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Dimitriadis, Timo; Fissler, Tobias; Ziegel, Johanna (2024). Osband’s principle for identification functions. Statistical Papers, 65(2), pp. 1125-1132. Springer 10.1007/s00362-023-01428-x
Dimitriadis, Timo; Fissler, Tobias; Ziegel, Johanna (2023). Characterizing M-estimators. Biometrika, 111(1), pp. 339-346. Oxford University Press 10.1093/biomet/asad026
Fissler, Tobias; Ziegel, Johanna F. (2021). Correction note: Higher Order Elicitability and Osband’s Principle. Annals of statistics, 49(1), p. 614. Institute of Mathematical Statistics 10.1214/20-AOS2014
Fissler, Tobias; Ziegel, Johanna F. (2021). On the elicitability of Range Value at Risk. Statistics & risk modeling, 38(1-2), pp. 25-46. De Gruyter 10.1515/strm-2020-0037
Fissler, Tobias; Ziegel, Johanna F. (2019). Order-sensitivity and equivariance of scoring functions. Electronic journal of statistics, 13(1), pp. 1166-1211. Institute of Mathematical Statistics 10.1214/19-EJS1552
Fissler, Tobias; Podolskij, Mark (2017). Testing the maximal rank of the volatility process for continuous diffusions observed with noise. Bernoulli, 23(4B), pp. 3021-3066. International Statistical Institute 10.3150/16-BEJ836
Fissler, Tobias; Ziegel, Johanna F.; Gneiting, Tilmann (2016). Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting. Risk Magazine Incisive Financial Publ.
Fissler, Tobias; Thäle, Christoph (2016). A four moments theorem for Gamma limits on a Poisson chaos. Alea. Latin American journal of probability and mathematical statistics, 13(1), pp. 163-192. Institute of Mathematical Statistics
Fissler, Tobias; Ziegel, Johanna F. (2016). Higher order elicitability and Osband’s principle. Annals of statistics, 44(4), pp. 1680-1707. Institute of Mathematical Statistics 10.1214/16-AOS1439
