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Items where Author is "Mammen, E."

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Number of items: 15.

Article

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Park, B. U. (2020). Nonparametric regression with parametric help. Electronic Journal of Statistics,

Hiabu, M., Mammen, E., Maria Dolores, M-M. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020). Smooth backfitting of proportional hazards with multiplicative components. Journal of the American Statistical Association, doi: 10.1080/01621459.2020.1753520

van den Berg, G., anys, L., Mammen, E. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020). A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models. Journal of Econometrics, doi: 10.1016/j.jeconom.2019.05.025

Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Scholz, M. and Sperlich, S. (2019). Conditional variance forecasts for long-term stock returns. Risks, 7(4), 113.. doi: 10.3390/risks7040113

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and 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. and 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 and Park, B. P. (2018). In-sample forecasting: A brief review and new algorithms. ALEA - Latin American Journal of Probability and Mathematical Statistics, 15, pp. 875-895.

Lee, Y. K., Mammen, E., Nielsen, J. P. and 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. and Nielsen, J. P. (2016). In-Sample Forecasting with Local Linear Survival Densities. Biometrika, 101(4), pp. 843-859. doi: 10.1093/biomet/asw038

Gámiz Pérez, M. L., Mammen, E., Miranda, M. D. M. and 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. and 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. and 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. and 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. and 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. and 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

This list was generated on Mon Aug 3 04:49:06 2020 UTC.