Photo credit: Kim Formosa
I recently joined the CST Group, led by Tilmann Gneiting, at the Heidelberg Institute for Theoretical Studies.
Teaching
- HWS 2020: Extremwerttheorie (Vorlesung)
- FSS 2019: Mathematische Methoden der Big Data Analytics II (Übung)
- HWS 2018: Extremwerttheorie (Übung)
- HWS 2017: Zeitreihenanalyse und Räumliche Statistik (Übung)
Publications
Articles
- Brehmer, J. R. and Strokorb, K. (2019). Why scoring functions cannot assess tail properties. Electronic Journal of Statistics, 13 (2) 4015-4034. Journal, arXiv
- Brehmer, J. R. and Gneiting, T. (2020). Properization: constructing proper scoring rules via Bayes acts. Annals of the Institute of Statistical Mathematics, 72 (3) 659-673. Journal, arXiv.
- Brehmer, J. R. and Gneiting, T. (2020). Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval. Preprint, accepted in Bernoulli. arXiv.
Theses
- Brehmer, J. R. (2017). Elicitability and its Application in Risk Management. Master thesis, University of Mannheim. Available here.