The following pages link to Enno Mammen (Q221853):
Displaying 38 items.
- A nested copula duration model for competing risks with multiple spells (Q2189606) (← links)
- A general semiparametric approach to inference with marker-dependent hazard rate models (Q2225000) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- A nonparametric approach to identify age, time, and cohort effects (Q2317341) (← links)
- Nonparametric inference for continuous-time event counting and link-based dynamic network models (Q2323941) (← links)
- In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- Bootstrap and wild bootstrap for high dimensional linear models (Q2366738) (← links)
- Nonparametric estimation of an additive model with a link function (Q2388331) (← links)
- A comparison of in-sample forecasting methods (Q2416776) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions (Q2473076) (← links)
- Smooth backfitting in generalized additive models (Q2477059) (← links)
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions (Q2496939) (← links)
- Nonparametric estimation of noisy integral equations of the second kind (Q2510638) (← links)
- Rejoinder: Nonparametric estimation of noisy integral equations of the second kind (Q2510640) (← links)
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression (Q2512613) (← links)
- Bandwidth selection for smooth backfitting in additive models (Q2569241) (← links)
- Calendar effect and in-sample forecasting (Q2656985) (← links)
- Generalised structured models (Q2813872) (← links)
- Surrogate Data — A Qualitative and Quantitative Analysis (Q2847930) (← links)
- SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
- ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION (Q3021622) (← links)
- Do-Validation for Kernel Density Estimation (Q3095183) (← links)
- Generalized linear time series regression (Q3107989) (← links)
- (Q3349792) (← links)
- EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING (Q3398177) (← links)
- Edgeworth type expansions for Euler schemes for stochastic differential equations. (Q4792955) (← links)
- Non‐parametric models in binary choice fixed effects panel data (Q4913914) (← links)
- Backfitting tests in generalized structured models (Q5030112) (← links)
- Time Series Modelling With Semiparametric Factor Dynamics (Q5256125) (← links)
- Double One-sided Cross-validation of Local Linear Hazards (Q5378368) (← links)
- In-sample forecasting with local linear survival densities (Q5384418) (← links)
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899) (← links)
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity (Q5441833) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966194) (← links)
- Variable selection, monotone likelihood ratio and group sparsity (Q6042348) (← links)
- Nonparametric estimation of locally stationary Hawkes processes (Q6103226) (← links)
