Enno Mammen

Names

Identifer

Contact

Affiliations

• National Research University Higher School of Economics (HSE) / International Laboratory of Stochastic Analysis (weight: 15%)
  • EDIRC entry
  • location:
• Institut für Angewandte Mathematik, Universität Heidelberg (weight: 85%)
  • http://www.math.uni-heidelberg.de/am/
  • location: Germany, Heidelberg

Research profile

author of:

• Statistical Models. A. C. Davison (RePEc:bes:amstat:v:60:y:2006:m:may:p:204-205)
  by Mammen, Enno
• Time Series Modelling With Semiparametric Factor Dynamics (RePEc:bes:jnlasa:v:104:i:485:y:2009:p:284-298)
  by Park, Byeong U. & Mammen, Enno & Härdle, Wolfgang & Borak, Szymon
• More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors (RePEc:bes:jnlasa:v:98:y:2003:p:980-992)
  by Xiao Z. & Linton O.B. & Carroll R.J. & Mammen E.
• Testing in semiparametric models with interaction, with applications to gene–environment interactions (RePEc:bla:jorssb:v:71:y:2009:i:1:p:75-96)
  by Arnab Maity & Raymond J. Carroll & Enno Mammen & Nilanjan Chatterjee
• Smoothing Splines and Shape Restrictions (RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252)
  by E. Mammen & C. Thomas‐Agnan
• Bootstarp Methods in Nonparametric Regression (RePEc:cor:louvco:1990049)
  by Hardle, W. & Mammen, E.
• Comparing nonparametric versus parametric regression fits (RePEc:cor:louvco:1990065)
  by Hardle, W. & Mammen, E.
• On estimation of monotone and concave frontier functions (RePEc:cor:louvco:1997031)
  by GIJBELS, Irène & MAMMEN, Enno & PARK, Byeong U. & SIMAR, Léopold
• Estimation In An Additive Model When The Components Are Linked Parametrically (RePEc:cup:etheor:v:18:y:2002:i:04:p:886-912_18)
  by Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno
• Bootstrap Inference In Semiparametric Generalized Additive Models (RePEc:cup:etheor:v:20:y:2004:i:02:p:265-300_20)
  by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan
• Nonparametric Additive Models For Panels Of Time Series (RePEc:cup:etheor:v:25:y:2009:i:02:p:442-481_09)
  by Mammen, Enno & Støve, Bård & Tjøstheim, Dag
• Analyzing The Random Coefficient Model Nonparametrically (RePEc:cup:etheor:v:26:y:2010:i:03:p:804-837_99)
  by Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno
• The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions (RePEc:cwl:cwldpp:1160)
  by Oliver Linton & E. Mammen & J. Nielsen
• Estimating Yield Curves by Kernel Smoothing Methods (RePEc:cwl:cwldpp:1205)
  by Oliver Linton & E. Mammen & J. Nielsen & C. Tanggaard
• More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors (RePEc:cwl:cwldpp:1375)
  by Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen
• Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods (RePEc:ecm:emetrp:v:73:y:2005:i:3:p:771-836)
  by O. Linton & E. Mammen
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity (RePEc:ecm:emetrp:v:75:y:2007:i:5:p:1513-1518)
  by Stefan Hoderlein & Enno Mammen
• Yield Curve Estimation by Kernel Smoothing Methods (RePEc:ecm:wc2000:0235)
  by Oliver B. Linton & Enno Mammen & J. Nielsen & Carsten Tanggaard
• Identification and estimation of local average derivatives in non-separable models without monotonicity (RePEc:ect:emjrnl:v:12:y:2009:i:1:p:1-25)
  by Stefan Hoderlein & Enno Mammen
• Testing for multimodality (RePEc:eee:csdana:v:18:y:1994:i:5:p:499-512)
  by Fischer, N. I. & Mammen, E. & Marron, J. S.
• Yield curve estimation by kernel smoothing methods (RePEc:eee:econom:v:105:y:2001:i:1:p:185-223)
  by Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten
• Nonparametric transformation to white noise (RePEc:eee:econom:v:142:y:2008:i:1:p:241-264)
  by Linton, Oliver B. & Mammen, Enno
• A short note on optimal bandwidth selection for kernel estimators (RePEc:eee:stapro:v:9:y:1990:i:1:p:23-25)
  by Mammen, Enno
• Estimating Semiparametric ARCH Models by Kernel Smoothing Methods (RePEc:fmg:fmgdps:dp511)
  by Enno Mammen & Oliver Linton
• Yield Curve Estimation by Kernel Smoothing (RePEc:fmg:fmgdps:dp515)
  by C Taanggard & J Nielsen & Enno Mammen & Oliver Linton
• ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries (RePEc:fth:louvis:9205)
  by Mammen, E. & Tsybakov, A.B.
• Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach (RePEc:hhb:aarfin:2000_010)
  by Engsted, Tom & Mammen, Enno & Tanggaard, Carsten
• Bootstrap Inference in Semiparametric Generalized Additive Models (RePEc:hhb:aarfin:2001_003)
  by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan
• A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics (RePEc:hum:wpaper:sfb649dp2005-020)
  by Matthias Fengler & Wolfgang Härdle & Enno Mammen
• Time Series Modelling with Semiparametric Factor Dynamics (RePEc:hum:wpaper:sfb649dp2007-023)
  by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park
• Nonparametric Regression with Nonparametrically Generated Covariates (RePEc:hum:wpaper:sfb649dp2010-059)
  by Enno Mammen & Christoph Rothe & Melanie Schienle
• Nonparametric estimation of an additive model with a link function (RePEc:ifs:cemmap:19/02)
  by Joel L. Horowitz & Enno Mammen
• Generalised structured models (RePEc:oup:biomet:v:90:y:2003:i:3:p:551-566)
  by Enno Mammen
• A General Approach to the Predictability Issue in Survival Analysis with Applications (RePEc:oup:biomet:v:94:y:2007:i:4:p:873-892)
  by Enno Mammen & Jens Perch Nielsen
• Nonparametric additive regression for repeatedly measured data (RePEc:oup:biomet:v:96:y:2009:i:2:p:383-398)
  by Raymond J. Carroll & Arnab Maity & Enno Mammen & Kyusang Yu
• Book reviews (RePEc:spr:metrik:v:40:y:1993:i:1:p:129-136)
  by M. Bartlett & S. Rachev & E. Dettweiler & D. Berry & E. Mammen
• Comments on: Nonparametric inference with generalized likelihood ratio tests (RePEc:spr:testjl:v:16:y:2007:i:3:p:462-464)
  by Enno Mammen
• Universal smoothing factor selection in density estimation: theory and practice (RePEc:spr:testjl:v:6:y:1997:i:2:p:223-320)
  by Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye
• Thresholding algorithms, maxisets and well-concentrated bases (RePEc:spr:testjl:v:9:y:2000:i:2:p:283-344)
  by Gérard Kerkyacharian & Dominique Picard & Lucien Birgé & Peter Hall & Oleg Lepski & Enno Mammen & Alexandre Tsybakov & G. Kerkyacharian & D. Picard
• Comparing nonparametric versus parametric regression fits (RePEc:wop:humbse:9205)
  by Enno Mammen
• A Bootstrap Test for Single Index Models (RePEc:wpa:wuwpem:0508007)
  by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca
• A dynamic semiparametric factor model for implied volatility string dynamics (RePEc:zbw:sfb649:sfb649dp2005-020)
  by Fengler, Matthias R. & Härdle, Wolfgang Karl & Mammen, Enno
• Time series modelling with semiparametric factor dynamics (RePEc:zbw:sfb649:sfb649dp2007-023)
  by Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U.
• Nonparametric regression with nonparametrically generated covariates (RePEc:zbw:sfb649:sfb649dp2010-059)
  by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
• Semiparametric estimation with generated covariates (RePEc:zbw:sfb649:sfb649dp2011-064)
  by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
• Generated covariates in nonparametric estimation: A short review (RePEc:zbw:sfb649:sfb649dp2012-042)
  by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
• Additive models: Extensions and related models (RePEc:zbw:sfb649:sfb649dp2012-045)
  by Mammen, Enno & Park, Byeong U. & Schienle, Melanie
• Semiparametric Estimation with Generated Covariates (RePEc:zbw:sfb649:sfb649dp2014-043)
  by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
• Nonparametric estimation in case of endogenous selection (RePEc:zbw:sfb649:sfb649dp2015-050)
  by Breunig, Christoph & Mammen, Enno & Simoni, Anna