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Timo Dimitriadis
Timo Dimitriadis
Heidelberg University, HITS Heidelberg
Bestätigte E-Mail-Adresse bei awi.uni-heidelberg.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Regression based expected shortfall backtesting
S Bayer, T Dimitriadis
Journal of Financial Econometrics 20 (3), 437-471, 2022
1082022
A joint quantile and expected shortfall regression framework
T Dimitriadis, S Bayer
Electronic Journal of Statistics 13 (1), 1823-1871, 2019
872019
Stable reliability diagrams for probabilistic classifiers
T Dimitriadis, T Gneiting, AI Jordan
Proceedings of the National Academy of Sciences 118 (8), e2016191118, 2021
702021
Model Diagnostics and Forecast Evaluation for Quantiles
T Gneiting, D Wolffram, J Resin, K Kraus, J Bracher, T Dimitriadis, ...
Annual Review of Statistics and Its Application 10, 2023
242023
The efficiency gap
T Dimitriadis, T Fissler, J Ziegel
arXiv preprint arXiv:2010.14146, 2020
202020
Testing forecast rationality for measures of central tendency
T Dimitriadis, AJ Patton, PW Schmidt
arXiv preprint arXiv:1910.12545, 2019
182019
Forecast Encompassing Tests for the Expected Shortfall
T Dimitriadis, J Schnaitmann
International Journal of Forecasting 37 (2), 604-621, 2021
152021
Characterizing M-estimators
T Dimitriadis, T Fissler, J Ziegel
Biometrika, 2022
122022
Realized Quantiles
T Dimitriadis, R Halbleib
Journal of Business & Economic Statistics 40 (3), 1346-1361, 2021
122021
Honest calibration assessment for binary outcome predictions
T Dimitriadis, L Duembgen, A Henzi, M Puke, J Ziegel
Biometrika, 2022
112022
esback: Expected Shortfall Backtesting
S Bayer, T Dimitriadis
R package version 0.1, 2017
102017
Osband’s principle for identification functions
T Dimitriadis, T Fissler, J Ziegel
Statistical Papers 65 (2), 1125-1132, 2024
92024
Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary
T Dimitriadis, X Liu, J Schnaitmann
Journal of Financial Econometrics, 2021
92021
Evaluating probabilistic classifiers: The triptych
T Dimitriadis, T Gneiting, AI Jordan, P Vogel
International Journal of Forecasting 40 (3), 1101-1122, 2024
82024
On Testing Equal Conditional Predictive Ability Under Measurement Error
Y Hoga, T Dimitriadis
Journal of Business & Economic Statistics, 2022
82022
Dynamic CoVaR modeling
T Dimitriadis, Y Hoga
arXiv preprint arXiv:2206.14275, 2022
6*2022
A safe Hosmer-Lemeshow test
A Henzi, M Puke, T Dimitriadis, J Ziegel
arXiv preprint arXiv:2203.00426, 2022
5*2022
Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
T Dimitriadis, R Halbleib, J Polivka, J Rennspies, S Streicher, AF Wolter
arXiv preprint arXiv:2212.11833, 2022
12022
Shift-Dispersion Decompositions of Wasserstein and Cram\'er Distances
J Resin, D Wolffram, J Bracher, T Dimitriadis
arXiv preprint arXiv:2408.09770, 2024
2024
Kullback-Leibler-based characterizations of score-driven updates
R de Punder, T Dimitriadis, RJ Lange
arXiv preprint arXiv:2408.02391, 2024
2024
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