I recently joined the CST Group, led by Tilmann Gneiting, at the Heidelberg Institute for Theoretical Studies.

• 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)

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. (2021). Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval. Bernoulli, 27 (3) 1993-2010. Journal, arXiv.
• Brehmer, J. R. (2021). A construction principle for proper scoring rules. Preprint. pdf.
• Brehmer, J. R., Gneiting, T., Schlather, M. and Strokorb, K. (2021). Using scoring functions to evaluate point process forecasts. Preprint. arXiv.

Theses

• Brehmer, J. R. (2020). Theory and methodology of scoring functions: tail properties, interval forecasts, and point processes. Doctoral dissertation, University of Mannheim. Available here.
• Brehmer, J. R. (2017). Elicitability and its Application in Risk Management. Master thesis, University of Mannheim. Available here.