Items where Author is "Mammen, E."
Gámiz Pérez, M. L., Mammen, E., Martinez-Miranda, M. D. & Nielsen, J. P. 
ORCID: 0000-0002-2798-0817 (2022).
Missing link survival analysis with applications to available pandemic data.
Computational Statistics & Data Analysis, 169,
article number 107405.
doi: 10.1016/j.csda.2021.107405
Nielsen, J. P. ORCID: 0000-0002-2798-0817, Mammen, E., Martiınez-Miranda, M. D. & Vogt, M. (2020).
Calendar effect and in-sample forecasting.
Insurance: Mathematics and Economics, 96,
pp. 31-52.
doi: 10.1016/j.insmatheco.2020.10.003
Hiabu, M., Mammen, E., Maria Dolores, M-M. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
Smooth backfitting of proportional hazards with multiplicative components.
Journal of the American Statistical Association, 116(536),
pp. 1983-1993.
doi: 10.1080/01621459.2020.1753520
van den Berg, G., anys, L., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models.
Journal of Econometrics, 221(1),
pp. 43-67.
doi: 10.1016/j.jeconom.2019.05.025
Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. U. (2020).
Nonparametric regression with parametric help.
Electronic Journal of Statistics, 14(2),
pp. 3845-3868.
doi: 10.1214/20-ejs1760
Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Scholz, M. & Sperlich, S. (2019).
Conditional variance forecasts for long-term stock returns.
Risks, 7(4),
article number 113.
doi: 10.3390/risks7040113
Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. U. (2019).
Generalised additive dependency inflated models including aggregated covariates.
Electronic Journal of Statistics, 13(1),
pp. 67-93.
doi: 10.1214/18-ejs1515
Bischofberger, S., Hiabu, M., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019).
A comparison of in-sample forecasting methods.
Computational Statistics and Data Analysis, 137,
pp. 133-154.
doi: 10.1016/j.csda.2019.02.009
Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. P. (2018).
In-sample forecasting: A brief review and new algorithms.
ALEA - Latin American Journal of Probability and Mathematical Statistics, 15(2),
pp. 875-895.
doi: 10.30757/alea.v15-33
Lee, Y. K., Mammen, E., Nielsen, J. P. & Park, B. U. (2017). Operational time and in-sample density forecasting. Annals of Statistics, 45(3), pp. 1312-1341. doi: 10.1214/16-aos1486
Hiabu, M., Mammen, E., Martinez-Miranda, M. D. & Nielsen, J. P. (2016). In-Sample Forecasting with Local Linear Survival Densities. Biometrika, 103(4), pp. 843-859. doi: 10.1093/biomet/asw038
Gámiz Pérez, M. L., Mammen, E., Miranda, M. D. M. & Nielsen, J. P. (2016). Double one-sided cross-validation of local linear hazards. Journal of the Royal Statistical Society: Series B, 78(4), pp. 755-779. doi: 10.1111/rssb.12133
Nielsen, J. P., Young, K., Mammen, E. & Byeong, U. P (2015). Asymptotics for In-Sample Density Forecasting. Annals of Statistics, 43(2), pp. 620-651. doi: 10.1214/14-aos1288
Mammen, E., Martinez-Miranda, M. D. & Nielsen, J. P. (2015). In-Sample Forecasting Applied to Reserving and Mesothelioma Mortality. Insurance: Mathematics and Economics, 61, pp. 76-86. doi: 10.1016/j.insmatheco.2014.12.001
Mammen, E., Martinez-Miranda, M. D., Nielsen, J. P. & Sperlich, S. (2014). Further theoretical and practical insight to the do-validated bandwidth selector. Journal of the Korean Statistical Society, 43(3), pp. 355-365. doi: 10.1016/j.jkss.2013.11.001
Mammen, E., Nielsen, J. P. & Fitzenberger, B. (2011). Generalized linear time series regression. Biometrika, 98(4), pp. 1007-1014. doi: 10.1093/biomet/asr044
Mammen, E., Martinez-Miranda, M. D., Nielsen, J. P. & Sperlich, S. (2011). Do-Validation for Kernel Density Estimation. Journal of the American Statistical Association, 106(494), pp. 651-660. doi: 10.1198/jasa.2011.tm08687