Zeitschriftenartikel

Mammen, Enno ; Härdle, Wolfgang ; Huet, Sylvie ; Sperlich, Stefan (2004) Bootstrap inference in semiparametric generalized additive models. Econometric Theory Cambridge 20 2 265-300 [Zeitschriftenartikel]

Linton, Oliver ; Mammen, Enno (2005) Estimating semiparametric ARCH(∞) models by kernel smoothing methods. Econometrica : Journal of the Econometric Society New York [u.a.] 73 3 771-836 [Zeitschriftenartikel]

Mammen, Enno ; Franke, Jürgen ; Kreiss, Jens-Peter (2002) Bootstrap of kernel smoothing in nonlinear time series. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 8 1 1-37 [Zeitschriftenartikel]

Mammen, Enno ; Konakov, Valentin (2002) Edgeworth type expansions for Euler schemes for stochastic differential equations. Monte Carlo Methods and Applications Zeist 8 271-286 [Zeitschriftenartikel]

Mammen, Enno ; Carroll, Raymond J. ; Härdle, Wolfgang (2002) Estimation in an additive model when the parameters are linked parametrically. Econometric Theory Cambridge 18 4 886 - 912 [Zeitschriftenartikel]

Horowitz, Joel L. ; Mammen, Enno (2004) Nonparametric estimation of an additive model with a link function. The Annals of Statistics Cleveland, Ohio 32 6 2412-2443 [Zeitschriftenartikel]

Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno ; Neumann, Michael H. (2002) Properties of the nonparametric autoregressive bootstrap. Journal of Time Series Analysis Oxford 23 5 555-585 [Zeitschriftenartikel]

Mammen, Enno ; Härdle, Wolfgang ; Proenca, Isabel (2001) A bootstrap test for single index models. Statistics : a journal of theoretical and applied statistics Abingdon [u.a.] 35 4 427 - 452 [Zeitschriftenartikel]

Mammen, Enno ; Turlach, Berwin (2001) A general framework for constrained smoothing. Statistical Science Hayward, Calif. 16 3 232 - 248 [Zeitschriftenartikel]

Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Tanggaard, Carsten (2001) Estimating yield curves by kernel smoothing methods. Journal of Econometrics Amsterdam [u.a.] 105 1 185-223 [Zeitschriftenartikel]

Mammen, Enno ; Nielsen, Jens Perch (2001) Generalised structured models. Biometrika Oxford [u.a.] 90 551 - 566 [Zeitschriftenartikel]

Mammen, Enno ; Konakov, Valentin (2001) Local approximations of Markov random walks by diffusions. Stochastic Processes and Their Applications Amsterdam [u.a.] 96 1 73-98 [Zeitschriftenartikel]

Mammen, Enno (2001) Nonparametric Smoothing and Lackof-Fit Tests. Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg 103 1 21-22 [Zeitschriftenartikel]

Mammen, Enno (2001) Rezension zu: Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael: Subsampling. Berlin, 1999. Metrika Berlin [u.a.] 53 1 95-96 [Zeitschriftenartikel]

Konakov, Valentin ; Mammen, Enno (2000) Local limit theorems for transition densities of Markov chains converging to diffusions. Probability Theory and Related Fields Berlin [u.a.] 117 4 551 - 587 [Zeitschriftenartikel]

Mammen, Enno ; Gijbels, Irène ; Park, Byeong U. ; Simar, Léopold (1999) On Estimation of Monotone and Concave Frontier Functions. The American statistician Abingdon 94 445 220 - 228 [Zeitschriftenartikel]

Mammen, Enno ; Tsybakov, Alexandre B. (1999) Smooth discrimination analysis. The Annals of Statistics Cleveland, Ohio [u.a.] 27 6 1808-1829 [Zeitschriftenartikel]

Mammen, Enno ; Thomas-Agnan, Christine (1999) Smoothing splines and shape restrictions. Scandinavian Journal of Statistics : SJS Oxford 26 2 239-252 [Zeitschriftenartikel]

Mammen, Enno ; Linton, Oliver ; Nielsen, Jens Perch (1999) The existence and asymptotic properties of backfitting projection algorithm under weak conditions. The Annals of Statistics Cleveland, Ohio [u.a.] 27 5 1443-1490 [Zeitschriftenartikel]

Mammen, Enno ; Fan, Jianqing ; Härdle, Wolfgang (1998) Direct estimation of low dimensional components in additive models. The Annals of Statistics Cleveland, Ohio [u.a.] 26 3 943-971 [Zeitschriftenartikel]

Mammen, Enno ; Gijbels, Irène (1998) On local adaptivity of kernel estimates with plug-in local bandwidth selectors. Scandinavian Journal of Statistics : SJS Oxford 25 3 503-520 [Zeitschriftenartikel]

Mammen, Enno ; Härdle, Wolfgang ; Müller, Marlene (1998) Testing parametric versus semiparametric modelling in generalized linear models. Journal of the American Statistical Association : JASA Alexandia, Va 93 444 1461-1474 [Zeitschriftenartikel]

Mammen, Enno ; Geer, Sara van de (1997) Local adaptive regression splines. The Annals of Statistics Cleveland, Ohio [u.a.] 25 1 387 - 413 [Zeitschriftenartikel]

Mammen, Enno ; Marron, James S. (1997) Mass recentered kernel smoothers. Biometrika Oxford [u.a.] 84 765 - 778 [Zeitschriftenartikel]

Mammen, Enno ; Park, Byeong U. (1997) Optimal smoothing in adaptive location estimation. Journal of Statistical Planning and Inference : JSPI Amsterdam 58 2 333 - 348 [Zeitschriftenartikel]

Mammen, Enno (1997) Optimal spatial adaption to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors. The Annals of Statistics Cleveland, Ohio [u.a.] 25 3 929 - 947 [Zeitschriftenartikel]

Mammen, Enno ; Geer, Sara van de (1997) Penalized quasi-likelihood estimation in partial linear models. The Annals of Statistics Cleveland, Ohio [u.a.] 25 3 1014 - 1035 [Zeitschriftenartikel]

Mammen, Enno ; Konakov, Valentin (1997) The shape of kernel density estimates in higher dimensions. Mathematical Methods of Statistics New York, NY 6 440 - 464 [Zeitschriftenartikel]

Mammen, Enno ; Park, Byeong U. (1996) Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets. Statistics : a journal of theoretical and applied statistics Abingdon [u.a.] 28 2 89 - 104 [Zeitschriftenartikel]

Mammen, Enno (1996) Empirical processes of residuals for high-dimensional linear models. The Annals of Statistics Hayward, Calif. 24 1 307-335 [Zeitschriftenartikel]

Mammen, Enno ; Geer, Sara van de (1996) Estimation of functions with spatially inhomogeneous smoothness: an approach based on total variation penalties. Zeitschrift für angewandte Mathematik und Mechanik : ZAMM Weinheim 76 Supp.3 139 - 142 [Zeitschriftenartikel]

Mammen, Enno ; Tsybakov, Alexandre B. (1995) Asymptotical minimax recovery of sets with smooth boundaries. The Annals of Statistics Cleveland, Ohio 23 2 502-524 [Zeitschriftenartikel]

Mammen, Enno (1995) On qualitative smoothness of kernel density estimates. Statistics : a journal of theoretical and applied statistics Abingdon [u.a.] 26 3 253-267 [Zeitschriftenartikel]

Mammen, Enno ; Müller, Dietrich W. ; Ehm, Werner (1995) Power robustification of approximately linear tests. Journal of the American Statistical Association : JASA Alexandia, Va. 90 431 1025 - 1033 [Zeitschriftenartikel]

Mammen, Enno (1993) Bootstrap and wild bootstrap for high: dimensional linear models. The Annals of Statistics Cleveland, Ohio 21 1 255 - 288 [Zeitschriftenartikel]

Mammen, Enno (1992) Bootstrap, wild bootstrap, and asymptotic normality. Probability Theory and Related Fields Berlin [u.a.] 93 4 439 - 455 [Zeitschriftenartikel]

Mammen, Enno ; Härdle, Wolfgang (1993) Comparing non parametric versus parametric regression fits. The Annals of Statistics Cleveland, Ohio 21 4 1926 - 1947 [Zeitschriftenartikel]

Mammen, Enno (1992) Higher - order accuracy of bootstrap for smooth functionals. Scandinavian Journal of Statistics : SJS Oxford 19 3 255 - 269 [Zeitschriftenartikel]

Mammen, Enno ; Hall, Peter (1994) On general resampling algorithms and their performance in distribution estimation. The Annals of Statistics Cleveland, Ohio 22 4 2011-2031 [Zeitschriftenartikel]

Mammen, Enno ; Marron, James S. ; Fisher, Nick I. (1992) Some asymptotics for multimodality tests based on kernel density estimates. Probability Theory and Related Fields Berlin [u.a.] 91 1 115-132 [Zeitschriftenartikel]

Mammen, Enno ; Fisher, Nick I. ; Marron, James S. (1994) Testing for multimodality. Computational Statistics & Data Analysis New York, NY [u.a.] 18 5 499-512 [Zeitschriftenartikel]

Mammen, Enno (1989) Asymptotics with increasing dimension for robust regression with applications to the bootstrap. The Annals of Statistics Cleveland, Ohio 17 1 382 - 400 [Zeitschriftenartikel]

Mammen, Enno (1991) Estimating a smooth monotone regression function. The Annals of Statistics Cleveland, Ohio 19 2 724 - 740 [Zeitschriftenartikel]

Mammen, Enno (1991) Nonparametric regression under qualitative smoothness assumptions. The Annals of Statistics Cleveland, Ohio [u.a.] 19 2 741 - 759 [Zeitschriftenartikel]

Mammen, Enno ; Lepski, Oleg V. ; Spokoiny, Vladimir G. (1987) Optimal local Gaussian approximation of an exponential family. Probability Theory and Related Fields Heidelberg [u.a.] 76 1 103-119 [Zeitschriftenartikel]

Mammen, Enno (1986) The statistical information contained in additional observations. The Annals of Statistics Cleveland, Ohio [u.a.] 14 2 665 - 678 [Zeitschriftenartikel]

Mammen, Enno ; Carroll, Raymond ; Linton, Oliver ; Xiao, Zhijie (2003) More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Association : JASA Abingdon [u.a.] 98 464 980-992 [Zeitschriftenartikel]

Mammen, Enno ; Horowitz, Joel ; Klemelä, Jussi (2006) Optimal estimation in additive regression models. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 12 2 271-298 [Zeitschriftenartikel]

Mammen, Enno ; Park, Byeong U. (2006) A simple smooth backfitting method for additive models. The Annals of Statistics Cleveland, Ohio 34 5 2252-2271 [Zeitschriftenartikel]

Mammen, Enno ; Fengler, Matthias R. ; Härdle, Wolfgang (2007) A semiparametric factor model for implied volatility surface dynamics. Journal of Financial Econometrics Oxford 5 2 189-218 [Zeitschriftenartikel]

Hoderlein, Stefan ; Mammen, Enno (2007) Identification of Marginal Effects in Nonseperable Models without Monotonicity. Econometrica : Journal of the Econometric Society New York [u.a.] 75 5 1513-1518 [Zeitschriftenartikel]

Horowitz, Joel ; Mammen, Enno (2007) Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions. The Annals of Statistics Cleveland, Ohio [u.a.] 35 6 2589-2619 [Zeitschriftenartikel]

Yu, Kyusang ; Park, Byeong U. ; Mammen, Enno (2008) Smooth backfitting in generalized additive models. The Annals of Statistics Cleveland, Ohio [u.a.] 36 1 228-260 [Zeitschriftenartikel]

Mammen, Enno ; Nielsen, Jens Perch (2007) A general approach to the predictability issue in survival analysis with applications. Biometrika London ; Oxford 94 4 873-892 [Zeitschriftenartikel]

Linton, Oliver ; Mammen, Enno (2008) Nonparametric transformation to white noise. Journal of Econometrics Amsterdam [u.a.] 14 1 241-264 [Zeitschriftenartikel]

Mammen, Enno (2007) Comments on: Nonparametric inference with generalized likelihood ratio tests. Test : an official journal of the Spanish Society of Statistics and Operations Research Berlin [u.a.] 16 3 462-464 [Zeitschriftenartikel]

Mammen, Enno ; Nandi, Swagata (2008) Some Theoretical Properties of Phase Randomized Multivariate Surrogates. Statistics Abingdon [u.a.] 42 3 195-205 [Zeitschriftenartikel]

Park, Byeong U. ; Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon (2009) Time Series Modelling With Semiparametric Factor Dynamics. Journal of the American Statistical Association : JASA Alexandria, Va. 104 485 284-298 [Zeitschriftenartikel]

Mammen, Enno ; Maity, Arnab ; Carroll, Raymond J. ; Chatterjee, Nilanjan (2009) Testing in semiparametric models with interaction, with applications to gene-environment interactions. Journal of the Royal Statistical Society. Series B, Statistical Methodolgy London 71 1 75-96 [Zeitschriftenartikel]

Mammen, Enno ; Støve, Bard ; Tjøstheim, Dag (2009) Nonparametric additive models for panels of time series. Econometric Theory Cambridge [u.a.] 25 2 442 - 481 [Zeitschriftenartikel]

Mammen, Enno ; Yu, Kyusang (2009) Nonparametric estimation of noisy integral equations of the second kind. Journal of the Korean Statistical Society Amsterdam [u.a.] 38 2 99-110 [Zeitschriftenartikel]

Mammen, Enno ; Swagata, Nandi ; Maiwald, Thomas ; Timmer, Jens (2009) Effect of Jump Discontinuity for Phase-Randomized Surrogate Data Testing. International Journal of Bifurcation and Chaos Singapore 19 1 403-408 [Zeitschriftenartikel]

Konakov, Valentin ; Mammen, Enno (2009) Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains. Probability Theory and Related Fields Berlin [u.a.] 143 1/2 137-176 [Zeitschriftenartikel]

Carroll, Raymond J. ; Maity, Arnab ; Mammen, Enno ; Yu, Kyusang (2009) Nonparametric additive regression for repeatedly measured data. Biometrika Oxford 96 2 383-398 [Zeitschriftenartikel]

Carroll, Raymond J. ; Maity, Arnab ; Mammen, Enno ; Yu, Kyusang (2009) Efficient semiparametric marginal estimation for the partially linear additive model for longitudinal/clustered data. Statistics in Biosciences : SIB Berlin [u.a.] 1 1 10-31 [Zeitschriftenartikel]

Klemelä, Jussi ; Mammen, Enno (2010) Empirical risk minimization in inverse problems. The Annals of Statistics Cleveland, Ohio 38 1 482-511 [Zeitschriftenartikel]

Mammen, Enno ; Rothe, Christoph ; Schienle, Melanie (2012) Nonparametric regression with nonparametrically generated covariates. The Annals of Statistics Cleveland, Ohio [u.a.] 40 2 1132-1170 [Zeitschriftenartikel]

Lee, Young K. ; Mammen, Enno ; Park, Byeong U. (2012) Flexible Generalized Varying Coefficient Regressions Models. The Annals of Statistics Cleveland, Ohio [u.a.] 40 3 1906-1933 [Zeitschriftenartikel]

Jentsch, Carsten ; Kreiss, Jens-Peter ; Mantalos, Panagiotis ; Paparoditis, Efstathios (2012) Hybrid bootstrap aided unit root testing. Computational Statistics Berlin [u.a.] 27 4 779-797 [Zeitschriftenartikel]

Jentsch, Carsten ; Mammen, Enno (2011) Discussion: Bootstrap methods for dependent data : a review. Journal of the Korean Statistical Society Amsterdam [u.a.] 40 4 391-392 [Zeitschriftenartikel]

Jentsch, Carsten ; Pauly, Markus (2012) A note using periodogram-based distances for comparing spectral densities. Statistics & Probability Letters Amsterdam 82 1 158-164 [Zeitschriftenartikel]

Jentsch, Carsten ; Kreiss, Jens-Peter (2010) The multiple hybrid bootstrap - Resampling multivariate linear processes. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 101 10 2320-2345 [Zeitschriftenartikel]

Buch

Mammen, Enno (1992) When does bootstrap work : asymptotic results and simulations. Lecture Notes in Statistics New York ; Heidelberg [u.a.] 77 [Buch]

Buchkapitel

Mammen, Enno ; Linton, Oliver (2003) Nonparametric smoothing methods for a class of non-standard curve estimation problems. Akritas, Michael G. Recent advances and trends in nonparametric statistics Recent advances and trends in nonparametric statistics (M.G. Akritas and D.N. Politis, eds. Elsevier, Amsterdam) Amsterdam 203-216 [Buchkapitel]

Mammen, Enno (2000) Resampling methods for curve estimation. Schimek, Michael G. Smoothing and regression : approaches, computation, and application Smoothing and Regression : Approaches, Computation and Application New York, NY ; Weinheim [u.a.] 425-450 [Buchkapitel]

Mammen, Enno (1997) The Bootstrap and Edgeworth Expansion. Metrika New York [Buchkapitel]

Mammen, Enno (1992) Applied Nonparametric Regression. Metrika, Cambridge University Press [Buchkapitel]

Mammen, Enno ; Härdle, Wolfgang (1991) Bootstrap methods in nonparametric regression. Roussas, George G. Nonparametric functional estimation and related topics Dordrecht 111 - 124 [Buchkapitel]

Mammen, Enno ; Yu, Kyusang (2007) Additive isotone regression. Asymptotics : Particles, Processes and Inverse Problems ; Festschrift for Piet Groeneboom Beachwood, Ohio 179-195 [Buchkapitel]

Mammen, Enno (2008) Surrogate data - a qualitative and quantitative analysis. Dahlhaus, Rainer Mathematical Methods in Signal Processing and Digital Image Analysis Heidelberg [u.a.] 41-74 [Buchkapitel]

Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno (2009) Nonparametric modelling in financial time series. Andersen, Torben G. Handbook of financial time series Berlin [u.a.] 927-952 [Buchkapitel]

Dissertation

Conrad, Christian (2006) GARCH models with long memory and nonparametric specifications. None Mannheim [Dissertation]

Vorschau

Haag, Berthold R. (2006) Model choice in structured nonparametric regression and diffusion models. None Mannheim [Dissertation]

Vorschau

Schienle, Melanie (2008) Nonparametric nonstationary regression. None Mannheim [Dissertation]

Vorschau

Völter, Robert (2008) Essays on long-run employment effects of training programs for the unemployed, regional mobility and data quality. None Mannheim [Dissertation]

Vorschau

Rothe, Christoph (2009) Essays in non- and semiparametric econometrics. None Mannheim [Dissertation]

Vorschau

Gizatulina, Alia (2009) Essays in mechanism design. None Mannheim [Dissertation]

Vorschau

Vogt, Michael (2011) Essays in nonparametric econometrics. Mannheim [Dissertation]

Vorschau

Breunig, Christoph (2013) Estimation and testing of instrumental mean and quantile regression models. Mannheim [Dissertation]

Vorschau

Walsh, Christopher (2014) Estimating deterministics in univariate time series. Mannheim [Dissertation]

Vorschau

Sarnetzki, Florian (2015) Econometric analysis of heterogeneous treatment and network models. Mannheim [Dissertation]

Vorschau

Dzemski, Andreas (2015) Testing econometric models with heterogeneous agents : applications in treatment analysis and networks. Mannheim [Dissertation]

Vorschau

Marchenko, Maria (2016) Econometric analysis of quantile regression models and networks : With empirical applications. Mannheim [Dissertation]

Vorschau

Konferenzveröffentlichung

Mammen, Enno A nonparametric regression estimator based on simple assumptions on the shape of the regression function. Report / Karl-Weierstrass-Institut für Mathematik 89,1 35-41 In: International Workshop on Theory and Practice in Data Analysis : August 19 - 21, 1988, Berlin, GDR (1989) Berlin [Konferenzveröffentlichung]

Mammen, Enno Nonparametric curve estimation and simple curve characteristics. Roussas, George G. Nonparametric functional estimation and related topics : [proceedings of the NATO Advanced Study Institute on Nonparametric Functional Estimation and Related Topics, Spetses, Greece, July 29 - August 10, 1990] 133 - 140 In: Nonparametric functional estimation and related topics : [proceedings of the NATO Advanced Study Institute on Nonparametric Functional Estimation and Related Topics, Spetses, Greece, July 29 - August 10, 1990] (1991) Dordrecht [Konferenzveröffentlichung]

Linton, Oliver ; Mammen, Enno ; Lin, Xihong ; Carroll, Raymond J. Correlation and marginal longitudinal nonparametric regression. Lin, Danyu Y. Lecture Notes in Statistics 179 23-33 In: Proceedings of the Second Seattle Symposium in Biostatistics : Analysis of correlated data (2004) New York, NY Second Seattle Symposium in Biostatistics (Seattle, WA) [Konferenzveröffentlichung]

Jentsch, Carsten ; Politis, Dimitris N. The multivariate linear process bootstrap. 1-4 In: Proceedings of the 17th European Young Statisticians Meeting, EYSM, 5-9 September 2011, Lisbon, Portugal (2011) Lisboa 17th European Young Statisticians Meeting (Lisbon, Portugal) [Konferenzveröffentlichung]

Mammen, Enno ; Rothe, Christoph ; Schienle, Melanie Generated covariates in nonparametric estimation: a short review. Oliveira, Paulo Eduardo 97-105 In: Recent developments in modeling and applications in statistics : selected papers based on the presentations at the 18th annual congress of the Portuguese Statistical Society, S. Pedro do Sul, Portugal, September 29 – October 2, 2010 (2013) Berlin ; Heidelberg [u.a.] 18th Annual Congress of the Portuguese Statistical Society (S. Pedro do Sul, Portugal) [Konferenzveröffentlichung]

Arbeitspapier

Härdle, Wolfgang ; Huet, Sylvie ; Mammen, Enno ; Sperlich, Stefan (1998) Semiparametric additive indices for binary response and generalized additive models. Discussion Papers of Interdisciplinary Research Project 373 Berlin 98/95 [Arbeitspapier]

Borak, Szymon ; Härdle, Wolfgang ; Mammen, Enno ; Park, Byeong U. (2007) Time Series Modelling with Semiparametric Factor Dynamics. SFB 649 Discussion Paper Berlin 023 [Arbeitspapier]

Conrad, Christian ; Mammen, Enno (2008) Nonparametric regression on latent covariates with an application to semiparametric GARCH-in-Mean models. Discussion Paper Series Heidelberg 473 [Arbeitspapier]

Breunig, Christoph (2012) Goodness-of-fit tests based on series estimators in nonparametric instrumental regression. Working Paper Series Mannheim 12-13 [Arbeitspapier]

Vorschau

Jentsch, Carsten ; Paparoditis, Efstathios ; Politis, Dimitris N. (2014) Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. Working Paper Series Mannheim 14-18 [Arbeitspapier]

Vorschau

Meyer, Marco ; Jentsch, Carsten ; Kreiss, Jens-Peter (2015) Baxter`s inequality and sieve bootstrap for random fields. Working Paper Series Mannheim 15-06 [Arbeitspapier]

Vorschau

Jentsch, Carsten ; Lunsford, Kurt G. (2016) Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States. Working Paper Series Mannheim 16-10 [Arbeitspapier]

Vorschau

Jentsch, Carsten ; Leucht, Anne ; Meyer, Marco ; Beering, Carina (2016) Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. Working Paper Series Mannheim 16-15 [Arbeitspapier]

Vorschau

Jentsch, Carsten ; Weiß, Christian (2017) Bootstrapping INAR models. Working Paper Series Mannheim 17-02 [Arbeitspapier]

Vorschau