Abstract

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Authors: Timo Dimitriadis, Tilmann Gneiting, Alexander I. Jordan

Date Published: 17th Feb 2021

Publication Type: Journal

DOI: 10.1073/pnas.2016191118

Citation: Proceedings of the National Academy of Sciences, 118(8):e2016191118

Created: 10th Dec 2021 at 12:10, Last updated: 8th Mar 2024 at 13:59

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