We introduce Isotonic Conditional Laws (ICL) which extend the classical
...
Rank and PIT histograms are established tools to assess the calibration ...
Insurance pricing systems should fulfill the auto-calibration property t...
How can we quantify uncertainty if our favorite computational tool - be ...
To mitigate the impacts associated with adverse weather conditions,
mete...
In the recent Basel Accords, the Expected Shortfall (ES) replaces the
Va...
We characterize the full classes of M-estimators for semiparametric mode...
Given a statistical functional of interest such as the mean or median, a...
We present new classes of positive definite kernels on non-standard spac...
We design sequential tests for a large class of nonparametric null hypot...
Probability predictions from binary regressions or machine learning meth...
This technical report proposes an alternative to the Hosmer-Lemeshow (HL...
It is informative to evaluate a forecaster's ability to predict outcomes...