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Timo Dimitriadis

Timo Dimitriadis

Ruprecht Karls Universität Heidelberg - Heidelberg / Germany
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AD Scientific Index ID: 6048393
Heidelberg University
person_outline Timo Dimitriadis's MOST POPULAR ARTICLES
1-) Regression based expected shortfall backtesting Journal of Financial Econometrics 20 (3), 437-471, 2022
2-) Stable reliability diagrams for probabilistic classifiers Proceedings of the National Academy of Sciences 118 (8), e2016191118, 2021
3-) A joint quantile and expected shortfall regression framework Electronic Journal of Statistics 13 (1), 1823-1871, 2019
4-) Model Diagnostics and Forecast Evaluation for Quantiles Annual Review of Statistics and Its Application 10, 2023
5-) Testing forecast rationality for measures of central tendency Review of Economics and Statistics, 1-45, 2024