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. (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. Proceedings of the American Mathematical Society, Series B, 8 297–301. Journal.
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.
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