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

Predictive inference based on Markov chain Monte Carlo output

Computational Statistics

Abstract

Not specified

Authors: Fabian Krüger, Sebastian Lerch, Thordis Thorarinsdottir, Tilmann Gneiting

Date Published: 2021

Publication Type: Journal

DOI: 10.1111/insr.12405

Citation: International Statistical Review, 89(2):274–301

Created: 13th Dec 2021 at 13:55, Last updated: 8th Mar 2024 at 14:01

Properization: Constructing proper scoring rules via Bayes acts

Computational Statistics

Abstract

Not specified

Authors: Jonas R. Brehmer, Tilmann Gneiting

Date Published: 2020

Publication Type: Journal

DOI: 10.1007/s10463-019-00705-7

Citation: Annals of the Institute of Statistical Mathematics, 72:659–673

Created: 9th Feb 2020 at 13:51, Last updated: 8th Mar 2024 at 14:01

Theory and methodology of scoring functions: Tail properties, interval forecasts, and point processes

Computational Statistics

Abstract

Not specified

Author: Jonas R. Brehmer

Date Published: 2020

Publication Type: Doctoral Thesis

Citation: PhD Thesis, School of Business Informatics and Mathematics, University of Mannheim

Created: 24th Nov 2021 at 10:56, Last updated: 10th May 2024 at 13:02

Robust forecast evaluation of expected shortfall

Computational Statistics

Abstract

Not specified

Authors: Johanna F Ziegel, Fabian Krüger, Alexander Jordan, Fernando Fasciati

Date Published: 2020

Publication Type: Journal

DOI: 10.1093/jjfinec/nby035

Citation: Journal of Financial Econometrics,18(1):95–120

Created: 13th Dec 2021 at 11:06, Last updated: 10th May 2024 at 12:21

Skill of global raw and postprocessed ensemble predictions of rainfall in the tropics

Computational Statistics

Abstract

Not specified

Authors: Peter Vogel, Peter Knippertz, Andreas H. Fink, Andreas Schlueter, Tilmann Gneiting

Date Published: 2020

Publication Type: Journal

DOI: 10.1175/WAF-D-20-0082.1

Citation: Weather and Forecasting, 35(6):2367–2385

Created: 13th Dec 2021 at 14:23, Last updated: 8th Mar 2024 at 14:02

Multi-model combination and seamless prediction

Computational Statistics

Abstract

Not specified

Author: Stephan Hemri

Date Published: 2019

Publication Type: InCollection

DOI: 10.1007/978-3-642-39925-1_19

Citation: In Handbook of Hydrometeorological Ensemble Forecasting, Eds: Duan Q, Pappenberger F, Thielen J, Wood A, Cloke HL, Schaake JC, Springer-Verlag, pp. 285–307

Created: 7th Sep 2019 at 05:34, Last updated: 10th May 2024 at 12:26

Grid- versus station-based postprocessing of ensemble temperature forecasts

Computational Statistics

Abstract

Not specified

Authors: Kira Feldmann, David S. Richardson, Tilmann Gneiting

Date Published: 2019

Publication Type: Journal

DOI: 10.1029/2019GL083189

Citation: Geophysical Research Letters, 46(13):7744–7751

Created: 9th Feb 2020 at 13:51, Last updated: 8th Mar 2024 at 14:02

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