Tobias Fissler

Available identifiers

Publication	Date of Publication	Type
Characterizing \(M\)-estimators	2024-11-13	Paper
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	2024-10-28	Paper
Sensitivity measures based on scoring functions	2023-07-10	Paper
Deep quantile and deep composite triplet regression	2023-02-22	Paper
Is the mode elicitable relative to unimodal distributions?	2023-01-04	Paper
Measurability of functionals and of ideal point forecasts	2022-10-18	Paper
Osband's Principle for Identification Functions	2022-08-16	Paper
Measurability of functionals and of ideal point forecasts	2022-03-16	Paper
On the elicitability of range value at risk	2022-01-10	Paper
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals	2021-08-09	Paper
Elicitability and identifiability of set-valued measures of systemic risk	2021-04-29	Paper
Correction to: ``Higher order elicitability and Osband's principle	2021-03-11	Paper
Order-sensitivity and equivariance of scoring functions	2019-05-17	Paper
Evaluating Range Value at Risk Forecasts	2019-02-12	Paper
Testing the maximal rank of the volatility process for continuous diffusions observed with noise	2017-09-21	Paper
https://portal.mardi4nfdi.de/entity/Q2974532	2017-04-10	Paper
A new quantitative central limit theorem on the Wiener space with applications to Gaussian processes	2016-10-05	Paper
Higher order elicitability and Osband's principle	2016-09-07	Paper
A four moments theorem for gamma limits on a Poisson chaos	2016-05-11	Paper

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