Publications

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110 Publications visible to you, out of a total of 110

Facets of forecast evaluation

Computational Statistics

Abstract

Not specified

Author: Alexander Jordan

Date Published: 2016

Publication Type: Doctoral Thesis

DOI: 10.5445/IR/1000063629

Citation: PhD Thesis, Faculty of Mathematics, Karlsruhe Institute of Technology

Created: 7th Sep 2019 at 07:51, Last updated: 10th May 2024 at 13:06

Disagreement versus uncertainty: Evidence from distribution forecasts

Computational Statistics

Abstract

Not specified

Authors: F. Krüger, I. Nolte

Date Published: 2016

Publication Type: Journal

DOI: 10.1016/j.jbankfin.2015.05.007

Citation: Journal of Banking & Finance, 72:S172–S186

Created: 7th Sep 2019 at 07:51, Last updated: 10th May 2024 at 12:51

Probabilistic forecasting and comparative model assessment, with focus on extreme events

Computational Statistics

Abstract

Not specified

Author: Sebastian Lerch

Date Published: 2016

Publication Type: Doctoral Thesis

DOI: 10.5445/IR/1000055628

Citation: PhD Thesis, Faculty of Mathematics, Karlsruhe Institute of Technology

Created: 7th Sep 2019 at 07:51, Last updated: 10th May 2024 at 13:07

Computational Statistics

Abstract

Not specified

Author: R. Schefzik

Date Published: 2016

Publication Type: Journal

DOI: 10.1175/MWR-D-15-0227.1

Citation: Monthly Weather Review, 144(5):1909–1921

Created: 7th Sep 2019 at 07:51, Last updated: 10th May 2024 at 12:51

Combining parametric low‐dimensional ensemble postprocessing with reordering methods

Computational Statistics

Abstract

Not specified

Author: R. Schefzik

Date Published: 2016

Publication Type: Journal

DOI: 10.1002/qj.2839

Citation: Quarterly Journal of the Royal Meteorological Society, 142(699):2463–2477

Created: 7th Sep 2019 at 07:51, Last updated: 10th May 2024 at 12:52

Expected shortfall is jointly elicitable with value-at-risk: Implications for backtesting

Computational Statistics

Abstract

Not specified

Authors: T. Fissler, J. F. Ziegel, T. Gneiting

Date Published: 2016

Publication Type: Journal

Citation: Risk Magazine, January:58–61

Created: 7th Sep 2019 at 07:53, Last updated: 8th Mar 2024 at 14:06

Log‐normal distribution based ensemble model output statistics models for probabilistic wind‐speed forecasting

Computational Statistics

Abstract

Not specified

Authors: S. Baran, S. Lerch

Date Published: 2015

Publication Type: Journal

DOI: 10.1002/qj.2521

Citation: Quarterly Journal of the Royal Meteorological Society, 141(691):2289–2299

Created: 7th Sep 2019 at 05:34, Last updated: 10th May 2024 at 12:53

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