Timo Dimitriadis

Evaluating probabilistic classifiers: Reliability diagrams and score decompositions revisited pdf

Tilmann Gneiting, Timo Dimitriadis, Alexander I. Jordan, 2020, ArXiv.

Regression-Based Expected Shortfall Backtesting

Timo Dimitriadis, Sebastian Bayer, Timo Dimitriadis, 2018, Journal of Financial Econometrics.

On Testing Equal Conditional Predictive Ability Under Measurement Error

Timo Dimitriadis, Yannick Hoga, Timo Dimitriadis, 2021, Journal of Business & Economic Statistics.

Forecast encompassing tests for the expected shortfall

Timo Dimitriadis, Julie Schnaitmann, 2021 .