Butucea, Cristina; Mammen, Enno; Ndaoud, Mohamed; Tsybakov, Alexandre B. Variable selection, monotone likelihood ratio and group sparsity. (English) Zbl 07684014 Ann. Stat. 51, No. 1, 312-333 (2023). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{C. Butucea} et al., Ann. Stat. 51, No. 1, 312--333 (2023; Zbl 07684014) Full Text: DOI arXiv
Mammen, Enno; Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Vogt, Michael Calendar effect and in-sample forecasting. (English) Zbl 1471.91476 Insur. Math. Econ. 96, 31-52 (2021). Reviewer: Peter Kischka (Jena) MSC: 91G05 62P20 62P05 PDFBibTeX XMLCite \textit{E. Mammen} et al., Insur. Math. Econ. 96, 31--52 (2021; Zbl 1471.91476) Full Text: DOI
van den Berg, Gerard. J.; Janys, Lena; Mammen, Enno; Nielsen, Jens Perch A general semiparametric approach to inference with marker-dependent hazard rate models. (English) Zbl 1464.62405 J. Econom. 221, No. 1, 43-67 (2021). MSC: 62N02 62G07 62F12 62G20 62P20 PDFBibTeX XMLCite \textit{Gerard. J. van den Berg} et al., J. Econom. 221, No. 1, 43--67 (2021; Zbl 1464.62405) Full Text: DOI Link
Bischofberger, Stephan M.; Hiabu, Munir; Mammen, Enno; Nielsen, Jens Perch A comparison of in-sample forecasting methods. (English) Zbl 1507.62016 Comput. Stat. Data Anal. 137, 133-154 (2019). MSC: 62-08 62G07 PDFBibTeX XMLCite \textit{S. M. Bischofberger} et al., Comput. Stat. Data Anal. 137, 133--154 (2019; Zbl 1507.62016) Full Text: DOI Link
Lee, Y. K.; Mammen, E.; Nielsen, J. P.; Park, B. U. In-sample forecasting: a brief review and new algorithms. (English) Zbl 1396.62073 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 875-895 (2018). MSC: 62G07 62G20 62P10 62M20 PDFBibTeX XMLCite \textit{Y. K. Lee} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 875--895 (2018; Zbl 1396.62073) Full Text: Link
Mammen, Enno Structured nonparametric curve estimation. (English) Zbl 1384.62125 Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 335-345 (2017). MSC: 62G07 62G10 62G20 PDFBibTeX XMLCite \textit{E. Mammen}, Springer Proc. Math. Stat. 208, 335--345 (2017; Zbl 1384.62125) Full Text: DOI
Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. Operational time and in-sample density forecasting. (English) Zbl 1371.62031 Ann. Stat. 45, No. 3, 1312-1341 (2017). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{Y. K. Lee} et al., Ann. Stat. 45, No. 3, 1312--1341 (2017; Zbl 1371.62031) Full Text: DOI Euclid
Hiabu, M.; Mammen, E.; Martìnez-Miranda, M. D.; Nielsen, Jens P. In-sample forecasting with local linear survival densities. (English) Zbl 1506.62384 Biometrika 103, No. 4, 843-859 (2016). MSC: 62N02 62G07 62G20 62P10 PDFBibTeX XMLCite \textit{M. Hiabu} et al., Biometrika 103, No. 4, 843--859 (2016; Zbl 1506.62384) Full Text: DOI Link
Luz Gámiz, María; Mammen, Enno; Martínez Miranda, María Dolores; Perch Nielsen, Jens Double one-sided cross-validation of local linear hazards. (English) Zbl 1414.62329 J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 4, 755-779 (2016). MSC: 62J12 62F30 62G07 PDFBibTeX XMLCite \textit{M. Luz Gámiz} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 4, 755--779 (2016; Zbl 1414.62329) Full Text: DOI Link
Fengler, M. R.; Mammen, E.; Vogt, M. Specification and structural break tests for additive models with applications to realized variance data. (English) Zbl 1337.62092 J. Econom. 188, No. 1, 196-218 (2015). MSC: 62G10 62M10 62G07 62G08 62G20 PDFBibTeX XMLCite \textit{M. R. Fengler} et al., J. Econom. 188, No. 1, 196--218 (2015; Zbl 1337.62092) Full Text: DOI
Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch In-sample forecasting applied to reserving and mesothelioma mortality. (English) Zbl 1314.91144 Insur. Math. Econ. 61, 76-86 (2015). MSC: 91B30 62P05 62G07 PDFBibTeX XMLCite \textit{E. Mammen} et al., Insur. Math. Econ. 61, 76--86 (2015; Zbl 1314.91144) Full Text: DOI Link
Lee, Young K.; Mammen, Enno; Nielsen, Jens P.; Park, Byeong U. Asymptotics for in-sample density forecasting. (English) Zbl 1312.62050 Ann. Stat. 43, No. 2, 620-651 (2015). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{Y. K. Lee} et al., Ann. Stat. 43, No. 2, 620--651 (2015; Zbl 1312.62050) Full Text: DOI arXiv Euclid
Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch; Sperlich, Stefan Further theoretical and practical insight to the do-validated bandwidth selector. (English) Zbl 1306.62096 J. Korean Stat. Soc. 43, No. 3, 355-365 (2014). MSC: 62G07 PDFBibTeX XMLCite \textit{E. Mammen} et al., J. Korean Stat. Soc. 43, No. 3, 355--365 (2014; Zbl 1306.62096) Full Text: DOI Link
Mammen, Enno; Rothe, Christoph; Schienle, Melanie Generated covariates in nonparametric estimation: a short review. (English) Zbl 1407.62122 Oliveira, Paulo Eduardo (ed.) et al., 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. Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies. Berlin: Springer. 97-105 (2013). MSC: 62G07 62J05 62G08 62G20 PDFBibTeX XMLCite \textit{E. Mammen} et al., 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. Berlin: Springer. 97--105 (2013; Zbl 1407.62122) Full Text: DOI Link
Mammen, Enno; Polonik, Wolfgang Confidence regions for level sets. (English) Zbl 1280.62056 J. Multivariate Anal. 122, 202-214 (2013). MSC: 62G15 62G07 62G09 62G05 62G20 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{W. Polonik}, J. Multivariate Anal. 122, 202--214 (2013; Zbl 1280.62056) Full Text: DOI
Horowitz, Joel L.; Mammen, Enno Oracle-efficient nonparametric estimation of an additive model with an unknown link function. (English) Zbl 1218.62034 Econom. Theory 27, No. 3, 582-608 (2011). MSC: 62G08 62G05 62G20 62E20 62G07 PDFBibTeX XMLCite \textit{J. L. Horowitz} and \textit{E. Mammen}, Econom. Theory 27, No. 3, 582--608 (2011; Zbl 1218.62034) Full Text: DOI
Hoderlein, Stefan; Klemelä, Jussi; Mammen, Enno Analyzing the random coefficient model nonparametrically. (English) Zbl 1191.62064 Econom. Theory 26, No. 3, 804-837 (2010). MSC: 62G07 62P20 62G08 91B82 91B42 91B69 62E20 65C60 PDFBibTeX XMLCite \textit{S. Hoderlein} et al., Econom. Theory 26, No. 3, 804--837 (2010; Zbl 1191.62064) Full Text: DOI
Klemelä, Jussi; Mammen, Enno Empirical risk minimization in inverse problems. (English) Zbl 1181.62044 Ann. Stat. 38, No. 1, 482-511 (2010). MSC: 62G07 62H12 60B10 PDFBibTeX XMLCite \textit{J. Klemelä} and \textit{E. Mammen}, Ann. Stat. 38, No. 1, 482--511 (2010; Zbl 1181.62044) Full Text: DOI arXiv
Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno Nonparametric modeling in financial time series. (English) Zbl 1179.62150 Andersen, Torben G. (ed.) et al., Handbook of financial time series. With a foreword by Robert Engle. Berlin: Springer (ISBN 978-3-540-71296-1/hbk; 978-3-540-71297-8/ebook). 927-952 (2009). MSC: 62P05 62G07 62G08 60J70 PDFBibTeX XMLCite \textit{J. Franke} et al., in: Handbook of financial time series. With a foreword by Robert Engle. Berlin: Springer. 927--952 (2009; Zbl 1179.62150) Full Text: DOI
Konakov, Valentin; Mammen, Enno Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains. (English) Zbl 1158.60034 Probab. Theory Relat. Fields 143, No. 1-2, 137-176 (2009). Reviewer: Josef Steinebach (Köln) MSC: 60J05 62G07 60G60 60J60 PDFBibTeX XMLCite \textit{V. Konakov} and \textit{E. Mammen}, Probab. Theory Relat. Fields 143, No. 1--2, 137--176 (2009; Zbl 1158.60034) Full Text: DOI arXiv
Klemelä, Jussi; Mammen, Enno Empirical risk minimization in inverse problems: Extended technical version. arXiv:0904.2977 Preprint, arXiv:0904.2977 [math.ST] (2009). MSC: 62G07 BibTeX Cite \textit{J. Klemelä} and \textit{E. Mammen}, ``Empirical risk minimization in inverse problems: Extended technical version'', Preprint, arXiv:0904.2977 [math.ST] (2009) Full Text: arXiv OA License
Linton, Oliver B.; Mammen, Enno Nonparametric transformation to white noise. (English) Zbl 1418.62337 J. Econom. 142, No. 1, 241-264 (2008). MSC: 62M10 62G07 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{O. B. Linton} and \textit{E. Mammen}, J. Econom. 142, No. 1, 241--264 (2008; Zbl 1418.62337) Full Text: DOI Link
Yu, Kyusang; Park, Byeong U.; Mammen, Enno Smooth backfitting in generalized additive models. (English) Zbl 1132.62028 Ann. Stat. 36, No. 1, 228-260 (2008). MSC: 62G08 62G20 65C60 62G07 65R20 PDFBibTeX XMLCite \textit{K. Yu} et al., Ann. Stat. 36, No. 1, 228--260 (2008; Zbl 1132.62028) Full Text: DOI arXiv Euclid
Mammen, Enno; Nielsen, Jens Perch A general approach to the predictability issue in survival analysis with applications. (English) Zbl 1156.62068 Biometrika 94, No. 4, 873-892 (2007). MSC: 62N02 62G08 60F05 62G07 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{J. P. Nielsen}, Biometrika 94, No. 4, 873--892 (2007; Zbl 1156.62068) Full Text: DOI
Mammen, Enno; Park, Byeong U. Bandwidth selection for smooth backfitting in additive models. (English) Zbl 1072.62025 Ann. Stat. 33, No. 3, 1260-1294 (2005). MSC: 62G07 62G20 62G08 65C60 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{B. U. Park}, Ann. Stat. 33, No. 3, 1260--1294 (2005; Zbl 1072.62025) Full Text: DOI arXiv
Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno Bootstrap of kernel smoothing in nonlinear time series. (English) Zbl 1006.62038 Bernoulli 8, No. 1, 1-37 (2002). MSC: 62G08 62M10 62P05 62G09 62G07 PDFBibTeX XMLCite \textit{J. Franke} et al., Bernoulli 8, No. 1, 1--37 (2002; Zbl 1006.62038)
Mammen, E.; Marron, J. S.; Turlach, B. A.; Wand, M. P. A general projection framework for constrained smoothing. (English) Zbl 1059.62535 Stat. Sci. 16, No. 3, 232-248 (2001). MSC: 62G07 65C60 PDFBibTeX XMLCite \textit{E. Mammen} et al., Stat. Sci. 16, No. 3, 232--248 (2001; Zbl 1059.62535) Full Text: DOI
Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten Yield curve estimation by kernel smoothing methods. (English) Zbl 1037.62112 J. Econom. 105, No. 1, 185-223 (2001). MSC: 62P05 62G07 62G08 62G20 PDFBibTeX XMLCite \textit{O. Linton} et al., J. Econom. 105, No. 1, 185--223 (2001; Zbl 1037.62112) Full Text: DOI
Konakov, Valentin; Mammen, Enno Local limit theorems for transition densities of Markov chains converging to diffusions. (English) Zbl 0996.60083 Probab. Theory Relat. Fields 117, No. 4, 551-587 (2000). Reviewer: Mihai Gradinaru (Nancy) MSC: 60J10 62G07 60F05 60J60 35K55 PDFBibTeX XMLCite \textit{V. Konakov} and \textit{E. Mammen}, Probab. Theory Relat. Fields 117, No. 4, 551--587 (2000; Zbl 0996.60083) Full Text: DOI
Gijbels, Irène; Mammen, Enno; Park, Byeong U.; Simar, Léopold On estimation of monotone and concave frontier functions. (English) Zbl 1043.62105 J. Am. Stat. Assoc. 94, No. 445, 220-228 (1999). MSC: 62P20 62G07 62G20 62E20 PDFBibTeX XMLCite \textit{I. Gijbels} et al., J. Am. Stat. Assoc. 94, No. 445, 220--228 (1999; Zbl 1043.62105) Full Text: DOI Link
Mammen, E.; Linton, O.; Nielsen, J. The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. (English) Zbl 0986.62028 Ann. Stat. 27, No. 5, 1443-1490 (1999). MSC: 62G08 62G20 62G07 PDFBibTeX XMLCite \textit{E. Mammen} et al., Ann. Stat. 27, No. 5, 1443--1490 (1999; Zbl 0986.62028)
Gijbels, I.; Mammen, E. Local adaptivity of kernel estimates with plug-in local bandwidth selectors. (English) Zbl 0921.62044 Scand. J. Stat. 25, No. 3, 503-520 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G07 62G20 60J60 62J02 PDFBibTeX XMLCite \textit{I. Gijbels} and \textit{E. Mammen}, Scand. J. Stat. 25, No. 3, 503--520 (1998; Zbl 0921.62044) Full Text: DOI
Konakov, V. D.; Mammen, E. The shape of kernel density estimates in higher dimensions. (Russian) Zbl 1054.62537 Obozr. Prikl. Prom. Mat. 4, No. 4, 697-703 (1997). MSC: 62G07 PDFBibTeX XMLCite \textit{V. D. Konakov} and \textit{E. Mammen}, Obozr. Prikl. Prom. Mat. 4, No. 4, 697--703 (1997; Zbl 1054.62537)
Konakov, V.; Mammen, E. The shape of kernel density estimates in higher dimensions. (English) Zbl 0919.62030 Math. Methods Stat. 6, No. 4, 440-464 (1997). MSC: 62G07 60G60 60F99 PDFBibTeX XMLCite \textit{V. Konakov} and \textit{E. Mammen}, Math. Methods Stat. 6, No. 4, 440--464 (1997; Zbl 0919.62030)
Mammen, E.; Marron, J. S. Mass recentred kernel smoothers. (English) Zbl 1090.62530 Biometrika 84, No. 4, 765-777 (1997). MSC: 62G07 62G08 65C60 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{J. S. Marron}, Biometrika 84, No. 4, 765--777 (1997; Zbl 1090.62530) Full Text: DOI
Lepski, O. V.; Mammen, E.; Spokoiny, V. G. Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors. (English) Zbl 0885.62044 Ann. Stat. 25, No. 3, 929-947 (1997). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{O. V. Lepski} et al., Ann. Stat. 25, No. 3, 929--947 (1997; Zbl 0885.62044) Full Text: DOI
Mammen, Enno; van de Geer, Sara Locally adaptive regression splines. (English) Zbl 0871.62040 Ann. Stat. 25, No. 1, 387-413 (1997). MSC: 62G07 62G30 62G20 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{S. van de Geer}, Ann. Stat. 25, No. 1, 387--413 (1997; Zbl 0871.62040) Full Text: DOI
Mammen, Enno; Park, Byeong U. Behaviour of kernel density estimates and bandwith selectors for contaminated data sets. (English) Zbl 0864.62021 Statistics 28, No. 2, 89-104 (1996). MSC: 62G07 62G35 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{B. U. Park}, Statistics 28, No. 2, 89--104 (1996; Zbl 0864.62021) Full Text: DOI
Mammen, E.; Tsybakov, A. B. Asymptotical minimax recovery of sets with smooth boundaries. (English) Zbl 0834.62038 Ann. Stat. 23, No. 2, 502-524 (1995). MSC: 62G20 62G05 62G07 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{A. B. Tsybakov}, Ann. Stat. 23, No. 2, 502--524 (1995; Zbl 0834.62038) Full Text: DOI
Mammen, E. On qualitative smoothness of kernel density estimates. (English) Zbl 0811.62046 Statistics 26, No. 3, 253-267 (1995). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{E. Mammen}, Statistics 26, No. 3, 253--267 (1995; Zbl 0811.62046) Full Text: DOI
Fisher, N. I.; Mammen, E.; Marron, J. S. Testing for multimodality. (English) Zbl 0900.62227 Comput. Stat. Data Anal. 18, No. 5, 499-512 (1994). MSC: 62G10 62G07 PDFBibTeX XMLCite \textit{N. I. Fisher} et al., Comput. Stat. Data Anal. 18, No. 5, 499--512 (1994; Zbl 0900.62227) Full Text: DOI
Fisher, N. I.; Mammen, E.; Marron, J. S. Testing for multimodality. (English) Zbl 0825.62444 Comput. Stat. Data Anal. 18, No. 5, 499-512 (1994). MSC: 62G07 62G10 PDFBibTeX XMLCite \textit{N. I. Fisher} et al., Comput. Stat. Data Anal. 18, No. 5, 499--512 (1994; Zbl 0825.62444) Full Text: DOI
Härdle, W.; Mammen, E. Comparing nonparametric versus parametric regression fits. (English) Zbl 0795.62036 Ann. Stat. 21, No. 4, 1926-1947 (1993). Reviewer: M.Huškova (Praha) MSC: 62G07 62G09 62G20 62F99 PDFBibTeX XMLCite \textit{W. Härdle} and \textit{E. Mammen}, Ann. Stat. 21, No. 4, 1926--1947 (1993; Zbl 0795.62036) Full Text: DOI
Mammen, Enno When does bootstrap work! Asymptotic results and simulations. (English) Zbl 0760.62038 Lecture Notes in Statistics (Springer). 77. New York etc.: Springer- Verlag. vi, 196 p. (1992). Reviewer: H.Liero (Potsdam) MSC: 62G09 62-02 62G07 62G20 62E20 PDFBibTeX XMLCite \textit{E. Mammen}, When does bootstrap work! Asymptotic results and simulations. New York etc.: Springer-Verlag (1992; Zbl 0760.62038)
Mammen, E.; Marron, J. S.; Fisher, N. I. Some asymptotics for multimodality tests based on kernel density estimates. (English) Zbl 0745.62048 Probab. Theory Relat. Fields 91, No. 1, 115-132 (1992). MSC: 62G20 62G10 62G07 PDFBibTeX XMLCite \textit{E. Mammen} et al., Probab. Theory Relat. Fields 91, No. 1, 115--132 (1992; Zbl 0745.62048) Full Text: DOI
Mammen, Enno Bootstrap, wild bootstrap, and asymptotic normality. (English) Zbl 0766.62021 Probab. Theory Relat. Fields 93, No. 4, 439-455 (1992). MSC: 62G09 62G05 62E20 62G20 62G07 PDFBibTeX XMLCite \textit{E. Mammen}, Probab. Theory Relat. Fields 93, No. 4, 439--455 (1992; Zbl 0766.62021) Full Text: DOI
Härdle, W.; Mammen, E. Bootstrap methods in nonparametric regression. (English) Zbl 0727.62050 Nonparametric functional estimation and related topics, NATO ASI Ser., Ser. C 335, 111-123 (1991). MSC: 62G09 62G07 PDFBibTeX XML
Mammen, E. Nonparametric curve estimation and simple curve characteristics. (English) Zbl 0738.62046 Nonparametric functional estimation and related topics, NATO ASI Ser., Ser. C 335, 133-139 (1991). Reviewer: U.Stadtmüller (Ulm) MSC: 62G07 PDFBibTeX XMLCite \textit{E. Mammen}, in: Laws of the iterated logarithm for density estimators. . 133--139 (1991; Zbl 0738.62046)
Mammen, Enno Nonparametric regression under qualitative smoothness assumptions. (English) Zbl 0737.62039 Ann. Stat. 19, No. 2, 741-759 (1991). Reviewer: A.J.Viollaz (Tucuman) MSC: 62G07 PDFBibTeX XMLCite \textit{E. Mammen}, Ann. Stat. 19, No. 2, 741--759 (1991; Zbl 0737.62039) Full Text: DOI
Mammen, Enno Estimating a smooth monotone regression function. (English) Zbl 0737.62038 Ann. Stat. 19, No. 2, 724-740 (1991). Reviewer: A.J.Viollaz (Tucuman) MSC: 62G07 PDFBibTeX XMLCite \textit{E. Mammen}, Ann. Stat. 19, No. 2, 724--740 (1991; Zbl 0737.62038) Full Text: DOI
Mammen, Enno A short note on optimal bandwidth selection for kernel estimators. (English) Zbl 0687.62025 Stat. Probab. Lett. 9, No. 1, 23-25 (1990). MSC: 62G05 62E20 PDFBibTeX XMLCite \textit{E. Mammen}, Stat. Probab. Lett. 9, No. 1, 23--25 (1990; Zbl 0687.62025) Full Text: DOI