Jordan, Alexander Inigo

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2021

Whan, Kirien; Zscheischler, Jakob; Jordan, Alexander I.; Ziegel, Johanna F. (2021). Novel multivariate quantile mapping methods for ensemble post-processing of medium-range forecasts. Weather and climate extremes, 32, p. 100310. Elsevier 10.1016/j.wace.2021.100310

Jordan, Alexander I.; Mühlemann, Anja; Ziegel, Johanna F. (2021). Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals. Annals of the Institute of Statistical Mathematics, 74(3), pp. 489-514. Springer 10.1007/s10463-021-00808-0

2019

Jordan, Alexander; Krüger, Fabian; Lerch, Sebastian (2019). Evaluating Probabilistic Forecasts with scoringRules. Journal of statistical software, 90(12) UCLA Statistics 10.18637/jss.v090.i12

Ziegel, Johanna F.; Krüger, Fabian; Jordan, Alexander Inigo; Fasciati, Fernando (2019). Robust Forecast Evaluation of Expected Shortfall. Journal of financial econometrics, 18(1), pp. 95-120. Oxford University Press 10.1093/jjfinec/nby035

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