@article{UBHD-69106715, author={Bayer, Sebastian and Dimitriadis, Timo}, title={Regression-based expected shortfall backtesting}, year={2022}, pages={437-471}, language={eng}, issn={1479-8417}, volume={20}, number={3 vom: Sommer}, note={Vorab online ver{\"o}ffentlicht am 27. September 2020 ; Gesehen am 7.8.2023}, journal={Journal of financial econometrics}, doi={10.1093/jjfinec/nbaa013}, } @article{UBHD-69103077, author={Dimitriadis, Timo and Fissler, Tobias and Ziegel, Johanna}, title={Characterizing M-estimators}, year={2023}, pages={1-8}, language={eng}, issn={1464-3510}, number={Artikel-ID asad026}, note={Gesehen am 01.08.2023}, journal={Biometrika}, doi={10.1093/biomet/asad026}, } @incollection{UBHD-69282237, author={Dimitriadis, Timo and Hoga, Yannick}, title={Dynamic CoVaR Modeling}, edition={Version v3}, year={2024}, pages={1-125}, language={eng}, note={Gesehen am 10.12.2024}, booktitle={Arxiv}, doi={10.48550/arXiv.2206.14275}, } @article{UBHD-69103726, author={Dimitriadis, Timo and Liu, Xiaochun and Schnaitmann, Julie}, title={Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary}, year={2023}, pages={412-444}, language={eng}, issn={1479-8417}, volume={21}, number={2 vom: Fr{\"u}hjahr}, journal={Journal of financial econometrics}, doi={10.1093/jjfinec/nbab004}, } @article{UBHD-69275774, author={Dimitriadis, Timo and Gneiting, Tilmann and Jordan, Alexander I. and Vogel, Peter}, title={Evaluating probabilistic classifiers}, subtitle={the triptych}, year={2024}, pages={1101-1122}, language={eng}, issn={0169-2070}, volume={40}, number={3 vom: Juli/Sept.}, note={Online verf{\"u}gbar: 4. November 2023, Artikelversion: 31. Mai 2024}, journal={International journal of forecasting}, doi={10.1016/j.ijforecast.2023.09.007}, } @incollection{UBHD-69124552, author={Dimitriadis, Timo and Gneiting, Tilmann and Jordan, Alexander I. and Vogel, Peter}, title={Evaluating probabilistic classifiers}, subtitle={the triptych}, year={2023}, pages={1-32}, language={eng}, note={Gesehen am 26.09.2023}, booktitle={Arxiv}, doi={10.48550/arXiv.2301.10803}, } @article{UBHD-69103658, author={Dimitriadis, Timo and Schnaitmann, Julie}, title={Forecast encompassing tests for the expected shortfall}, year={2021}, pages={604-621}, language={eng}, issn={0169-2070}, volume={37}, number={2 vom: Apr./Juni}, journal={International journal of forecasting}, doi={10.1016/j.ijforecast.2020.07.008}, } @article{UBHD-69103638, author={Dimitriadis, Timo and Schnaitmann, Julie}, title={Forecast encompassing tests for the expected shortfall}, year={2021}, pages={604-621}, language={eng}, issn={0169-2070}, volume={37}, number={2}, journal={International journal of forecasting}, doi={10.1016/j.ijforecast.2020.07.008}, } @article{UBHD-69103701, author={Dimitriadis, Timo and D{\"u}mbgen, Lutz and Henzi, Alexander and Puke, Marius and Ziegel, Johanna}, title={Honest calibration assessment for binary outcome predictions}, year={2023}, pages={663-680}, language={eng}, issn={1464-3510}, volume={110}, journal={Biometrika}, doi={10.1093/biomet/asac068}, } @article{UBHD-69106833, author={Dimitriadis, Timo and Bayer, Sebastian}, title={A joint quantile and expected shortfall regression framework}, year={2019}, pages={1823-1871}, language={eng}, issn={1935-7524}, volume={13}, number={1}, note={Gesehen am 07.08.2023}, journal={Electronic journal of statistics}, doi={10.1214/19-EJS1560}, } @article{UBHD-69103085, author={Dimitriadis, Timo and Fissler, Tobias and Ziegel, Johanna}, title={Osband’s principle for identification functions}, year={2023}, pages={1-8}, language={eng}, issn={1613-9798}, volume={(2023) vom: M{\"a}rz}, note={Online ver{\"o}ffentlicht am 22. M{\"a}rz 2023 ; Gesehen am 01.08.2023}, journal={Statistical papers}, doi={10.1007/s00362-023-01428-x}, url={https://doi.org/10.1007/s00362-023-01428-x}, library={UB}, } @article{UBHD-69102974, author={Dimitriadis, Timo and Halbleib, Roxana}, title={Realized quantiles}, year={2022}, pages={1346-1361}, language={eng}, issn={1537-2707}, volume={40}, number={3}, note={Online ver{\"o}ffentlicht am 30. Juni 2021 ; Gesehen am 01.08.2023}, journal={Journal of business & economic statistics}, doi={10.1080/07350015.2021.1929249}, } @book{UBHD-69124540, author={Dimitriadis, Timo and Jordan, Alexander I.}, title={Replication package for "Evaluating probabilistic classifiers: the triptych"}, publisher={GitHub, Inc.}, address={[San Francisco]}, year={2023}, pages={1 Online-Ressource}, language={eng}, note={Gesehen am 26.09.2023}, } @article{UBHD-68720167, author={Dimitriadis, Timo and Gneiting, Tilmann and Jordan, Alexander I.}, title={Stable reliability diagrams for probabilistic classifiers}, year={2021}, pages={1-10}, language={eng}, issn={1091-6490}, volume={118}, note={Gesehen am 07.04.2021}, journal={Proceedings of the National Academy of Sciences of the United States of America}, doi={10.1073/pnas.2016191118}, } @book{UBHD-69113443, author={Dimitriadis, Timo and Patton, Andrew J. and Schmidt, Patrick W.}, title={Testing forecast rationality for measures of central tendency}, publisher={University of Hohenheim, Dean's Office of the Faculty of Business, Economics and Social Sciences}, address={Stuttgart, Germany}, year={2020}, pages={1 Online-Ressource (73 Seiten)}, language={eng}, number={ARRAY(0x555b5f262fb8)}, series={Hohenheim discussion papers in business, economics and social sciences}, keywords={Prognose / Prognosemodell}, } @book{UBHD-69113445, author={Dimitriadis, Timo and Patton, Andrew J. and Schmidt, Patrick W.}, title={Testing forecast rationality for measures of central tendency}, publisher={SSRN}, address={Rochester, NY}, year={2020}, pages={1 Online-Ressource (65 Seiten)}, language={eng}, } @article{UBHD-69079806, author={Gneiting, Tilmann and Wolffram, Daniel and Resin, Johannes and Kraus, Kristof and Bracher, Johannes and Dimitriadis, Timo and Hagenmeyer, Veit and Jordan, Alexander I. and Lerch, Sebastian and Phipps, Kaleb and Schienle, Melanie}, title={Model diagnostics and forecast evaluation for quantiles}, year={2023}, pages={597-621}, language={eng}, issn={2326-831X}, volume={10(2023) vom: M{\"a}rz}, note={Zuerst ver{\"o}ffentlicht als "Review in Advance" am 01. November 2022 ; Gesehen am 26.05.2023}, journal={Annual review of statistics and its application}, doi={10.1146/annurev-statistics-032921-020240}, } @article{UBHD-69185900, author={Henzi, Alexander and Puke, Marius and Dimitriadis, Timo and Ziegel, Johanna}, title={A safe Hosmer-Lemeshow test}, year={2024}, pages={175-189}, language={eng}, issn={2693-7166}, volume={2}, number={2}, note={Online ver{\"o}ffentlicht: 18. Dezember 2023 ; Gesehen am 27.02.2024}, journal={The New England journal of statistics in data science}, } @article{UBHD-69103364, author={Hoga, Yannick and Dimitriadis, Timo}, title={On testing equal conditional predictive ability under measurement error}, year={2023}, pages={364-376}, language={eng}, issn={1537-2707}, volume={41}, number={2}, note={Online ver{\"o}ffentlicht am 3. Februar 2022 ; Gesehen am 01.08.2023}, journal={Journal of business & economic statistics}, doi={10.1080/07350015.2021.2021923}, } @incollection{UBHD-69282170, author={Resin, Johannes and Wolffram, Daniel and Bracher, Johannes and Dimitriadis, Timo}, title={Shift-dispersion decompositions of Wasserstein and Cramér distances}, edition={Version v2}, year={2024}, pages={1-43}, language={eng}, note={Gesehen am 10.12.2024}, booktitle={Arxiv}, doi={10.48550/arXiv.2408.09770}, }