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Last edited: 2017-08-15 by dn.
Siegel der Universität Heidelberg

Enno Mammen

Professor for Mathematical Statistics

Postal address

Heidelberg University
Institute for Applied Mathematics
MΛTHEMΛTIKON
Im Neuenheimer Feld 205
69120 Heidelberg, Germany
Phone: +49 (0) 6221 54 14180 , Fax: +49 (0) 6221 54 14101
E-mail: mammen@math.uni-heidelberg.de


Publications and Preprints

    2017

  1. Operational time and in-sample density forecasting. Ann. Statist., 45, 1312 - 1341 (with Y. K. Lee, J. P. Nielsen and B. U. Park)
  2. Generalised partially linear regression with misclassified data and an application to labour market transitions. Forthcoming in Computational Statistics and Data Analysis (with S. Dlugosz and R. A. Wilke)
  3. Structured Nonparametric Curve Estimation. To appear in "Modern problems of stochastic analysis and statistics", Festschrift in Honor of Valentin Konakov, edited by V. Panov, Springer, Berlin, Heidelberg
  4. Additivity Tests Based on Smooth Backfitting. Preprint (with S. Sperlich)
  5. Expansions for moments of regression quantiles with applications to nonparametric testing. Preprint (with I. Van Keilegom and K. Yu)
  6. Semi/Nonparametric Estimation in case of Endogenous Selection. Preprint (with C. Breunig and A. Simoni)
  7. A general semiparametric approach to inference with marker-dependent hazard rate models. Preprint (with G. J. van den Berg, L. Janys and J. P. Nielsen)
  8. Nonparametric instrumental variable methods for dynamic treatment evaluation. Preprint (with G. J. van den Berg and P. Bonev)
  9. Optimal estimation of sparse high-dimensional additive models. Preprint (with K. Gregory, M. Wahl)
  10. Nonparametric inference for continuous-time event counting and link-based dynamic network models preprint (with A. Kreiß and W. Polonik)
  11. Smooth backfitting of proportional hazards - A new approach projecting survival data. Preprint (with M. Hiabu, M. D. Martínez Miranda, and J. P. Nielsen)
  12. 2016

  13. Sparse High Dimensional Varying Coefficient Models. Elect. J. Statistics, 10, 855-894 (with E. R. Lee)
  14. Semiparametric Estimation with Generated Covariates. Econometric Theory, 32, 1140-1177 (with C. Rothe and M. Schienle)
  15. Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models. J. of Econometrics, 194, 319-329 (with C. Conrad)
  16. Double one-sided cross-validation of local linear hazards. Journal of the Royal Statistical Society Series B, 78, 755-779 (with M. L. Gámiz Pérez, M. D. Martínez Miranda, and J. P. Nielsen)
  17. In sample forecasting with local linear survival densities. Biometrika, 103, 843-859 (with M. Hiabu, M. D. Martínez Miranda, and J. P. Nielsen)
  18. 2015

  19. Varying Coefficient Regression Models: A Review and New Developments. International Statistical Review 83, 1, 36-64 (with B. U. Park, Y. K. Lee and E. R. Lee)
  20. Specification and structural break tests for additive models with applications to realized variance data. Journal of Econometrics 188, 196 - 218 (with M.R. Fengler and M.Vogt).
  21. In-Sample Forecasting Applied to Reserving and Mesothelioma Mortality. Insurance: Mathematics and Economics 61, 76–86 (with M. D. Martínez Miranda, and J. P. Nielsen)
  22. Asymptotics for In-Sample Density Forecasting. Ann. Statist., 43 620-651 (with Y. K. Lee, J. P. Nielsen and B. U. Park)
  23. 2014

  24. Additive Models: Extensions and Related Models. In: Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (editors Racine, Ullah), 176–214 (joint with B. U. Park and M. Schienle)
  25. Backfitting and smooth backfitting in varying coefficient quantile regression. Econometrics J. 17, Issue 2, S20S38, (with Y. K. Lee and B. U. Park)
  26. Statistical convergence of Markov experiments to diffusion limits. Bernoulli 20, 623-644 (with V. Konakov and J. Woerner)
  27. Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression. J. of Econometrics 178, 444 - 455 (with V. Dunker, J.-P. Florens, T. Hohage and J. Johannes)
  28. Further theoretical and practical insight to the do-validated bandwidth selector. J. Korean Statistical Society 43, 355-365 (with M. D. Martínez Miranda, J. P. Nielsen and S. Sperlich)
  29. 2013

  30. Generated Covariates in Nonparametric Estimation: A Short Review. In: Recent Developments in Modeling and Applications in Statistics. (P.E. Oliveira, M. da Graça Temido, C. Henriques and M. Vichi, edit.). Springer Studies in Theoretical and Applied Statistics. Springer, Berlin Heidelberg, 97 - 105 (with C. Rothe and M. Schienle)
  31. Additive Models: Extensions and Related Models. Forthcoming in: Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (editors Racine, Ullah). (joint with B. U. Park and M. Schienle)
  32. Confidence Regions for Level Sets. J. of Multivariate Analysis 122, 202-214 (with W. Polonik)
  33. 2012

  34. Projection-Type Estimation for Varying Coefficient Regression Models, Bernoulli 18, 177-205. (with Y. K. Lee and B. U. Park)
  35. Flexible Generalized Varying Coefficient Regression Models. Ann. Statist. 40, 1906-1933 (with Y. K. Lee and B. U. Park)
  36. Nonparametric Regression with Nonparametrically Generated Covariates. Ann. Statist. 40, 1132-1170 (with C. Rothe and M. Schienle)
  37. 2011

  38. Semiparametric Regression: Efficiency Gains From Modeling the Nonparametric Part. Bernoulli 17, 736-748 (with K. Yu and B. U. Park)
  39. Nonparametric Regression with Filtered Data. Bernoulli 17, 60-87 (with O. Linton, J. P. Nielsen and I. van Keilegom)
  40. Do-validation with kernel density estimation. J. Amer. Stat. Assoc. 106(494): 651-660 (with M. D. Martínez Miranda, J. P. Nielsen and S. Sperlich )
  41. Generalised linear time series regression. Biometrika 98 (4): 1007-1014. (with J. P. Nielsen and B. Fitzenberger)
  42. Oracle-efficient estimation of an additive model with an unknown link function. Econometric Theory 27, 582 608. (with J. Horowitz)
  43. Nonparametric Models in Binary Choice Fixed Effects Panel Data Econometrics Journal 14, 351-367 (with S. Hoderlein and K. Yu)
  44. 2010

  45. Bandwidth Selection for Kernel Regression With Correlated Errors. Statistics 44, 327 - 340 (with Y. K. Lee and B. Park)
  46. Empirical risk minimization in inverse problems. Ann. Statist. 38, 482-511 (with J. Klemelä)
  47. Reconsidering the Random Coefficient Model. Econometric Theory 26, 03, 804-837 (with S. Hoderlein and J. Klemelä)
  48. Backfitting and smooth backfitting for additive quantile models. Ann. Statist., 38, 2857-2883; Correction: 2012, 40, 2356-2357 (with Y. K. Lee and B. U. Park)
  49. 2009

  50. Time Series Modelling with Semiparametric Factor Dynamics. Journal Amer. Statist. Assoc. 104, 284-298 (with S. Borak, W. Härdle and B. Park)
  51. Powerful tests for genetic association using semiparametric models for gene-environment interactions. J. Royal Statist. Soc. Ser. B 71 , 75 - 96 (with R. Carroll, A. Maity and N. Chatterjee)
  52. Nonparametric additive models for panels of time series. Econometric Theory 25, 442-481 (with B. Støve and D. Tjøstheim)
  53. Nonparametric estimation of noisy integral equations of the second kind. (with discussion) J. Korean Statist. Soc., with discussion 38, 99-124 (with K. Yu)
  54. Effect of Jump Discontinuity for Phase-Randomized Surrogate Data Testing. International Journal of Bifurcation and Chaos 19, 403-408 (with T. Maiwald, S. Nandi, and J. Timmer)
  55. Nonparametric Modelling in Financial Time Series. In: Handbook of Financial Time Series, edit. by Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss and Thomas Mikosch, Springer, New York, 2009, pp. 927-952 (with J. Franke and J.-P.Kreiss)
  56. Small time Edgeworth-type expansions for weakly convergent nonhomogenous Markov chains. Prob. Theory and Rel. Fields, 143, 137-176 (with V. Konakov)
  57. Nonparametric Additive Regression for Repeatedly Measured Data. Biometrika 96, 383-398 (with K. Yu, R. Carroll and A. Maity)
  58. Efficient Semiparametric Marginal Estimation for the Partially Linear Additive Model for Longitudinal/Clustered Data. Stat. Biosci. 1, 10-31 (with K. Yu, R. Carroll and A. Maity)
  59. Partial identification and nonparametric estimation of nonseparable, nonmonotonic functions. Econometrics Journal 12, 1-25 (with S. Hoderlein)
  60. 2008

  61. Smooth backfitting in generalized additive models. Ann. Statist. 36, 228-260 (with K. Yu and B. U. Park)
  62. Nonparametric Transformation to White Noise. J. of Econometrics 142, 241-264 (with O. Linton)
  63. Some Theoretical Properties of Phase Randomized Multivariate Surrogates. Statistics 42, 195205 (with S. Nandi)
  64. Surrogate data - a qualitative and quantitative analysis. In: Mathematical methods in signal processing and digital image analysis. (R. Dahlhaus, J. Kurths, P. Maass, J. Timmer, edit.), Springer, New York (with T. Maiwald, S. Nandi, and J. Timmer), 41-74
  65. 2007

  66. A semiparametric factor model for implied volatility surface dynamics J. Financial Econometrics 5, 189-218 (with Fengler, M., W. Härdle)
  67. Rate-optimal estimation for a general class of nonparametric regression models. Ann. Statist. 35, 2589-2619 (with J. Horowitz )
  68. Identification of Marginal Effects in Nonseparable Models without Monotonicity. Econometrica 75, 1513 - 1518 (with S. Hoderlein)
  69. Additive Isotone Regression. In: Asymptotics: Particles, Processes and Inverse Problems: Festschrift for Piet Groeneboom (Eric A. Cator, Geurt Jongbloed, Cor Kraaikamp, Hendrik P. Lopuhaä, Jon A. Wellner, eds.), Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007, 179-195. IMS Lecture Notes, 179-195 (with K. Yu)
  70. A general approach to the predictability issue in survival analysis with applications. Biometrika 94, 873-892 (with J. P. Nielsen)
  71. 2006

  72. Optimal estimation in additive regression models. Bernoulli 12, 271-298. (with J. Horowitz and J. Klemelä)
  73. A simple smooth backfitting method for additive models. Ann. Statist. 34, 2252-2271 (with B. U. Park)
  74. 2005

  75. Edgeworth type expansions for transition densities of Markov chains converging to diffusions. Bernoulli 11, 591 - 641 (with V. Konakov)
  76. Estimating semiparametric ARCH(∞) models by kernel smoothing methods. Econometrica 73, 771-836 (with Linton, O. B.)
  77. Bandwidth selection for smooth backfitting in additive models. Ann. Statist. 33, 1260-1294. (with B. U. Park)
  78. 2004

  79. Bootstrap inference in semiparametric generalized additive models. Econometric Theory 20, 265-300 (with W. Härdle, S. Huet and S. Sperlich)
  80. Change of the nature of a test when surrogate data are applied. Physical Review E 70 016121 (11 pages) (with S. Nandi)
  81. Nonparametric estimation of an additive model with a link function. Ann. Statist. 32, 2412 - 2443. (with J. Horowitz)
  82. Bootstrap and resampling. In Handbook of Computational Statistics. Editors: J. E. Gentle, W. Härdle, Y. Mori, Springer Berlin, p. 467-496 (with S. Nandi)
  83. 2003

  84. More efficient kernel estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Asscoiation, 98, 980-992 (with R. J. Carroll, O. Linton, and Z. Xiao)
  85. Accounting for correlation in marginal longitudinal nonparametric regression. Second Seattle Symposium on Biostatistics, editors D. Lin and P.J. Heagerty, Lecture Notes in Statistics 179, springer, New York. (with Linton, O. B., Lin, X. and Carroll, R. J.)
  86. Nonparametric smoothing methods for a class of non-standard curve estimation problems. In: Recent advances and trends in nonparametric statistics (M.G. Akritas and D. N. Politis, eds., Elsevier, Amsterdam (with Linton, O. B.)
  87. 2002

  88. Edgeworth type expansions for Euler schemes for stochastic differential equations. Monte Carlo Methods and Applications 8, 271-286. (with V. Konakov)
  89. Bootstrap of kernel smoothing in nonlinear time series. Bernoulli 8, 1-39. ( with J. Franke and J.-P. Kreiss)
  90. Estimation in an additive model when the parameters are linked parametrically. Econometric Theory 18, 886-912 (with R. J. Carroll and W. Härdle)
  91. Properties of the nonparametric autoregressive bootstrap. J. Time Series Analysis 23, 555-586 (with J. Franke, J.-P. Kreiss and M. H. Neumann)
  92. 2001

  93. A general framework for constrained smoothing. Statistical Science 16, 232-248 (with J. S. Marron, B. A. Turlach and M. P. Wand)
  94. Local approximations of Markov random walks by diffusions. Stochastic Processes and their Applications 96, 73-98 (with V. Konakov)
  95. Estimating yield curves by kernel smoothing methods. Journal of Econometrics 105/1, 185-223 (with O. Linton, J. Nielsen and C. Tanggaard)
  96. A bootstrap test for single index models. Statistics 35, 427-452 (with W. Härdle and I. Proença)
  97. Generalised structured models. Biometrika 90, 551-566 (with J. P. Nielsen)
  98. 2000

  99. Local limit theorems for transition densities of Markov chains converging to diffusions. Probability Theory and rel. Fields 117, 551 - 587 (with V. Konakov)
  100. Resampling methods for curve estimation. In Smoothing and Regression. Approaches, Computation and Application (M. G. Schimek, edit.) Wiley, New York.
  101. Evaluating the C-CAPM and the equity premium puzzle at short and long horizons. Preprint. (with T. Engsted and C. Tanggaard)
  102. Semiparametric additive indices for binary response and generalized additive models. Preprint (with W. Härdle, S. Huet and S. Sperlich)
  103. 1999

  104. Smoothing splines and shape restrictions. Scand. J. Statist. 26, 239 - 252 (with C. Thomas-Agnan)
  105. On Estimation of Monotone and Concave Frontier Functions. J. Amer. Statist. Assoc. 94, 220 - 228 (with I. Gijbels, B.U. Park and L. Simar)
  106. Smooth discrimination analysis. Ann. Statist. 27, 1808 - 1829 (with A. B. Tsybakov)
  107. The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Ann. Statist. 27, 1443 - 1490 (with O. Linton and J. Nielsen)
  108. 1998

  109. On local adaptivity of kernel estimates with plug - in local bandwidth selectors. Scand. J. Statist. 25, 503-520 (with I. Gijbels)
  110. Direct estimation of low dimensional components in additive models. Ann. Statist. 26, 943 - 971 (with J. Fan and W. Härdle)
  111. Testing parametric versus semiparametric modelling in generalized linear models. J. Amer. Statist. Assoc. 93, 1461 - 1474 (with W. Härdle and M. Müller)
  112. 1997

  113. Local adaptive regression splines. Ann. Statist. 25, 387 - 413 (with S. van de Geer).
  114. Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors. Ann. Statist. 25, 929 - 947 (with O. V. Lepskii and V. G. Spokoiny)
  115. Penalized quasi-likelihood estimation in partial linear models. Ann. Statist. 25, 1014 - 1035 (with S. van de Geer)
  116. Mass recentered kernel smoothers. Biometrika 84, 765 - 778 (with J. S. Marron)
  117. Optimal smoothing in adaptive location estimation. J. Stat. Plann. Inference 58 333 - 348, Add. 67 165 (with B. U. Park)
  118. The shape of kernel density estimates in higher dimensions. Mathematical Methods of Statisitcs 6, 440 - 464 (with V. Konakov)
  119. Introduction to "P. Hall (1988). Theoretical comparison of bootstrap confidence intervals. Ann. Statist. 16, 927-985" . In: Breakthroughs in Statistics Vol. III, edit. by S. Kotz and N. L. Johnson, Springer, New York, Berlin, Heidelberg 483 - 488.
  120. 1996

  121. Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets. Statistics 28, 89 - 104. (with B. U. Park).
  122. Empirical processes of residuals for high - dimensional linear models. Ann. Statist. 24, 307 -335
  123. Estimation of functions with spatially inhomogeneous smoothness: an approach based on total variation penalties. ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik 76 Suppl. 3, 139 - 142, (with S. van de Geer)
  124. 1995

  125. On qualitative smoothness of kernel density estimates. Statistics 26, 253 - 267.
  126. Power robustification of approximately linear tests. Journal American Statist. Assoc. 90, 1025 - 1033 (with W. Ehm and D. W. Müller)
  127. Asymptotical minimax recovery of sets with smooth boundaries. Ann. Statist. 23, 502 -524 (with A. B. Tsybakov).
  128. 1994

  129. Testing for multimodality. Computational Statistics & Data Analysis 18, 499 - 512 (with N. I. Fisher and J. S. Marron).
  130. On general resampling algorithms and their performance in distribution estimation. Ann. Statist. 22, 2011 - 2031 (with P. Hall).
  131. 1993

  132. Comparing non parametric versus parametric regression fits. Ann. Statist. 21 1926 - 1947, (with W. Härdle).
  133. Bootstrap and wild bootstrap for high - dimensional linear models. Ann. Statist. 21 255 - 285.
  134. Bootstrap, wild bootstrap and generalized bootstrap. Preprint, Institut für Mathematik, Humboldt - Universität.
  135. 1992

  136. When does bootstrap work: asymptotic results and simulations. Lecture Notes in Statistics 77, Springer Verlag, New York, Heidelberg.
  137. Higher - order accuracy of bootstrap for smooth functionals. Scand. J. Statist. 19, 255-270.
  138. Some asymptotics for multimodality tests based on kernel density estimates. Probab. Th. Rel. Fields 91, 115 - 132 (with J. S. Marron and N. I. Fisher).
  139. Bootstrap, wild bootstrap, and asymptotic normality. Probab. Th. Rel. Fields 93 439 - 455.
  140. 1991

  141. Estimating a smooth monotone regression function. Ann. Statist. 19 724 - 740.
  142. Nonparametric regression under qualitative smoothness assumptions. Ann. Statist. 19 741 - 759.
  143. Bootstrap methods in nonparametric regression. In: Proceedings of the NATO Advanced Study Institute on Nonparametric functional estimation and related topics, Spetses, Greece ( ed. by G. Roussas), p. 111 - 124 (with W. Härdle).
  144. Nonparametric curve estimation and simple curve characteristics. In: Proceedings of the NATO Advaced Study Institute on Nonparametric functional estimation and related topics, Spetses, Greece ( ed. by G. Roussas), p. 133 - 140.
  145. 1990

  146. On the relation between asymptotic normality and consistency of bootstrap. Preprint SFB 123, University of Heidelberg.
  147. A short note on optimal bandwidth selection for kernel estimators. Statist. Probab. Lett. 9, 23 - 25.
  148. 1989

  149. Asymptotics with increasing dimension for robust regression with applications to the bootstrap. Ann. Statist. 17, 382 - 400.
  150. A nonparametric regression estimator based on simple assumptions on the shape of the regression function. In: Proceedings of the International Workshop on Theory and Practice in Data Analysis, Akademie der Wissenschaften der DDR, Berlin, p. 35 - 41.
  151. 1987

  152. Optimal local Gaussian approximation of an exponential family. Probab. Th. Rel. Fields 76, 103 - 119.
  153. 1986

  154. The statistical information contained in additional observations. Ann. Statist. 14 , 665 - 678.
  155. 1983

  156. Die statistische Information zusätzlicher Beobachtungen. Dissertation, University of Heidelberg.
  157. Asymptotic power comparison of one-sided tests. Preprint Nr. 298, SFB 123, University of Heidelberg, (with W. Ehm, D.W. Müller and W. Sauermann).
  158. 1982

  159. The increase of information due to additional observations in the case of asymptotically Gaussian experiments. Preprint Nr. 148, SFB 123, University of Heidelberg.
  160. 1980

  161. Approximation von Binomialexperimenten durch Gaußexperimente. Diplomarbeit, University of Heidelberg.

Discussion of Papers

  • Discussion of "Hall, P. and I. M. Johnstone (1992). Empirical functionals and efficient smoothing parameter selection." J. Roy. Statist. Soc. B 54 475 - 530 (with J. S. Marron).
  • Discussion of "Donoho, D.L., I. M. Johnstone, G. Kerkyacharian and D. Picard (1994). Wavelet Shrinkage. Asymptopia?" Journal of the Royal Statistical Society B 57 301 - 369 (with V. Spokoiny).
  • Discussion of "L. Devroye (1997). Universal smoothing factor selection in density estimation: theory and practice." Test 6 p. 223 - 282.
  • Discussion of "G. Kerkyacharian and D. Picard (2000). Thresholding algorithms, maxisets and well concentrated bases." Test 9 .
  • Discussion of "Davies, P. L. and A. Kovac (2001). Local extremes, runs, strings and multiresolution." Annals of Statistics 29.
  • Discussion of "J. Fan and J. Jiang (2007). Nonparametric inference with generalized likelihood ratio tests." Test 16, 409 - 478.
  • Discussion on the paper "Bootstrap for dependent data: a review, by Jens-Peter Kreiss and Efs- tathios Paparoditis (2011)." J. Korean Statist. Soc., 40, 391 - 392 (with C. Jentsch).
  • Discussion of the paper "Nonparametric (Smoothed) Likelihood and Integral Equations, by P. Groeneboom". J. Stat. Plan. Inf. (2012).
  • Comment on "Generalized Jackknife Estimators of Weighted Average Derivatives by M.D. Cattaneo, R.K. Crump and M. Jansson". J. Amer. Statist. Assoc. 108, 1260 - 1262 (2013).

Book Reviews

  • Review of "Härdle, W. (1990). Applied Nonparametric Regression, Cambridge University Press" in Metrika, 1992
  • Review of "Hall, P. (1992). The Booststrap and Edgeworth Expansion. Springer, New York." in Metrika, 1997
  • Review of "Hart, J. D. (1997). Nonparametric Smoothing and Lack-of-Fit Tests, Springer, New York" in DMV Jahresbericht, 103/1 2001, 21-22.
  • Review of "Politis, D. N., Romano, J. P. and Wolf, M. (1999). Subsampling, Springer, New York" in Metrika, 53, 2001, 95 - 96
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