Dimitriadis, Timo Jun.-Prof. Dr.Universität HeidelbergHeidelberg
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- Puke, Marius (2)
- Bayer, Sebastian (2)
- Patton, Andrew J. (2)
- Schmidt, Patrick W. (2)
- Lerch, Sebastian (1)
- Dümbgen, Lutz (1)
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Publications in heiBIB 
- Dimitriadis, Timo: Dynamic CoVaR Modeling / Timo Dimitriadis, Yannick Hoga. - Version v3, 23 Feb 2024. - 125 S.
In: Arxiv. (2024) vom: Feb., Artikel-ID 2206.14275, Seite 1-125
DOI: 10.48550/arXiv.2206.14275
- Resin, Johannes: Shift-dispersion decompositions of Wasserstein and Cramér distances / Johannes Resin, Daniel Wolffram, Johannes Bracher, Timo Dimitriadis. - Version v2, 26 Sep 2024. - 43 S. : Illustrationen
In: Arxiv. (2024) vom: Sept., Artikel-ID 2408.09770, Seite 1-43
DOI: 10.48550/arXiv.2408.09770
- Dimitriadis, Timo: Evaluating probabilistic classifiers : the triptych / Timo Dimitriadis, Tilmann Gneiting, Alexander I. Jordan, Peter Vogel, July-September 2024. - 22 S. : Illustrationen
In: International journal of forecasting, ISSN 0169-2070. 40(2024), 3 vom: Juli/Sept., Seite 1101-1122
DOI: 10.1016/j.ijforecast.2023.09.007
- Henzi, Alexander: A safe Hosmer-Lemeshow test / Alexander Henzi, Marius Puke, Timo Dimitriadis, and Johanna Ziegel, 2024. - 15 S. : Illustrationen
In: The New England journal of statistics in data science, ISSN 2693-7166. 2(2024), 2, Seite 175-189
- Dimitriadis, Timo: Evaluating probabilistic classifiers : the triptych / Timo Dimitriadis, Tilmann Gneiting, Alexander I. Jordan, Peter Vogel, January 27, 2023. - 32 S.
In: Arxiv. (2023) vom: Jan., Artikel-ID 2301.10803, Seite 1-32
DOI: 10.48550/arXiv.2301.10803
- Dimitriadis, Timo: Replication package for "Evaluating probabilistic classifiers: the triptych" / Timo Dimitriadis and Alexander I. Jordan. -
[San Francisco]: GitHub, Inc., Aug 18 2023. - 1 Online-Ressource
- Dimitriadis, Timo: Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary / Timo Dimitriadis, Xiaochun Liu and Julie Schnaitmann, 2023. - 33 S.
In: Journal of financial econometrics, ISSN 1479-8417. 21(2023), 2 vom: Frühjahr, Seite 412-444
DOI: 10.1093/jjfinec/nbab004
- Dimitriadis, Timo: Honest calibration assessment for binary outcome predictions / by Timo Dimitriadis, Lutz Dümbgen, Alexander Henzi, Marius Puke, Johanna Ziegel, 2023 : Illustrationen
In: Biometrika, ISSN 1464-3510. 110(2023), 3, Artikel-ID asac068, Seite 663-680
DOI: 10.1093/biomet/asac068
- Hoga, Yannick: On testing equal conditional predictive ability under measurement error / Yannick Hoga and Timo Dimitriadis, 2023. - 13 S.
In: Journal of business & economic statistics, ISSN 1537-2707. 41(2023), 2, Seite 364-376
DOI: 10.1080/07350015.2021.2021923
- Dimitriadis, Timo: Osband’s principle for identification functions / Timo Dimitriadis, Tobias Fissler, Johanna Ziegel, 22 March 2023. - 8 S.
In: Statistical papers, ISSN 1613-9798. (2023) vom: März, Seite 1-8
DOI: 10.1007/s00362-023-01428-x
- Dimitriadis, Timo: Characterizing M-estimators / by Timo Dimitriadis, Tobias Fissler and Johanna Ziegel, 8 May 2023. - 8 S.
In: Biometrika, ISSN 1464-3510. (2023), Artikel-ID asad026, Seite 1-8
DOI: 10.1093/biomet/asad026
- Gneiting, Tilmann: Model diagnostics and forecast evaluation for quantiles / Tilmann Gneiting, Daniel Wolffram, Johannes Resin, Kristof Kraus, Johannes Bracher, Timo Dimitriadis… , March 2023. - 28 S.
In: Annual review of statistics and its application, ISSN 2326-831X. 10(2023) vom: März, Seite 597-621
DOI: 10.1146/annurev-statistics-032921-020240
- Bayer, Sebastian: Regression-based expected shortfall backtesting / Sebastian Bayer and Timo Dimitriadis, 2022. - 35 S. : Diagramme
In: Journal of financial econometrics, ISSN 1479-8417. 20(2022), 3 vom: Sommer, Seite 437-471
DOI: 10.1093/jjfinec/nbaa013
- Dimitriadis, Timo: Realized quantiles / Timo Dimitriadis and Roxana Halbleib, 2022. - 16 S.
In: Journal of business & economic statistics, ISSN 1537-2707. 40(2022), 3, Seite 1346-1361
DOI: 10.1080/07350015.2021.1929249
- Dimitriadis, Timo: Forecast encompassing tests for the expected shortfall / Timo Dimitriadis, Julie Schnaitmann, 2021. - 18 S.
In: International journal of forecasting, ISSN 0169-2070. 37(2021), 2 vom: Apr./Juni, Seite 604-621
DOI: 10.1016/j.ijforecast.2020.07.008
- Dimitriadis, Timo: Forecast encompassing tests for the expected shortfall / Timo Dimitriadis, Julie Schnaitmann, April-June2021. - 18 S. : Diagramme
In: International journal of forecasting, ISSN 0169-2070. 37(2021), 2, Seite 604-621
DOI: 10.1016/j.ijforecast.2020.07.008
- Dimitriadis, Timo: Stable reliability diagrams for probabilistic classifiers / Timo Dimitriadis, Tilmann Gneiting, and Alexander I. Jordan, February 17, 2021. - 10 S.
In: Proceedings of the National Academy of Sciences of the United States of America, ISSN 1091-6490. 118(2021), 8, Artikel-ID e2016191118, Seite 1-10
DOI: 10.1073/pnas.2016191118
- Dimitriadis, Timo: Testing forecast rationality for measures of central tendency / Timo Dimitriadis, Andrew J. Patton, Patrick Schmidt. -
Rochester, NY: SSRN, 30 Sep 2020. - 1 Online-Ressource (65 Seiten) : Illustrationen, Diagramme
(SSRN eLibrary ; 2019)
- Dimitriadis, Timo: Testing forecast rationality for measures of central tendency / Timo Dimitriadis, Andrew J. Patton, Patrick W. Schmidt. -
Stuttgart, Germany: University of Hohenheim, Dean's Office of the Faculty of Business, Economics and Social Sciences, 12/2020. - 1 Online-Ressource (73 Seiten) : Diagramme
(Hohenheim discussion papers in business, economics and social sciences ; 2020, 12)
- Dimitriadis, Timo: A joint quantile and expected shortfall regression framework / Timo Dimitriadis and Sebastian Bayer, 7 June 2019. - 49 S.
In: Electronic journal of statistics, ISSN 1935-7524. 13(2019), 1, Seite 1823-1871
DOI: 10.1214/19-EJS1560
