Photo credit: Kim Formosa
Teaching
- 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.
Theses
- Brehmer, J. R. (2017). Elicitability and its Application in Risk Management. Master thesis, University of Mannheim. Available here.