| Higher order elicitability and Osband’s principle T Fissler, JF Ziegel | 462 | 2016 |
| Expected Shortfall is jointly elicitable with Value at Risk-Implications for backtesting T Fissler, JF Ziegel, T Gneiting arXiv preprint arXiv:1507.00244, 2015 | 232 | 2015 |
| Order-sensitivity and equivariance of scoring functions T Fissler, JF Ziegel | 34 | 2019 |
| On the elicitability of range value at risk T Fissler, JF Ziegel Statistics & risk modeling 38 (1-2), 25-46, 2021 | 33 | 2021 |
| On higher order elicitability and some limit theorems on the Poisson and Wiener space T Fissler Philosophisch-naturwissenschaftliche Fakultät der Universität Bern, 2017 | 30 | 2017 |
| Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals T Fissler, R Frongillo, J Hlavinová, B Rudloff | 28 | 2021 |
| The efficiency gap T Dimitriadis, T Fissler, J Ziegel arXiv preprint arXiv:2010.14146, 2020 | 20 | 2020 |
| Backtesting systemic risk forecasts using multi-objective elicitability T Fissler, Y Hoga Journal of Business & Economic Statistics 42 (2), 485-498, 2024 | 19 | 2024 |
| Deep quantile and deep composite triplet regression T Fissler, M Merz, MV Wüthrich Insurance: Mathematics and Economics 109, 94-112, 2023 | 19 | 2023 |
| Sensitivity measures based on scoring functions T Fissler, SM Pesenti European Journal of Operational Research 307 (3), 1408-1423, 2023 | 13 | 2023 |
| Characterizing M-estimators T Dimitriadis, T Fissler, J Ziegel Biometrika 111 (1), 339-346, 2024 | 12 | 2024 |
| Model comparison and calibration assessment: User guide for consistent scoring functions in machine learning and actuarial practice T Fissler, C Lorentzen, M Mayer arXiv preprint arXiv:2202.12780, 2022 | 12 | 2022 |
| Osband’s principle for identification functions T Dimitriadis, T Fissler, J Ziegel Statistical Papers 65 (2), 1125-1132, 2024 | 9 | 2024 |
| Elicitability and identifiability of set-valued measures of systemic risk T Fissler, J Hlavinová, B Rudloff Finance and Stochastics 25, 133-165, 2021 | 9 | 2021 |
| Erratum: Higher Order Elicitability and Osband's Principle T Fissler, JF Ziegel arXiv 2019, 2019 | 7 | 2019 |
| Is the mode elicitable relative to unimodal distributions? C Heinrich-Mertsching, T Fissler Biometrika 109 (4), 1157-1164, 2022 | 6 | 2022 |
| Supplement to" Erratum: Higher Order Elicitability and Osband's Principle" T Fissler, JF Ziegel arXiv preprint arXiv:1901.08826, 2019 | 6 | 2019 |
| Testing the maximal rank of the volatility process for continuous diffusions observed with noise T Fissler, M Podolskij | 6 | 2017 |
| A four moments theorem for gamma limits on a Poisson chaos T Fissler, C Thäle arXiv preprint arXiv:1502.01568, 2015 | 6 | 2015 |
| Measurability of functionals and of ideal point forecasts T Fissler, H Holzmann Electronic Journal of Statistics 16 (2), 5019-5034, 2022 | 5 | 2022 |