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114 Publications visible to you, out of a total of 114

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

Probabilistic solar forecasting: Benchmarks, post-processing, verification

Computational Statistics

Abstract

Not specified

Authors: Tilmann Gneiting, Sebastian Lerch, Benedikt Schulz

Date Published: 1st Mar 2023

Publication Type: Journal

DOI: 10.1016/j.solener.2022.12.054

Citation: Solar Energy, 252:72–80

Created: 2nd Feb 2023 at 11:30, Last updated: 8th Mar 2024 at 13:53

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