Browsing All of EconStor by Author Mammen, Enno


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Year of PublicationTitleAuthor(s)
1996Penalized quasi-likelihood estimation in partial linear modelsMammen, Enno; van de Geer, Sara
1997Bootstrap of kernel smoothing in nonlinear time seriesFranke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno
1998Properties of the nonparametric autoregressive bootstrapFranke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; Neumann, Michael H.
1998Smooth discrimination analysisMammen, Enno; Tsybakov, Aleksandr B.
1998Semiparametric additive indices for binary response and generalized additive modelsHärdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan
1998Estimating yield curves by Kernel smoothing methodsLinton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Tanggaard, Carsten
1998On estimation of monotone and concave frontier functionsGijbels, Irène; Mammen, Enno; Park, Byeong U.; Simar, Léopold
1999Estimation in an additive model when the components are linked parametricallyCarroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno
2000A bootstrap test for single index modelsHärdle, Wolfgang; Mammen, Enno; Proença, Isabel
2002Nonparametric estimation of an additive model with a link functionHorowitz, Joel L.; Mammen, Enno
2002Nonparametric estimation of an additive model with a link functionHorowitz, Joel; Mammen, Enno
2003Implied volatility string dynamicsFengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno
2005A dynamic semiparametric factor model for implied volatility string dynamicsFengler, Matthias R.; Härdle, Wolfgang Karl; Mammen, Enno
2007Time series modelling with semiparametric factor dynamicsBorak, Szymon; Härdle, Wolfgang Karl; Mammen, Enno; Park, Byeong U.
2008Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean ModelsConrad, Christian; Mammen, Enno
2010Nonparametric regression with nonparametrically generated covariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2011Semiparametric estimation with generated covariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2011Semiparametric estimation with generated covariatesMammen, Enno; Rothe, Christoph; Schienle, Melanie
2012Generated covariates in nonparametric estimation: A short reviewMammen, Enno; Rothe, Christoph; Schienle, Melanie
2012Additive models: Extensions and related modelsMammen, Enno; Park, Byeong U.; Schienle, Melanie