E. Mammen

发表

Smooth Discrimination Analysis

E. Mammen, A. Tsybakov, 1999 .

On General Resampling Algorithms and their Performance in Distribution Estimation

E. Mammen, P. Hall, 1994 .

The Bootstrap and Edgeworth Expansion

E. Mammen, 1997 .

Locally adaptive regression splines

S. Geer, E. Mammen, 1997 .

Bootstrap methods in nonparametric regression

E. Mammen, W. Härdle, 1991 .

When Does Bootstrap Work?: Asymptotic Results and Simulations

E. Mammen, 1992 .

Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors

E. Mammen, V. Spokoiny, O. Lepski, 1997 .

A simple smooth backfitting method for additive models

E. Mammen, B. Park, 2006, math/0702657.

A General Projection Framework for Constrained Smoothing

E. Mammen, B. Turlach, M. Wand, 2001 .

Time Series Modelling With Semiparametric Factor Dynamics

E. Mammen, W. Härdle, B. Park, 2007 .

Nonparametric regression under qualitative smoothness assumptions

E. Mammen, 1991 .

Universal smoothing factor selection in density estimation: theory and practice

M. C. Jones, G. Lugosi, E. Mammen, 1997 .

Accounting for correlation in marginal longitudinal nonparametric regression

E. Mammen, R. Carroll, Xihong Lin, 2003 .

When does bootstrap work

E. Mammen, 1992 .

More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors

E. Mammen, R. Carroll, O. Linton, 2003 .

Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions

Joel L. Horowitz, Enno Mammen, E. Mammen, 2007, 0803.2999.

Penalized quasi-likelihood estimation in partial linear models

Sara van de Geer, Enno Mammen, S. Geer, 1997 .

Comparing Nonparametric Versus Parametric Regression Fits

E. Mammen, W. Härdle, 1993 .

On estimation of monotone and concave frontier functions

E. Mammen, B. Park, L. Simar, 1999 .

Testing for multimodality

James Stephen Marron, Nicholas I. Fisher, Enno Mammen, 1994 .

Testing Parametric Versus Semiparametric Modelling in Generalized Linear Models

Enno Mammen, Marlene Müller, Wolfgang K. Härdle, 1996 .

Nonparametric estimation of noisy integral equations of the second kind

Enno Mammen, Kyusang Yu, E. Mammen, 2009 .

Implied Volatility String Dynamics

Matthias R. Fengler, E. Mammen, W. Härdle, 2003 .

Asymptotical minimax recovery of sets with smooth boundaries

E. Mammen, A. Tsybakov, 1995 .

Yield Curve Estimation by Kernel Smoothing Methods

E. Mammen, O. Linton, J. Nielsen, 2000 .

Bootstrap of kernel smoothing in nonlinear time series

E. Mammen, J. Franke, Jens-Peter Kreiss, 2002 .

Introduction to Hall (1988) Theoretical Comparison of Bootstrap Confidence Intervals

E. Mammen, 1997 .

Asymptotics with increasing dimension for robust regression with applications to the bootstrap

E. Mammen, 1989 .

Bootstrap and Wild Bootstrap for High Dimensional Linear Models

E. Mammen, 1993 .

Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression

Thorsten Hohage, Jean-Pierre Florens, Enno Mammen, 2013, 1307.6701.

Nonparametric regression with nonparametrically generated covariates

E. Mammen, C. Rothe, M. Schienle, 2012, 1207.5594.

Thresholding algorithms, maxisets and well-concentrated bases

Dominique Picard, Lucien Birgé, Enno Mammen, 2000 .

SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES

Enno Mammen, Melanie Schienle, Christoph Rothe, 2015, Econometric Theory.

Additive Models: Extensions and Related Models.

E. Mammen, B. Park, M. Schienle, 2012 .

The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions

Enno Mammen, E. Mammen, O. Linton, 1999 .

Additive isotone regression

Enno Mammen, Kyusang Yu, E. Mammen, 2007, 0709.0888.

Local adaptivity of kernel estimates with plug-in local bandwidth selectors

Irène Gijbels, Enno Mammen, E. Mammen, 1998 .

The Statistical Information Contained in Additional Observations

Enno Mammen, E. Mammen, 1986 .

Backfitting Tests in Additive Interaction Models

E. Mammen, S. Sperlich, 2010 .

Estimating Semiparametric Arch (∞) Models by Kernel Smoothing Methods

Enno Mammen, E. Mammen, O. Linton, 2003 .

Estimating Semiparametric Arch (Infinity) Models by Kernel Smoothing Methods

E. Mammen, O. Linton, 2003 .

Ill-posed estimation in high-dimensional models with instrumental variables

E. Mammen, C. Breunig, Anna Simoni, 2018, 1806.00666.

NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES

Dag Tjøstheim, Enno Mammen, Bård Støve, 2009, Econometric Theory.

Conditional Variance Forecasts for Long-Term Stock Returns

E. Mammen, J. Nielsen, S. Sperlich, 2019, Risks.

Poisson reduced-rank models with an application to political text data

Eun Ryung Lee, E. Mammen, C. Jentsch, 2020 .

BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS

Wolfgang Härdle, Sylvie Huet, Stefan Sperlich, 2004, Econometric Theory.

A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models

Gerard J. van den Berg, E. Mammen, J. Nielsen, 2014, Journal of Econometrics.

Smooth Backfitting of Proportional Hazards With Multiplicative Components

E. Mammen, J. Nielsen, M. D. Martinez-Miranda, 2017, Journal of the American Statistical Association.

Nonparametric regression with filtered data

E. Mammen, I. Keilegom, O. Linton, 2011, 1102.1857.

Optimal estimation of sparse high-dimensional additive models

E. Mammen, Martin Wahl, Karl B. Gregory, 2016, 1603.07632.

A bootstrap test for single index models

Wolfgang Härdle, Enno Mammen, Isabel Proença, 2000 .

Nonparametric inference for continuous-time event counting and link-based dynamic network models

E. Mammen, W. Polonik, Alexander Kreiss, 2017, Electronic Journal of Statistics.

2 Surrogate Data – A Qualitative and Quantitative Analysis

E. Mammen, T. Maiwald, J. Timmer, 2018 .

A general projection framwork for constrained smoothing

J. S. Marron, E. Mammen, M. Wand, 2014 .

Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation

Gerard J. van den Berg, E. Mammen, G. van den Berg, 2020, Review of Economics and Statistics.

A nonparametric approach to identify age, time, and cohort effects

E. Mammen, Bernd Fitzenberger, Kyusang Yu, 2019 .

Smooth Backfitting of Proportional Hazards With Multiplicative Components

M. D. Martínez-Miranda, E. Mammen, J. Nielsen, 2017, Journal of the American Statistical Association.

Smooth backfitting of proportional hazards -- A new approach projecting survival data

M. D. Martínez-Miranda, E. Mammen, J. Nielsen, 2017 .

Local linear smoothing for sparse high dimensional varying coefficient models

Eun Ryung Lee, E. Mammen, 2016 .

Expansion for moments of regression quantiles with applications to nonparametric testing

E. Mammen, I. Keilegom, Kyusang Yu, 2013, Bernoulli.

EMPIRICAL RISK MINIMIZATION IN INVERSE PROBLEMS 1

E. Mammen, Jussi Klemelä, 2009 .

Some theoretical properties of phase-randomized multivariate surrogates

E. Mammen, Swagata Nandi, 2008 .

Local linear smoothing in additive models as data projection

Munir Hiabu, Enno Mammen, Joseph T. Meyer, 2022, 2201.10930.

Semiparametric additive indices for binary response and generalized additive models

E. Mammen, W. Härdle, S. Huet, 1998 .

Yield Curve Estimation by Kernel Smoothing

E. Mammen, O. Linton, J. Nielsen, 2004 .

Yield Curve Estimation by Kernel Smoothing Methods

E. Mammen, O. Linton, J. Nielsen, 2000 .

Testing For Global Covariate Effects in Dynamic Interaction Event Networks

E. Mammen, W. Polonik, Alexander Kreiss, 2021, 2103.14668.

Comments on: Nonparametric inference with generalized likelihood ratio tests

E. Mammen, 2007 .

Bootstrap, wild bootstrap and generalized bootstrap

E. Mammen, 1993 .

Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains

E. Mammen, V. Konakov, 2007, 0705.3139.

Nonparametric Smoothing and Lackof-Fit Tests

E. Mammen, 2001 .

Double one‐sided cross‐validation of local linear hazards

E. Mammen, J. Nielsen, M. D. M. Miranda, 2016 .

Do-Validating Local Linear Hazards

M. D. Martínez-Miranda, E. Mammen, J. Nielsen, 2014 .

Estimating a Smooth Monotone Regression Function

Enno Mammen, E. Mammen, 1991 .

Random Planted Forest: a directly interpretable tree ensemble

E. Mammen, M. Hiabu, Josephine T. Meyer, 2020, ArXiv.

Optimal estimation in additive regression models

Joel L. Horowitz, Jussi Klemelä, Enno Mammen, 2006 .

Computational Statistics and Data Analysis

M. D. Martínez-Miranda, E. Mammen, J. Nielsen, 2009 .

Smoothing Splines and Shape Restrictions

Christine Thomas-Agnan, Enno Mammen, E. Mammen, 1999 .

Bootstrap, wild bootstrap, and asymptotic normality

Enno Mammen, E. Mammen, 1992 .

Confidence regions for level sets

Enno Mammen, Wolfgang Polonik, E. Mammen, 2013, J. Multivar. Anal..

ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY

Enno Mammen, Stefan Hoderlein, E. Mammen, 2009, Econometric Theory.

Bootstrap and Resampling

Swagata Nandi, Enno Mammen, E. Mammen, 2012 .

Some asymptotics for multimodality tests based on kernel density estimates

James Stephen Marron, Nicholas I. Fisher, Enno Mammen, 1992 .

Mass recentred kernel smoothers

E. Mammen, J. Marron, 1997 .

Smooth Backfitting for Additive Hazard Rates

E. Mammen, J. Nielsen, M. Hiabu, 2023, 2302.09510.

Statistical inference in sparse high-dimensional additive models

Martin Wahl, Enno Mammen, Karl Gregory, 2016, The Annals of Statistics.

COMPONENTS IN ADDITIVE MODELS1

E. Mammen, W. Härdle, Jianqing Fan, 2016 .

Additive modeling of realized variance: tests for parametric specifications and structural breaks

Matthias R. Fengler, E. Mammen, M. Vogt, 2013 .

ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION

E. Mammen, J. Horowitz, 2010, Econometric Theory.

EMPIRICAL RISK MINIMIZATION IN INVERSE PROBLEMS

E. Mammen, Jussi Klemela, 2010, 1001.2089.

Empirical risk minimization in inverse problems: Extended technical version

E. Mammen, Jussi Klemela, 2009, 0904.2977.

Smooth backfitting in generalized additive models

Enno Mammen, Byeong U. Park, Kyusang Yu, 2008, 0803.1922.

Bandwidth selection for smooth backfitting in additive models

Enno Mammen, Byeong U. Park, E. Mammen, 2005, math/0507425.

Nonparametric estimation of an additive model with a link function

Joel L. Horowitz, Enno Mammen, E. Mammen, 2002, math/0508595.

Direct estimation of low-dimensional components in additive models

Wolfgang Härdle, Enno Mammen, Jianqing Fan, 1998 .

Uncoupled Isotonic Regression with Discrete Errors

Enno Mammen, Jan Meis, E. Mammen, 2021, Advances in Contemporary Statistics and Econometrics.

Nonparametric curve estimation and simple curve characteristics

E. Mammen, 1991 .

Nonparametric Modeling in Financial Time Series

Enno Mammen, Jens-Peter Kreiss, Jürgen Franke, 2009 .

Generalised structured models

E. Mammen, J. Nielsen, 2003 .

A General Framework for Constrained Smoothing

E. Mammen, B. Turlach, M. Wand, 1998 .

Surrogate Data — A Qualitative and Quantitative Analysis

E. Mammen, T. Maiwald, J. Timmer, 2008 .

Nonparametric Transformation to White Noise

E. Mammen, O. Linton, 2006 .

A comparison of in-sample forecasting methods

Jens Perch Nielsen, Stephan M. Bischofberger, Munir Hiabu, 2019, Comput. Stat. Data Anal..

Optical local Gaussian approximation of an exponential family

E. Mammen, 1987 .

Time-dependent Poisson reduced rank models for political text data analysis

Enno Mammen, Carsten Jentsch, Eun Ryung Lee, 2020, Comput. Stat. Data Anal..

Asymptotics for Parametric GARCH-in-Mean Models

E. Mammen, Christian Conrad, 2016 .

A General Approach to the Predictability Issue in Survival Analysis with Applications

E. Mammen, J. Nielsen, 2007 .

In-sample forecasting applied to reserving and mesothelioma mortality

E. Mammen, J. Nielsen, M. D. M. Miranda, 2015 .

Projection-type estimation for varying coefficient regression models

Enno Mammen, Byeong U. Park, E. Mammen, 2012, 1203.0403.

Semi-parametric regression: Efficiency gains from modeling the nonparametric part

Enno Mammen, Byeong U. Park, Kyusang Yu, 2011, 1104.4410.

Nonparametric additive regression for repeatedly measured data

Arnab Maity, Raymond J. Carroll, Enno Mammen, 2009 .

Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models

E. Mammen, Christian Conrad, 2008 .

A semiparametric factor model for implied volatility surface dynamics

Wolfgang Härdle, Enno Mammen, Matthias R. Fengler, 2006 .

A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics

Enno Mammen, Matthias R. Fengler, Wolfgang K. Härdle, 2005 .

; Schienle , Melanie Working Paper Nonparametric regression with nonparametrically generated covariates

E. Mammen, C. Rothe, M. Schienle, 2010 .

2010-059 Nonparametric Regression with Nonparametrically Generated Covariates

E. Mammen, C. Rothe, M. Schienle, 2010 .

ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY

E. Mammen, W. Härdle, R. Carroll, 2002, Econometric Theory.

Identification of marginal effects in nonseparable models without monotonicity

Enno Mammen, Stefan Hoderlein, E. Mammen, 2007 .

Edgeworth type expansions for Euler schemes for stochastic differential equations.

Enno Mammen, Valentin D. Konakov, E. Mammen, 2002, Monte Carlo Methods Appl..

Properties of the nonparametric autoregressive bootstrap

Enno Mammen, Jürgen Franke, E. Mammen, 2002 .

Testing For Global Covariate Effects in Dynamic Interaction Event Networks

E. Mammen, W. Polonik, Alexander Kreiss, 2021, Journal of Business & Economic Statistics.

Testing For a Parametric Baseline-Intensity in Dynamic Interaction Networks

Enno Mammen, Wolfgang Polonik, Alexander Kreiss, 2021 .

Do-Validation for Kernel Density Estimation

Jens Perch Nielsen, Stefan Sperlich, Enno Mammen, 2011 .

Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures

E. Mammen, V. Konakov, 2023, 2304.10673.

Accuracy of Diffusion Approximations for High Frequency Markov Data

E. Mammen, V. Konakov, 2006, math/0602430.

Edgeworth type expansions for transition densities of Markov chains converging to diffusions

Enno Mammen, Valentin Konakov, E. Mammen, 2005 .

Local approximations of Markov random walks by diffusions

E. Mammen, V. Konakov, 2001 .

Local limit theorems for transition densities of Markov chains converging to diffusions

E. Mammen, V. Konakov, 2000 .

Calendar effect and in-sample forecasting

Jens Perch Nielsen, M. D. Martínez-Miranda, Enno Mammen, 2021, Insurance: Mathematics and Economics.

Backfitting and Smooth Backfitting in Varying Coefficient Quantile Regression

E. Mammen, B. Park, Young K. Lee, 2014 .

Efficient Semiparametric Marginal Estimation for the Partially Linear Additive Model for Longitudinal/Clustered Data

Arnab Maity, Enno Mammen, Raymond Carroll, 2009, Statistics in biosciences.

Generalised additive dependency inflated models including aggregated covariates

E. Mammen, B. Park, J. Nielsen, 2019, Electronic Journal of Statistics.

Estimating Yield Curves by Kernel Smoothing Methods

E. Mammen, O. Linton, J. Nielsen, 1998 .

Varying Coefficient Regression Models: A Review and New Developments

Enno Mammen, Eun Ryung Lee, Byeong U. Park, 2015 .

Nonparametric estimation in case of endogenous selection

E. Mammen, C. Breunig, Anna Simoni, 2017 .

Non�?Parametric Models in Binary Choice Fixed Effects Panel Data

E. Mammen, Stefan Hoderlein, Kyusang Yu, 2011 .

Low quality exposure and point processes with a view to the first phase of a pandemic (preprint)

E. Mammen, J. Nielsen, M. D. Mart'inez-Miranda, 2023, 2308.09918.

Monitoring a developing pandemic with available data

E. Mammen, J. Nielsen, M. D. Mart'inez-Miranda, 2023, 2308.09919.

Identification and Estimation of Local Average Derivatives in Non-Separable Models Without Monotonicity

E. Mammen, Stefan Hoderlein, 2009 .

Locally polynomial Hilbertian additive regression

Jeong Min Jeon, E. Mammen, B. Park, 2022, Bernoulli.

Nonparametric regression with parametric help

Y. K. Lee, B. U. Park, E. Mammen, 2020, Electronic Journal of Statistics.

Flexible generalized varying coefficient regression models

Enno Mammen, Byeong U. Park, E. Mammen, 2012, 1210.4711.

Backfitting and smooth backfitting for additive quantile models

E. Mammen, B. Park, Young K. Lee, 2010, 1011.2592.

Specification and structural break tests for additive models with applications to realized variance data

Matthias R. Fengler, E. Mammen, M. Vogt, 2015 .

Effect of Jump Discontinuity for Phase-Randomized Surrogate Data Testing

Jens Timmer, Swagata Nandi, Thomas Maiwald, 2009, Int. J. Bifurc. Chaos.

Change of the nature of a test when surrogate data are applied.

E. Mammen, Swagata Nandi, 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

Generalized linear time series regression

Jens Perch Nielsen, Bernd Fitzenberger, Enno Mammen, 2011 .

Nonparametric estimation of locally stationary Hawkes processe

Enno Mammen, E. Mammen, 2017, 1707.04469.

Nonparametric estimation of locally stationary Hawkes processes

E. Mammen, Marilena Müller, 2023, Bernoulli.

Nonparametric smoothing methods for a class of non-standard curve estimation problems

E. Mammen, O. Linton, 2003 .

Estimation of Group Structures in Panel Models with Individual Fixed Effects

E. Mammen, R. Wilke, Kristina Zapp, 2022, SSRN Electronic Journal.

In-Sample Forecasting with Local Linear Survival Densities

M. D. Martínez-Miranda, E. Mammen, J. Nielsen, 2016 .

More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors

E. Mammen, R. Carroll, O. Linton, 2002 .

Empirical process of residuals for high-dimensional linear models

E. Mammen, 1996 .

Comment

E. Mammen, 2013 .

Discussion of “Nonparametric (smoothed) likelihood and integral equations”, by Piet Groeneboom

E. Mammen, 2013 .

Random Planted Forest: a directly interpretable tree ensemble

E. Mammen, M. Hiabu, Josephine T. Meyer, 2020, ArXiv.

Massachusetts Institute of Technology Department of Economics Working Paper Series Rearranging Edgeworth-cornish-fisher Expansions Rearranging Edgeworth-cornish-fisher Expansions and the Cemmap "measurement Matters" Conference for Helpful

E. Mammen, J. Horowitz, I. Ekeland, 2022 .

Estimating Semiparametric Arch (∞) Models by Kernel Smoothing Methods

E. Mammen, Oliver Linton, 2003 .

ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries

E. Mammen, A. Tsybakov, 1992 .

Statistical convergence of Markov experiments to diffusion limits

E. Mammen, V. Konakov, Jeannette H. C. Woerner, 2012, 1201.6307.

Testing for Covariate Balance Using Quantile Regression and Resampling Methods Testing for Covariate Balance Using Quantile Regression and Resampling Methods I Have Benefited from Comments By

E. Mammen, Martin Huber, Michael Lechner, 2022 .