Johanna Ziegel

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  1. S. Arnold, E.-M. Walz, J. Ziegel, T. Gneiting (2023)
    Decompositions of the mean continuous ranked probability score [arXiv]
  2. S. Arnold, J. Ziegel (2023)
    Isotonic conditional laws [arXiv]
  3. Q. Wang, R. Wang, J. Ziegel (2022)
    E-backtesting [arXiv]

Refereed articles

  1. 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
  2. S. Allen, J. Ziegel, D. Ginsbourger (2024+)
    Assessing the calibration of multivariate probabilistic forecasts [link]
    Quarterly Journal of the Royal Meteorological Society, to appear
  3. A. Henzi, M. Puke, T. Dimitriadis, J. Ziegel (2024+)
    A safe Hosmer-Lemeshow test [link]
    New England Journal of Statistics in Data Science
    Special Issue: Game-theoretic Statistics and Safe Anytime-Valid Inference, to appear
  4. 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
  5. M. Wüthrich, J. Ziegel (2024+)
    Isotonic recalibration under a low signal-to-noise ratio [link]
    Scandinavian Actuarial Journal, to appear
  6. J. Ziegel, D. Ginsbourger, L. Dümbgen (2024)
    Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures [link]
    Bernoulli 30, 1441-1457
  7. P. Casgrain, M. Larsson, J. Ziegel (2024)
    Anytime-valid sequential testing for elicitable functionals via supermartingales [link]
    Bernoulli 30, 1347-1374
  8. T. Dimitriadis, T. Fissler, J. Ziegel (2024+)
    Characterizing M-estimators [link]
    Biometrika, asad026
  9. T. Dimitriadis, T. Fissler, J. Ziegel (2024+)
    Osband’s principle for identification functions [link]
    Statistical Papers, to appear
  10. 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
  11. 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
  12. S. Arnold, A. Henzi and J. F. Ziegel (2023)
    Sequentially valid tests for forecast calibration [link]
    Annals of Applied Statistics 17, 1909-1935
  13. A. Henzi, G.-R. Kleger, J. F. Ziegel (2023)
    Distributional (single) index models [link]
    Journal of American Statistical Association 118, 489-503
  14. T. Dimitriadis, L. Dümbgen, A. Henzi, M. Puke and J. Ziegel (2023)
    Honest calibration assessment for binary outcome predictions [link]
    Biometrika 110, 663-680
  15. 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
  16. A. Henzi and J. F. Ziegel (2022)
    Valid sequential inference on probability forecast performance [link]
    Biometrika 109, 647–663
  17. 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
  18. T. Fissler and J. F. Ziegel (2021)
    Elicitability of Range Value at Risk [link]
    Statistics & Risk Modeling 38, 25-46
  19. A. Henzi, J. F. Ziegel, T. Gneiting (2021)
    Isotonic distributional regression [link]
    Journal of the Royal Statistical Society: Series B 83, 963-993
  20. R. Wang and J. F. Ziegel (2021)
    Scenario-based risk evaluation [link]
    Finance and Stochastics 25, 725-756
  21. M. Hofert and J. F. Ziegel (2021)
    Matrix-tilted Archimedean copulas [link]
    Risks 9(4), 68
  22. 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
  23. 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
  24. F. Krüger and J. F. Ziegel (2021)
    Generic conditions for forecast dominance [link]
    Journal of Business & Economic Statistics 39, 972–983
  25. 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
  26. S. Arnold, I. Molchanov, J. F. Ziegel (2020)
    Bivariate distributions with ordered marginals [link]
    Journal of Multivariate Analysis 177, 104585
  27. J. F. Ziegel, F. Krüger, A. Jordan, F. Fasciati (2020)
    Robust Forecast Evaluation of Expected Shortfall [link]
    Journal of Financial Econometrics 18, 95-120
  28. 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
  29. T. Fissler and J. F. Ziegel (2019)
    Order-Sensitivity and Equivariance of Scoring Functions [link]
    Electronic Journal of Statistics 13, 1166-1211
  30. 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
  31. 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
  32. C. Strähl und J. F. Ziegel (2017)
    Cross-calibration of probabilistic forecasts [link]
    Electronic Journal of Statistics 11, 608-639
  33. 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
  34. 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]
  35. 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
  36. 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
  37. F. Delbaen, F. Bellini, V. Bignozzi and J. F. Ziegel (2016)
    Risk Measures with the CxLS property [link]
    Finance and Stochastics 20, 433-453
  38. J. F. Ziegel (2016)
    Coherence and elicitability [link]
    Mathematical Finance 26, 901-918
  39. R. Wang and J. F. Ziegel (2015)
    Elicitable distortion risk measures: a concise proof. [link]
    Statistics and Probability Letters 100, 172-175
  40. 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
  41. J. F. Ziegel and T. Gneiting (2014)
    Copula calibration [link]
    Electronic Journal of Statistics 8, 2619-2638, 2014.
  42. 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
  43. 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
  44. J. Ziegel (2014)
    Convolution roots and differentiability of isotropic positive definite functions on spheres [link]
    Proceedings of the American Mathematical Society 142, 2053-2077
  45. 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
  46. J. Ziegel (2013)
    Stereological modelling of random particles [link]
    Communications in Statistics - Theory and Methods 42, 1428-1442
    Special Issue: European Young Statisticians
  47. P. Hall and J. Ziegel (2011)
    Distribution estimators and confidence intervals for stereological volumes [link]
    Biometrika 98, 417-431
  48. C. Genest, J. Nešlehovà, and J. Ziegel (2011)
    Inference in multivariate Archimedean copula models [link]
    Test 20, 223-256
    Invited paper with discussion
  49. J. Ziegel, E. B. Vedel Jensen, and K.-A. Dorph-Petersen (2011)
    Variance estimation for generalized Cavalieri estimators [link]
    Biometrika 98, 187-198
  50. J. Ziegel and M. Kiderlen (2010)
    Stereological estimation of surface area from digital images [link]
    Image Analysis and Stereology 29, 99-110
  51. 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
  52. 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

  1. 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

  1. 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
  2. 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.
  3. 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.
  4. J. Ziegel (2011)
    Precision estimation for stereological volumes
    In Proceedings of the 17th European Young Statisticians Meeting, 257-261

Working papers and technical reports

  1. T. Dimitriadis, T. Fissler, J. F. Ziegel (2020)
    The efficiency gap [arXiv]
  2. C. Strähl, J. F. Ziegel, L. Dümbgen (2018)
    Local estimation of a multivariate density and its derivatives [arXiv]
  3. 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
  4. I. T. Andersen and J. F. Ziegel (2014)
    2D non-uniform systematic sampling [CSGB report]
  5. J. Ziegel and P. Hall (2010)
    Improving the performance of estimators based on systematic sampling


  1. J. Ziegel (2010), Stereological analysis of spatial structures, Ph.D. thesis, ETH Zurich, Switzerland.
  2. J. Ziegel (2006), Rectifiable sets in metric spaces of curvature bounded above, Diplom thesis, ETH Zurich, Switzerland.