Preprints
- S. Allen, D. Ginsbourger, J. Ziegel (2024)
Efficient pooling of predictions via kernel embeddings [arXiv]
- S. Allen, J. Koh, J. Segers, J. Ziegel (2024)
Tail calibration of probabilistic forecasts [arXiv]
- S. Arnold, G. Gavrilopoulos, B. Schulz, J. Ziegel (2024)
Sequential model confidence sets [arXiv]
-
Q. Wang, R. Wang, J. Ziegel (2022)
E-backtesting [arXiv]
Refereed articles
- S. Arnold, E.-M. Walz, J. Ziegel, T. Gneiting (2024+)
Decompositions of the mean continuous ranked probability score [arXiv preprint]
Electronic Journal of Statistics, to appear
- S. Arnold, J. Ziegel (2024+)
Isotonic conditional laws [arXiv preprint]
Bernoulli, to appear
-
S. Arnold, H. El Barmi, H. Mukerjee, J. Ziegel (2024)
Estimating several survival functions under uniform stochastic ordering [link]
Statistics and Probability Letters 208, 110045
- S. Allen, J. Ziegel, D. Ginsbourger (2024)
Assessing the calibration of multivariate probabilistic forecasts [link]
Quarterly Journal of the Royal Meteorological Society 150, 1315-1335
- A. Henzi, M. Puke, T. Dimitriadis, J. Ziegel (2024)
A safe Hosmer-Lemeshow test [link]
New England Journal of Statistics in Data Science 2, 175-189
Special Issue: Game-theoretic Statistics and Safe Anytime-Valid Inference
- E.-M. Walz, A. Henzi, J. Ziegel, T. Gneiting (2024)
Easy uncertainty quantification (EasyUQ): Generating predictive distributions from single-valued model output [link]
SIAM Review 66, 91-122
- M. Wüthrich, J. Ziegel (2024)
Isotonic recalibration under a low signal-to-noise ratio [link]
Scandinavian Actuarial Journal 2024, 279-299
-
J. Ziegel, D. Ginsbourger, L. Dümbgen (2024)
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures [link]
Bernoulli 30, 1441-1457
-
P. Casgrain, M. Larsson, J. Ziegel (2024)
Anytime-valid sequential testing for elicitable functionals via supermartingales [link]
Bernoulli 30, 1347-1374
-
T. Dimitriadis, T. Fissler, J. Ziegel (2024)
Characterizing M-estimators [link]
Biometrika 111, 339-346
-
T. Dimitriadis, T. Fissler, J. Ziegel (2024)
Osband’s principle for identification functions [link]
Statistical Papers 65, 1125-1132
-
S. Allen, D. Ginsbourger and J. Ziegel (2023)
Evaluating forecasts for high-impact events using transformed kernel scores [link]
SIAM/ASA Journal of Uncertainty Quantification 11, 906-940
-
S. Allen, J. Bhend, O. Martius, J. Ziegel (2023)
Weighted verification tools to evaluate univariate and multivariate forecasts for high-impact weather events [link]
Weather and Forecasting 38, 499-516
-
S. Arnold, A. Henzi and J. F. Ziegel (2023)
Sequentially valid tests for forecast calibration [link]
Annals of Applied Statistics 17, 1909-1935
- A. Henzi, G.-R. Kleger, J. F. Ziegel (2023)
Distributional (single) index models [link]
Journal of American Statistical Association 118, 489-503
-
T. Dimitriadis, L. Dümbgen, A. Henzi, M. Puke and J. Ziegel (2023)
Honest calibration assessment for binary outcome predictions [link]
Biometrika 110, 663-680
- A. Mühlemann and J. F. Ziegel (2022)
Isotonic regression for functionals of elicitation complexity greater than one [link]
Electronic Journal of Statistics 16, 3836-3860
- A. Henzi and J. F. Ziegel (2022)
Valid sequential inference on probability forecast performance [link]
Biometrika 109, 647–663
- A. I. Jordan, A. Mühlemann, J. F. Ziegel (2022)
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals [link]
Annals of the Institute of Statistical Mathematics 74, 489-514
- T. Fissler and J. F. Ziegel (2021)
Elicitability of Range Value at Risk [link]
Statistics & Risk Modeling 38, 25-46
- A. Henzi, J. F. Ziegel, T. Gneiting (2021)
Isotonic distributional regression [link]
Journal of the Royal Statistical Society: Series B 83, 963-993
- R. Wang and J. F. Ziegel (2021)
Scenario-based risk evaluation [link]
Finance and Stochastics 25, 725-756
- M. Hofert and J. F. Ziegel (2021)
Matrix-tilted Archimedean copulas [link]
Risks 9(4), 68
- A. Henzi, G.-R. Kleger, Matthias P. Hilty and P. D. Wendel Garcia on behalf of RISC-19-ICU Investigators for Switzerland, J. F. Ziegel (2021)
Probabilistic analysis of COVID-19 patients' individual length of stay in Swiss intensive care units [link]
PLOS ONE 16(2), e0247265
- K. Whan, J. Zscheischler, A. I. Jordan, J. F. Ziegel (2021)
Multivariate ensemble post-processing to improve the dependence structure in medium-range forecasts [link]
Weather and Climate Extremes 32, 100310
- F. Krüger and J. F. Ziegel (2021)
Generic conditions for forecast dominance [link]
Journal of Business & Economic Statistics 39, 972–983
- I. Steinwart and J. F. Ziegel (2021)
Strictly proper kernel scores and characteristic kernels on compact spaces [link]
Applied and Computational Harmonic Analysis 51, 510-542
- S. Arnold, I. Molchanov, J. F. Ziegel (2020)
Bivariate distributions with ordered marginals [link]
Journal of Multivariate Analysis 177, 104585
- J. F. Ziegel, F. Krüger, A. Jordan, F. Fasciati (2020)
Robust Forecast Evaluation of Expected Shortfall [link]
Journal of Financial Econometrics 18, 95-120
- N. Y. Larsen, J. F. Ziegel, J. R. Nyengaard and E. B. Vedel Jensen (2019)
Stereological estimation of particle shape from vertical sections [link]
Journal of Microscopy 275, 183-194
- T. Fissler and J. F. Ziegel (2019)
Order-Sensitivity and Equivariance of Scoring Functions [link]
Electronic Journal of Statistics 13, 1166-1211
- A. Patton, J. F. Ziegel, R. Chen (2019)
Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) [link]
Journal of Econometrics 211, 388-413
- N. Nolde and J. F. Ziegel (2017)
Elicitability and backtesting: Perspectives for banking regulation [link]
Annals of Applied Statistics 11, 1833-1874, discussion paper
Rejoinder [link], Annals of Applied Statistics 11, 1901-1911
- C. Strähl und J. F. Ziegel (2017)
Cross-calibration of probabilistic forecasts [link]
Electronic Journal of Statistics 11, 608-639
- M. Trübner and J. F. Ziegel (2017)
Derivatives of isotropic positive definite functions on spheres [link]
Proceedings of the American Mathematical Society 145, 3017-3031
- T. Fissler and J. F. Ziegel (2016)
Higher order elicitability and Osband's principle [link]
Annals of Statistics 44, 1680–1707
Erratum (2019) available at [arXiv preprint]
- A. H. Rafati, J. F. Ziegel, J. R. Nyengaard and E. B. Vedel Jensen (2016)
Stereological estimation of particle shape and orientation from volume tensors [link]
Journal of Microscopy 263, 229–237
- T. Fissler, J. F. Ziegel and T. Gneiting (2016)
Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting
[arXiv]
Risk Magazine, January 2016
-
F. Delbaen, F. Bellini, V. Bignozzi and J. F. Ziegel (2016)
Risk Measures with the CxLS property
[link]
Finance and Stochastics 20, 433-453
-
J. F. Ziegel (2016)
Coherence and elicitability
[link]
Mathematical Finance 26, 901-918
-
R. Wang and J. F. Ziegel (2015)
Elicitable distortion risk measures: a concise proof.
[link]
Statistics and Probability Letters 100, 172-175
-
J. F. Ziegel, J. R. Nyengaard and E.B. Vedel Jensen (2015)
Estimating particle shape and orientation using volume tensors
[link]
Scandinavian Journal of Statistics 43, 813-831
-
J. F. Ziegel and T. Gneiting (2014)
Copula calibration
[link]
Electronic Journal of Statistics 8, 2619-2638, 2014.
-
M. Podolskij, C. Schmidt, and J. F. Ziegel (2014)
Limit theorems for non-degenerate U-statistics of continuous semimartingales
[link]
Annals of Applied Probability 24, 2491-2526
-
E. B. Vedel Jensen and J. F. Ziegel (2014)
Local stereology of tensors of convex bodies
[link]
Methodology & Computing in Applied Probability 16, 263-282
Special Issue: S4G Stochastic Geometry, Stereology and Spatial Statistics
-
J. Ziegel (2014)
Convolution roots and differentiability of isotropic positive definite functions on spheres
[link]
Proceedings of the American Mathematical Society 142, 2053-2077
-
J. Auneau-Cognacq, J. Ziegel, and E. B. Vedel Jensen (2013)
Rotational integral geometry of tensor valuations
[link]
Advances in Applied Mathematics 50, 429-444
-
J. Ziegel (2013)
Stereological modelling of random particles
[link]
Communications in Statistics - Theory and Methods 42, 1428-1442
Special Issue: European Young Statisticians
-
P. Hall and J. Ziegel (2011)
Distribution estimators and confidence intervals for stereological volumes
[link]
Biometrika 98, 417-431
-
C. Genest, J. Nešlehovà, and J. Ziegel (2011)
Inference in multivariate Archimedean copula models
[link]
Test 20, 223-256
Invited paper with discussion
-
J. Ziegel, E. B. Vedel Jensen, and K.-A. Dorph-Petersen (2011)
Variance estimation for generalized Cavalieri estimators
[link]
Biometrika 98, 187-198
-
J. Ziegel and M. Kiderlen (2010)
Stereological estimation of surface area from digital images
[link]
Image Analysis and Stereology 29, 99-110
-
J. Ziegel, A. Baddeley, K.-A. Dorph-Petersen, and E. B. Vedel Jensen (2010)
Systematic sampling with errors in sample locations
[link]
Biometrika 97, 1-13
-
J. Ziegel and M. Kiderlen (2010)
Estimation of surface area and surface area measure of three-dimensional sets from digitizations
[link]
Image and Vision Computing 28, 64-77
Book chapters
- A. Kousholt, J. F. Ziegel, M. Kiderlen and E. B. Vedel Jensen (2017)
Stereological estimation of mean particle volume tensors in R^3 from vertical sections
In: Tensor Valuations and their applications in Stochastic Geometry and Imaging, Editors: M. Kiderlen, E. B. Vedel Jensen
Springer Lecture Notes in Mathematics, Volume 2177, pages 423-434
Other publications
- J. Ziegel (2023)
Isotonic distributional regression
Oberwolfach Reports 20, 2574-2575
Workshop: New Challenges in the Interplay between Finance and Insurance. Organized by: Beatrice Acciaio, Hansj\"org Albrecher, Francesca Biagini and Thorsten Schmidt
- J. F. Ziegel (2016)
Contribution to the discussion of “Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings” by Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger
Journal of the Royal Statistical Society: Series B, 78, 505–562
- J. F. Ziegel (2015)
How is elicitability relevant for backtesting?
Oberwolfach Reports 12, 2526-2527
Workshop: The Mathematics and Statistics of Quantitative Risk Management. Organized by: Richard A. Davis, Paul Embrechts, Thomas Mikosch and Andrew J. Patton
- J. F. Ziegel (2015)
Copula calibration
Oberwolfach Reports 12, 1091–1094
Workshop: Copulae: On the Crossroads of Mathematics and Economics. Organized by: Xiaohong Chen, Wolfgang Karl Härdle, Piotr Jaworski and Johanna G. Nešlehovà
- J. Ziegel (2011)
Precision estimation for stereological volumes
In Proceedings of the 17th European Young Statisticians Meeting, 257-261
Working papers and technical reports
- T. Dimitriadis, T. Fissler, J. F. Ziegel (2020)
The efficiency gap [arXiv]
- C. Strähl, J. F. Ziegel, L. Dümbgen (2018)
Local estimation of a multivariate density and its derivatives [arXiv]
- L. Dümbgen, A. Mühlemann, J.F. Ziegel, U. Brunnhofer, M. Bürki, L. Kaeslin and G. Rodriguez (2018)
Kalibrierung von Quell-Ziel-Matrizen.
Technical report 79, IMSV, University of Bern
- I. T. Andersen and J. F. Ziegel (2014)
2D non-uniform systematic sampling [CSGB report]
- J. Ziegel and P. Hall (2010)
Improving the performance of estimators based on systematic sampling
Theses
- J. Ziegel (2010), Stereological analysis of spatial structures,
Ph.D. thesis, ETH Zurich, Switzerland.
- J. Ziegel (2006), Rectifiable sets in metric spaces of curvature bounded above,
Diplom thesis, ETH Zurich, Switzerland.