| Publication | Date of Publication | Type |
|---|
Characterizing \(M\)-estimators
Biometrika | 2024-11-13 | Paper |
Generic Conditions for Forecast Dominance
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Estimating several survival functions under uniform stochastic ordering
Statistics & Probability Letters | 2024-05-17 | Paper |
Isotonic recalibration under a low signal-to-noise ratio
Scandinavian Actuarial Journal | 2024-04-10 | Paper |
Sequential testing for elicitable functionals via supermartingales
Bernoulli | 2024-03-26 | Paper |
Sequential testing for elicitable functionals via supermartingales
Bernoulli | 2024-03-26 | Paper |
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
Bernoulli | 2024-03-26 | Paper |
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
Bernoulli | 2024-03-26 | Paper |
Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output
SIAM Review | 2024-02-15 | Paper |
Honest calibration assessment for binary outcome predictions
Biometrika | 2024-02-09 | Paper |
Sequentially valid tests for forecast calibration
The Annals of Applied Statistics | 2024-01-16 | Paper |
Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores
SIAM/ASA Journal on Uncertainty Quantification | 2023-11-30 | Paper |
Distributional (Single) Index Models
Journal of the American Statistical Association | 2023-07-03 | Paper |
Correction to: ‘Valid sequential inference on probability forecast performance’
Biometrika | 2023-01-04 | Paper |
Valid sequential inference on probability forecast performance
Biometrika | 2022-09-08 | Paper |
| Osband's Principle for Identification Functions | 2022-08-16 | Paper |
Isotonic regression for elicitable functionals and their Bayes risk
Electronic Journal of Statistics | 2022-08-04 | Paper |
Isotonic Distributional Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
Annals of the Institute of Statistical Mathematics | 2022-05-09 | Paper |
Honest calibration assessment for binary outcome predictions
Biometrika | 2022-03-08 | Paper |
On the elicitability of range value at risk
Statistics & Risk Modeling | 2022-01-10 | Paper |
Scenario-based risk evaluation
Finance and Stochastics | 2021-11-02 | Paper |
| Isotonic regression for functionals of elicitation complexity greater than one | 2021-06-29 | Paper |
Strictly proper kernel scores and characteristic kernels on compact spaces
Applied and Computational Harmonic Analysis | 2021-03-26 | Paper |
Correction to: ``Higher order elicitability and Osband's principle
The Annals of Statistics | 2021-03-11 | Paper |
Correction to: ``Higher order elicitability and Osband's principle
The Annals of Statistics | 2021-03-11 | Paper |
Bivariate distributions with ordered marginals
Journal of Multivariate Analysis | 2020-03-20 | Paper |
Dynamic semiparametric models for expected shortfall (and value-at-risk)
Journal of Econometrics | 2019-07-01 | Paper |
Order-sensitivity and equivariance of scoring functions
Electronic Journal of Statistics | 2019-05-17 | Paper |
Order-sensitivity and equivariance of scoring functions
Electronic Journal of Statistics | 2019-05-17 | Paper |
Optimal solutions to the isotonic regression problem
(available as arXiv preprint) | 2019-04-09 | Paper |
Evaluating Range Value at Risk Forecasts
(available as arXiv preprint) | 2019-02-12 | Paper |
| Local Estimation of a Multivariate Density and its Derivatives | 2018-12-21 | Paper |
Elicitability and backtesting: perspectives for banking regulation
The Annals of Applied Statistics | 2018-02-19 | Paper |
Elicitability and backtesting: perspectives for banking regulation
The Annals of Applied Statistics | 2018-02-19 | Paper |
Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation
The Annals of Applied Statistics | 2018-02-19 | Paper |
Stereological estimation of mean particle volume tensors in \(\mathbb R^3\) from vertical sections
Lecture Notes in Mathematics | 2017-07-14 | Paper |
Derivatives of isotropic positive definite functions on spheres
Proceedings of the American Mathematical Society | 2017-05-04 | Paper |
Derivatives of isotropic positive definite functions on spheres
Proceedings of the American Mathematical Society | 2017-05-04 | Paper |
Cross-calibration of probabilistic forecasts
Electronic Journal of Statistics | 2017-04-07 | Paper |
Cross-calibration of probabilistic forecasts
Electronic Journal of Statistics | 2017-04-07 | Paper |
Coherence and elicitability
Mathematical Finance | 2016-11-01 | Paper |
Coherence and elicitability
Mathematical Finance | 2016-11-01 | Paper |
Higher order elicitability and Osband's principle
The Annals of Statistics | 2016-09-07 | Paper |
Higher order elicitability and Osband's principle
The Annals of Statistics | 2016-09-07 | Paper |
Risk measures with the CxLS property
Finance and Stochastics | 2016-05-23 | Paper |
Risk measures with the CxLS property
Finance and Stochastics | 2016-05-23 | Paper |
Estimating particle shape and orientation using volume tensors
Scandinavian Journal of Statistics | 2015-10-05 | Paper |
Elicitable distortion risk measures: a concise proof
Statistics & Probability Letters | 2015-06-11 | Paper |
Copula calibration
Electronic Journal of Statistics | 2015-01-14 | Paper |
Copula calibration
Electronic Journal of Statistics | 2015-01-14 | Paper |
Local stereology of tensors of convex bodies
Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales
The Annals of Applied Probability | 2014-11-21 | Paper |
Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales
The Annals of Applied Probability | 2014-11-21 | Paper |
Convolution roots and differentiability of isotropic positive definite functions on spheres
Proceedings of the American Mathematical Society | 2014-06-04 | Paper |
Stereological modelling of random particles
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
Rotational integral geometry of tensor valuations
Advances in Applied Mathematics | 2013-03-06 | Paper |
Inference in multivariate Archimedean copula models
Test | 2012-11-15 | Paper |
Rejoinder on: Inference in multivariate Archimedean copula models
Test | 2012-11-15 | Paper |
Distribution estimators and confidence intervals for stereological volumes
Biometrika | 2011-06-28 | Paper |
Variance estimation for generalized Cavalieri estimators
Biometrika | 2011-04-19 | Paper |
Stereological estimation of surface area from digital images
Image Analysis & Stereology | 2010-10-19 | Paper |
Systematic sampling with errors in sample locations
Biometrika | 2010-03-22 | Paper |
Isotonic conditional laws
(available as arXiv preprint) | N/A | Paper |
