Tilmann Gneiting: Publications

Ehm, W. and Gneiting, T. (2012). Local proper scoring rules of order two. Annals of Statistics, in press.

Gneiting, T., Sevcikova, H. and Percival, D. B. (2012). Estimators of fractal dimension: Assessing the smoothness of time series and spatial data. Statistical Science, in press.

Fraley, C., Raftery, A., Gneiting, T., Sloughter, M. and Berrocal, V. (2011). Probabilistic weather forecasting in R. R Journal, 3/1, 55-63.

Gneiting, T. (2011). Quantiles as optimal point forecasts. International Journal of Forecasting, 27, 197-207.

Gneiting, T. (2011). Making and evaluating point forecasts. Journal of the American Statistical Association, 106, 746-762.

Gneiting, T. and Ranjan, R. (2011). Comparing density forecasts using threshold and quantile weighted proper scoring rules. Journal of Business and Economic Statistics, 29, 411-422.

Kleiber, W., Raftery, A. E. and Gneiting, T. (2011). Geostatistical model averaging for locally calibrated probabilistic quantitative precipitation forecasting. Journal of the American Statistical Association, 106, 1291-1303.

Kleiber, W., Raftery, A. E., Baars, J., Gneiting, T., Mass, C. F. and Grimit, E. P. (2011). Locally calibrated probabilistic temperature forecasting using geostatistical model averaging and local Bayesian model averaging. Monthly Weather Review, 139, 2630-2649.

Bao, L., Gneiting, T., Grimit, E. P., Guttorp, P. and Raftery, A. E. (2010). Bias correction and Bayesian model averaging for ensemble forecasts of surface wind direction. Monthly Weather Review, 138, 1811-1821.

Berrocal, V., Raftery, A. E., Gneiting, T. and Steed, R. (2010). Probabilistic weather forecasting for winter road maintenance. Journal of the American Statistical Association, 105, 522-537.

Fraley, C., Raftery, A. E. and Gneiting, T. (2010). Calibrating multi-model forecast ensembles with exchangeable and missing members using Bayesian model averaging. Monthly Weather Review, 138, 190-202.

Gneiting, T. and Guttorp, P. (2010). Continuous-parameter stochastic process theory. In Handbook of Spatial Statistics, Gelfand, A. E., Diggle, P., Fuentes, M. and Guttorp, P., editors, Chapman & Hall/CRC, pp. 17-28.

Gneiting, T. and Guttorp, P. (2010). Continuous-parameter spatio-temporal processes. In Handbook of Spatial Statistics, Gelfand, A. E., Diggle, P., Fuentes, M. and Guttorp, P., editors, Chapman & Hall/CRC, pp. 427-436.

Gneiting, T., Kleiber, W. and Schlather, M. (2010). Matérn cross-covariance functions for multivariate random fields. Journal of the American Statistical Association, 105, 1167-1177.

Ranjan, R. and Gneiting, T. (2010). Combining probability forecasts. Journal of the Royal Statistical Society Series B: Statistical Methodology, 32, 71-91.

Sloughter, J. M., Gneiting, T. and Raftery, A. E. (2010). Probabilistic wind speed forecasting using ensembles and Bayesian model averaging. Journal of the American Statistical Association, 105 25-35.

Thorarinsdottir, T. L. and Gneiting, T. (2010). Probabilistic forecasts of wind speed: Ensemble model output statistics using heteroskedastic censored regression. Journal of the Royal Statistical Society Series A: Statistics in Society, 173, 371-388.

Czado, C., Gneiting, T. and Held, L. (2009). Predictive model assessment for count data. Biometrics, 65 1254-1261.

Berrocal, V. J., Raftery, A. E. and Gneiting, T. (2008). Probabilistic quantitative precipitation field forecasting using a two-stage spatial model. Annals of Applied Statistics, 2, 1170-1193.

Gneiting, T. (2008). Editorial: Probabilistic forecasting. Journal of the Royal Statistical Society Series A: Statistics in Society, 171, 319-321.

Gneiting, T., Stanberry, L. I., Grimit, E. P., Held, L. and Johnson, N. A. (2008). Assessing probabilistic forecasts of multivariate quantities, with applications to ensemble predictions of surface winds. Test, 17, 211-235.

Gneiting, T., Stanberry, L. I., Grimit, E. P., Held, L. and Johnson, N. A. (2008). Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with applications to ensemble predictions of surface winds. Test, 17, 256-264.

Percival, D. B., Rothrock, D. A., Thorndike, A. S. and Gneiting, T. (2008). The variance of mean sea-ice thickness: Effect of long-range dependence. Journal of Geophysical Research, 113, C01004, doi:10.1029/2007JC004391.

Berrocal, V. J., Raftery, A. E. and Gneiting, T. (2007). Combining spatial statistical and ensemble information in probabilistic weather forecasts. Monthly Weather Review, 135, 1386-1402.

Gneiting, T. and Raftery, A. E. (2007). Strictly proper scoring rules, prediction, and estimation. Journal of the American Statistical Association, 102, 359-378.

Gneiting, T., Balabdaoui, F. and Raftery, A. E. (2007). Probabilistic forecasts, calibration and sharpness. Journal of the Royal Statistical Society Series B: Statistical Methodology, 69, 243-268.

Gneiting, T., Genton, M. G. and Guttorp, P. (2007). Geostatistical space-time models, stationarity, separability and full symmetry. In Finkenstadt, B., Held, L. and Isham, V. (eds.), Statistical Methods for Spatio-Temporal Systems, Chapman & Hall/CRC, Boca Raton, pp. 151-175.

Sloughter, J. M., Raftery, A. E., Gneiting, T. and Fraley, C. (2007). Probabilistic quantitative precipitation forecasting using Bayesian model averaging. Monthly Weather Review, 135, 3209-3220.

Gneiting, T., Larson, K., Westrick, K, Genton, M. G. and Aldrich, E. (2006). Calibrated probabilistic forecasting at the Stateline wind energy center: The regime-switching space-time method. Journal of the American Statistical Association, 101, 968-979.

Gneiting, T., Sevcikova, H., Percival, D. B., Schlather, M. and Jiang, Y. (2006). Fast and exact simulation of large Gaussian lattice systems in R²: Exploring the limits. Journal of Computational and Graphical Statistics, 15, 483-501.

Grimit, E. P., Gneiting, T., Berrocal, V. J. and Johnson, N. A. (2006). The continuous ranked probability score for circular variables and its application to mesoscale forecast ensemble verification. Quarterly Journal of the Royal Meteorological Society, 132, 2925-2942.

Guttorp, P. and Gneiting, T. (2006). Studies in the history of probability and statistics XLIX: On the Matérn correlation family. Biometrika, 93, 989-995.

Holzmann, H., Munk, A. and Gneiting, T. (2006). Identifiability of finite mixtures of elliptical distributions. Scandinavian Journal of Statistics, 33, 753-763.

Schlather, M. and Gneiting, T. (2006). Local approximation of variograms by covariance functions. Statistics & Probability Letters, 76, 1303-1304.

Gneiting, T. and Raftery, A. E. (2005). Weather forecasting with ensemble methods. Science, 310, 248-249.

Gneiting, T., Raftery, A. E., Westveld, A. H. and Goldman, T. (2005). Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. Monthly Weather Review, 133, 1098-1118.

Raftery, A. E., Gneiting, T., Balabdaoui, F. and Polakowski, M. (2005). Using Bayesian model averaging to calibrate forecast ensembles. Monthly Weather Review, 133, 1155-1174.

Ehm, W., Gneiting, T. and Richards, D. (2004). Convolution roots of radial positive definite functions with compact support. Transactions of the American Mathematical Society, 356, 4655-4685.

Gel, Y., Raftery, A. E. and Gneiting, T. (2004). Calibrated probabilistic mesoscale weather field forecasting: The geostatistical output perturbation (GOP) method. Journal of the American Statistical Association, 99, 575-583.

Gel, Y., Raftery, A. E., Gneiting, T. and Berrocal, V. J. (2004). Rejoinder. Journal of the American Statistical Association, 99, 588-590.

Gneiting, T. and Schlather, M. (2004). Stochastic models that separate fractal dimension and the Hurst effect. SIAM Review, 46, 269-282.

Atmanspacher, H., Ehm, W. and Gneiting, T. (2003). Necessary and sufficient conditions for the quantum Zeno and anti-Zeno effect. Journal of Physics A: Mathematical and General, 36, 9899-9905.

Ehm, W., Genton, M. G. and Gneiting, T. (2003). Stationary covariances associated with exponentially convex functions. Bernoulli, 9, 607-615, 10, 375.

Mitra, S., Gneiting, T. and Sasvári, Z. (2003). Polynomial covariance functions on intervals. Bernoulli, 9, 229-241.

Gneiting, T. (2002). Compactly supported correlation functions. Journal of Multivariate Analysis, 83, 493-508.

Gneiting, T. (2002). Nonseparable, stationary covariance functions for space-time data. Journal of the American Statistical Association, 97, 590-600.

Gneiting, T. and Schlather, M. (2002). Space-time covariance models. In El-Shaarawi, A. H. and Piegorsch, W. W. (eds.), Encyclopedia of Environmetrics, Vol. 4. John Wiley & Sons, Chichester, pp. 2041-2045.

Dreier, I., Ehm, W., Gneiting, T. and Richards, D. (2001). Improved bounds for Laue's constant and multivariate extensions. Mathematische Nachrichten, 228, 109-122.

Gneiting, T. (2001). Curiosities of characteristic functions. Expositiones Mathematicae, 19, 359-363.

Gneiting, T. (2001). Criteria of Pólya type for radial positive definite functions. Proceedings of the American Mathematical Society, 129, 2309-2318.

Gneiting, T., Konis, K. and Richards, D. (2001). Experimental approaches to Kuttner's problem. Experimental Mathematics, 10, 117-124.

Gneiting, T., Sasvári, Z. and Schlather, M. (2001). Analogies and correspondences between variograms and covariance functions. Advances in Applied Probability, 33, 617-630.

Gneiting, T. (2000). Addendum to `Isotropic correlation functions on d-dimensional balls'. Advances in Applied Probability, 32, 960-961.

Gneiting, T. (2000). Power-law correlations, related models for long-range dependence, and their simulation. Journal of Applied Probability, 37, 1104-1109.

Gneiting, T. (2000). Kuttner's problem and a Pólya type criterion for characteristic functions. Proceedings of the American Mathematical Society, 128, 1721-1728.

Ehm, W., Gneiting, T. and Richards, D. (1999). On the uncertainty relation for positive-definite probability densities, II. Statistics, 33, 267-286.

Gneiting, T. (1999). Isotropic correlation functions on d-dimensional balls. Advances in Applied Probability, 31, 625-631.

Gneiting, T. (1999). A Pólya type criterion for radial characteristic functions in R². Expositiones Mathematicae, 17, 181-183.

Gneiting, T. (1999). On the derivatives of radial positive definite functions. Journal of Mathematical Analysis and Applications, 236, 86-93.

Gneiting, T. (1999). Radial positive definite functions generated by Euclid's hat. Journal of Multivariate Analysis, 69, 88-119.

Gneiting, T. (1999). The correlation bias for two-dimensional simulations by turning bands. Mathematical Geology, 31, 195-211.

Gneiting, T. (1999). Decomposition theorems for a-symmetric positive definite functions. Mathematische Nachrichten, 208, 117-120.

Gneiting, T. (1999). Correlation functions for atmospheric data analysis. Quarterly Journal of the Royal Meteorological Society, 125, 2449-2464.

Gneiting, T. and Sasvári, Z. (1999). The characterization problem for isotropic covariance functions. Mathematical Geology, 31, 105-111.

Gneiting, T. (1998). On the Bernstein-Hausdorff-Widder conditions for completely monotone functions. Expositiones Mathematicae, 16, 181-183.

Gneiting, T. (1998). On a-symmetric multivariate characteristic functions. Journal of Multivariate Analysis, 64, 131-147.

Gneiting, T. (1998). Closed form solutions of the two-dimensional turning bands equation. Mathematical Geology, 30, 379-390.

Gneiting, T. (1998). On the uncertainty relation for positive definite probability densities. Statistics, 31, 83-88.

Gneiting, T. (1998). Simple tests for the validity of correlation function models on the circle. Statistics & Probability Letters, 39, 119-122.

Gneiting, T. (1997). Normal scale mixtures and dual probability densities. Journal of Statistical Computation and Simulation, 59, 375-384.

Gneiting, T. (1996). Comment on `A simple and efficient space domain implementation of the turning bands method' by C. R. Dietrich. Water Resources Research, 32, 3391-3396.

Last modified 5 March 2012