← All authors Johanna F. Ziegel Institute of Mathematical Statistics (from arXiv:2208.08108, 2022) · ORCID · OpenAlex
44 papers in scope · 43 published · 3 on the econ.EM arXiv · 1,373 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Julie Schnaitmann Timo Dimitriadis Patrick Schmidt Andrew J. Patton Richard H. Spady Xiaochun Liu Tobias Fissler Yannick Hoga Sami Stouli Alfred Galichon Marius Puke Xandro Bayer Nikolaus Hautsch Rafael Reisenhofer Jasper Rennspies Jeannine Polivka Sina Streicher Rutger-Jan Lange Iván Fernández-Val Marc-Oliver Pohle Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 44)
Sequential model confidence sets
published 2026 · Journal of the Royal Statistical Society Series B (Statistical Methodology)
with Sebastian Arnold, Georgios Gavrilopoulos, Benedikt Schulz
T‐calibration in semi‐parametric models
published 2026 · Canadian Journal of Statistics · 1 citations · first circulated 2025
with Anja Mühlemann
Proper Scoring Rules for Estimation and Forecast Evaluation
published 2025 · Annual Review of Statistics and Its Application · 4 citations
with Kartik Waghmare, Kartik G. Waghmare
Tail Calibration of Probabilistic Forecasts
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2024
with Sam Allen, Jonathan Koh, Johan Segers
Isotonic conditional laws
published 2025 · Bernoulli · 1 citations · first circulated 2023
with Sebastian J. Arnold, Sebastian Arnold
Game-theoretic Statistical Inference: Optional Sampling, Universal Inference, and Multiple Testing Based on E-values
published 2024 · Oberwolfach Reports
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
published 2024 · Bernoulli · 5 citations · first circulated 2022
with David Ginsbourger, Lutz Dümbgen
Sequential testing for elicitable functionals via supermartingales
published 2024 · Bernoulli · 4 citations · first circulated 2022
with Philippe Casgrain, Martin Larsson
Estimating several survival functions under uniform stochastic ordering
published 2024 · Statistics & Probability Letters · first circulated 2022
with Sebastian Arnold, Hammou El Barmi, Hari Mukerjee, Hammou Elbarmi
Decompositions of the mean continuous ranked probability score
published 2024 · Electronic Journal of Statistics · 9 citations · first circulated 2023
with Sebastian J. Arnold, Eva-Maria Walz, Tilmann Gneiting
A Safe Hosmer-Lemeshow Test
published 2023 · The New England Journal of Statistics in Data Science · 11 citations · first circulated 2022
Isotonic recalibration under a low signal-to-noise ratio
published 2023 · Scandinavian Actuarial Journal · 29 citations
published 2023 · Biometrika · 14 citations · first circulated 2022
Osband’s principle for identification functions
published 2023 · Statistical Papers · 6 citations · first circulated 2022
published 2022 · Biometrika · 16 citations
Isotonic regression for elicitable functionals and their Bayes risk
published 2022 · Electronic Journal of Statistics
with Anja Mühlemann
‘Valid sequential inference on probability forecast performance’
published 2021 · Biometrika · 7 citations
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
published 2021 · Annals of the Institute of Statistical Mathematics · 13 citations · first circulated 2019
with Alexander I. Jordan, Anja Mühlemann
Distributional (Single) Index Models
published 2021 · Journal of the American Statistical Association · 19 citations · first circulated 2020
Matrix-Tilted Archimedean Copulas
published 2021 · Risks · 1 citations
with Marius Hofert
Probabilistic analysis of COVID-19 patients’ individual length of stay in Swiss intensive care units
published 2021 · PLoS ONE · 13 citations · first circulated 2020
note: Higher order elicitability and Osband’s principle
published 2021 · The Annals of Statistics · 9 citations · first circulated 2015
On the elicitability of range value at risk
published 2021 · Statistics & Risk Modeling · 32 citations
working paper 2020 · arXiv · 2 citations
Generic Conditions for Forecast Dominance
published 2020 · Journal of Business and Economic Statistics · 44 citations · first circulated 2018
Bivariate distributions with ordered marginals
published 2020 · Journal of Multivariate Analysis
with Sebastian Arnold, Ilya Molchanov
Strictly proper kernel scores and characteristic kernels on compact spaces
published 2019 · Applied and Computational Harmonic Analysis · 2 citations · first circulated 2017
with Ingo Steinwart
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
published 2019 · Journal of Econometrics · 272 citations · first circulated 2017
Robust Forecast Evaluation of Expected Shortfall*
published 2018 · Journal of Financial Econometrics · 24 citations
Scenario-Based Risk Evaluation
published 2018 · Finance and Stochastics · 3 citations
Elicitability and backtesting: Perspectives for banking regulation
published 2017 · The Annals of Applied Statistics · 208 citations · first circulated 2016
with Natalia Nolde
Rejoinder: “Elicitability and backtesting: Perspectives for banking regulation”
published 2017 · The Annals of Applied Statistics · 10 citations
with Natalia Nolde
Cross-calibration of probabilistic forecasts
published 2017 · Electronic Journal of Statistics · 2 citations · first circulated 2015
with Christof Strähl
Risk measures with the CxLS property
published 2015 · Finance and Stochastics · 70 citations · first circulated 2014
with Freddy Delbaen, Fabio Bellini, Valeria Bignozzi
Elicitable distortion risk measures: A concise proof
published 2015 · Statistics & Probability Letters · 29 citations
Estimating Particle Shape and Orientation Using Volume Tensors
published 2015 · Scandinavian Journal of Statistics · 28 citations
with Jens Randel Nyengaard, Eva B. Vedel Jensen
COHERENCE AND ELICITABILITY
published 2014 · Mathematical Finance · 367 citations · first circulated 2013
Limit theorems for nondegenerate U-statistics of continuous semimartingales
published 2014 · The Annals of Applied Probability · 3 citations · first circulated 2012
Copula calibration
published 2014 · Electronic Journal of Statistics · 22 citations · first circulated 2013
with Tilmann Gneiting
Inference in multivariate Archimedean copula models
published 2011 · Test · 71 citations
with Christian Genest, Johanna Nešlehová
Rejoinder on: Inference in multivariate Archimedean copula models
published 2011 · Test · 3 citations
with Christian Genest, Johanna Nešlehová
Distribution estimators and confidence intervals for stereological volumes
published 2011 · Biometrika · 7 citations
with Peter Hall
Variance estimation for generalized Cavalieri estimators
published 2011 · Biometrika · 10 citations
with Eva B. Vedel Jensen, Karl-Anton Dorph-Petersen
Systematic sampling with errors in sample locations
published 2010 · Biometrika
with Adrian Baddeley, Karl-Anton Dorph-Petersen, Eva B. Vedel Jensen
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