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108 Publications visible to you, out of a total of 108

Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States

Computational Statistics

Abstract

Not specified

Authors: Evan L. Ray, Logan C. Brooks, Jacob Bien, Matthew Biggerstaff, Nikos I. Bosse, Johannes Bracher, Estee Y. Cramer, Sebastian Funk, Aaron Gerding, Michael A. Johansson, Aaron Rumack, Yijin Wang, Martha Zorn, Ryan J. Tibshirani, Nicholas G. Reich

Date Published: 1st Jul 2023

Publication Type: Journal

DOI: 10.1016/j.ijforecast.2022.06.005

Citation: International Journal of Forecasting, 39(3):1366–1383

Created: 10th Aug 2023 at 11:54, Last updated: 8th Mar 2024 at 15:38

From classification accuracy to proper scoring rules: Elicitability of probabilistic top list predictions

Computational Statistics

Abstract

Not specified

Author: Johannes Resin

Date Published: 31st May 2023

Publication Type: Journal

Citation: Journal of Machine Learning Research, 24(173):1–21

Created: 1st Jun 2023 at 08:40, Last updated: 8th Mar 2024 at 13:16

A simple algorithm for exact multinomial tests

Computational Statistics

Abstract

Not specified

Author: Johannes Resin

Date Published: 1st May 2023

Publication Type: Journal

DOI: 10.1080/10618600.2022.2102026

Citation: Journal of Computational and Graphical Statistics, 32(2):539–550

Created: 3rd Aug 2022 at 13:19, Last updated: 8th Mar 2024 at 15:39

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

Convergence of forecast distributions in a 100,000‐member idealised convective‐scale ensemble

Computational Statistics

Abstract

Not specified

Authors: Kirsten I. Tempest, George C. Craig, Jonas R. Brehmer

Date Published: 22nd Mar 2023

Publication Type: Journal

DOI: 10.1002/qj.4410

Citation: Quarterly Journal of the Royal Meteorological Society, 149(752):677–702

Created: 26th Jan 2023 at 18:04, Last updated: 8th Mar 2024 at 15:41

Model diagnostics and forecast evaluation for quantiles

Computational Statistics

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Abstract

Not specified

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

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