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Tobias Fissler
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Cited by
Cited by
Year
Higher order elicitability and Osband’s principle
T Fissler, JF Ziegel
4502016
Expected Shortfall is jointly elicitable with Value at Risk-Implications for backtesting
T Fissler, JF Ziegel, T Gneiting
arXiv preprint arXiv:1507.00244, 2015
2302015
Order-sensitivity and equivariance of scoring functions
T Fissler, JF Ziegel
332019
On the elicitability of range value at risk
T Fissler, JF Ziegel
Statistics & risk modeling 38 (1-2), 25-46, 2021
322021
On higher order elicitability and some limit theorems on the Poisson and Wiener space
T Fissler
Philosophisch-naturwissenschaftliche Fakultät der Universität Bern, 2017
302017
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
T Fissler, R Frongillo, J Hlavinová, B Rudloff
282021
The efficiency gap
T Dimitriadis, T Fissler, J Ziegel
arXiv preprint arXiv:2010.14146, 2020
202020
Backtesting systemic risk forecasts using multi-objective elicitability
T Fissler, Y Hoga
Journal of Business & Economic Statistics 42 (2), 485-498, 2024
192024
Deep quantile and deep composite triplet regression
T Fissler, M Merz, MV Wüthrich
Insurance: Mathematics and Economics 109, 94-112, 2023
182023
Sensitivity measures based on scoring functions
T Fissler, SM Pesenti
European Journal of Operational Research 307 (3), 1408-1423, 2023
122023
Characterizing M-estimators
T Dimitriadis, T Fissler, J Ziegel
Biometrika 111 (1), 339-346, 2024
112024
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
112022
Osband’s principle for identification functions
T Dimitriadis, T Fissler, J Ziegel
Statistical Papers 65 (2), 1125-1132, 2024
92024
Elicitability and identifiability of set-valued measures of systemic risk
T Fissler, J Hlavinová, B Rudloff
Finance and Stochastics 25, 133-165, 2021
92021
Erratum: Higher Order Elicitability and Osband's Principle
T Fissler, JF Ziegel
arXiv 2019, 2019
72019
Supplement to" Erratum: Higher Order Elicitability and Osband's Principle"
T Fissler, JF Ziegel
arXiv preprint arXiv:1901.08826, 2019
62019
Testing the maximal rank of the volatility process for continuous diffusions observed with noise
T Fissler, M Podolskij
62017
A four moments theorem for gamma limits on a Poisson chaos
T Fissler, C Thäle
arXiv preprint arXiv:1502.01568, 2015
62015
Is the mode elicitable relative to unimodal distributions?
C Heinrich-Mertsching, T Fissler
Biometrika 109 (4), 1157-1164, 2022
52022
Measurability of functionals and of ideal point forecasts
T Fissler, H Holzmann
Electronic Journal of Statistics 16 (2), 5019-5034, 2022
52022
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