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Information about:
Enno Mammen

Personal Details | Affiliation | Works
This is information that was supplied by Enno Mammen in registering through RePEc. If you are Enno Mammen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Enno
Middle Name:
Last Name: Mammen
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RePEc Short-ID: pma279

Email: [This author has chosen not to make the email address public]
Homepage: http://www.vwl.uni-mannheim.de/mammen/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Oliver Linton & Enno Mammen, 2006. "Nonparametric Transformation to White Noise," STICERD - Econometrics Paper Series /2006/503, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Published as:

  2. Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  3. C Taanggard & J Nielsen & Enno Mammen & Oliver Linton, 2004. "Yield Curve Estimation by Kernel Smoothing," FMG Discussion Papers dp515, Financial Markets Group. [Downloadable!] (restricted)

  4. Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2003/453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:

  5. Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series /2002/435, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:

  6. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  7. Oliver Linton & Enno Mammen & N Nielsen, 2000. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series /2000/386, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:

  8. Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard, 2000. "Yield Curve Estimation by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2000/385, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:
    Published as:

  9. Engsted, Tom & Mammen, Enno & Tanggaard, Carsten, 2000. "Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach," Finance Working Papers 00-10, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  10. Mammen, E. & Tsybakov, A.B., 1992. "ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries," Papers 9205, Catholique de Louvain - Institut de statistique.

  11. Haerdle,W. & Mammen,E., 1988. "Comparing nonparametric versus regression fits," Discussion Paper Serie A 177, University of Bonn, Germany.

  12. J. Franke & J.-P. Kreiss & E. Mammen & M. Neumann, . "Properties of the Nonparametric Autoregressive Bootstrap," Sonderforschungsbereich 373 1998-54, Humboldt Universitaet Berlin.

  13. R.J. Carroll & W. Härdle & E. Mammen, . "Estimation in an additive model when the components are linked parametrically," Sonderforschungsbereich 373 1999-1, Humboldt Universitaet Berlin.

  14. O. Linton & E. Mammen & J. Nielsen & C. Tanggaard, . "Estimating Yield Curves by Kernel Smoothing Methods," Sonderforschungsbereich 373 1999-54, Humboldt Universitaet Berlin.
    Other versions:

  15. I. Gijbels & E. Mammen, . "On Local Adaptivity of Kernel Estimates with Plug-In Local Bandwidth Selectors," Sonderforschungsbereich 373 1995-2, Humboldt Universitaet Berlin.

  16. J. Franke & J.-P. Kreiss & E. Mammen, . "Bootstrap of kernel smoothing in nonlinear time series," Sonderforschungsbereich 373 1997-20, Humboldt Universitaet Berlin.

  17. W. H"Ardle & E. Mammen & M. M"Uller, . "Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay," Sonderforschungsbereich 373 1996-29, Humboldt Universitaet Berlin.

  18. J. Fan & W. H"Ardle & E. Mammen, . "Direct estimation of low dimensional components in additive models," Sonderforschungsbereich 373 1996-17, Humboldt Universitaet Berlin.

  19. Enno Mammen, . "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin. [Downloadable!]

  20. W. H"Ardle & E. Mammen & M. M"Uller, . "Testing Parametric versus Semiparametric Modelling in Generalized Linear Models," Sonderforschungsbereich 373 1996-28, Humboldt Universitaet Berlin.
    Other versions:

  21. Enno MAMMEN & Byeong PARK, . "Behaviour of Kernel Density Estimates and Bandwidth Selectors for Contaminated Data Sets," Sonderforschungsbereich 373 1994-20, Humboldt Universitaet Berlin.

  22. E. Mammen, . "Empirical Process of Residuals for High-Dimensional Linear Models," Sonderforschungsbereich 373 1994-45, Humboldt Universitaet Berlin.

  23. W. Härdle & S. Huet & E. Mammen & S. Sperlich, . "Semiparametric additive indices for binary response and generalized additive models," Sonderforschungsbereich 373 1998-95, Humboldt Universitaet Berlin.

  24. J. Horowitz & E. Mammen, . "Nonparametric Estimation of an Additive Model with a Link Function," Sonderforschungsbereich 373 2002-63, Humboldt Universitaet Berlin.
    Other versions:

  25. W. Härdle & E. Mammen & I. Proenca, . "A Bootstrap Test for Single Index Models," Sonderforschungsbereich 373 2000-20, Humboldt Universitaet Berlin.
    Other versions:

  26. V. Konakov & E. Mammen, . "The Shape of Kernel Density Estimates in Higher Dimensions," Sonderforschungsbereich 373 1996-41, Humboldt Universitaet Berlin.

  27. I. Gijbels & E. Mammen & B. Park & L. Simar, . "On Estimation of Monotone and Concave Frontier Function," Sonderforschungsbereich 373 1998-9, Humboldt Universitaet Berlin.
    Other versions:

  28. E. MAMMEN & S. v. d. GEER, . "Penalized quasi-likelihood estimation in partial linear models," Sonderforschungsbereich 373 1996-6, Humboldt Universitaet Berlin.

  29. E. Mammen & B. U. Park, . "Optimal Smoothing in Adaptive Location Estimation," Sonderforschungsbereich 373 1995-55, Humboldt Universitaet Berlin.

  30. E. Mammen & C. Thomas-Agnan, . "Smoothing Splines And Shape Restrictions," Sonderforschungsbereich 373 1996-87, Humboldt Universitaet Berlin.
    Published as:

  31. O. V. Lepskii & E. Mammen & V. G. Spokoiny, . "Optimal Spatial Adaptation to Inhomogeneous Smoothness: an Approach Based on Kernel Estimates with Variable Bandwidth Selectors," Sonderforschungsbereich 373 1995-3, Humboldt Universitaet Berlin.

  32. E. Mammen, . "On Qualitative Smoothness of Kernel Density Estimates," Sonderforschungsbereich 373 1994-37, Humboldt Universitaet Berlin.

Articles

  1. O. Linton & E. Mammen, 2005. "Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods," Econometrica, Econometric Society, vol. 73(3), pages 771-836, 05. [Downloadable!] (restricted)

  2. Xiao Z. & Linton O.B. & Carroll R.J. & Mammen E., 2003. "More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 980-992, January. [Downloadable!] (restricted)

  3. Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001. "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, vol. 105(1), pages 185-223, November. [Downloadable!] (restricted)
    Other versions:

  4. E. Mammen, 1999. "Smoothing Splines and Shape Restrictions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 26(2), pages 239-252. [Downloadable!] (restricted)
    Other versions:

  5. Fischer, N. I. & Mammen, E. & Marron, J. S., 1994. "Testing for multimodality," Computational Statistics & Data Analysis, Elsevier, vol. 18(5), pages 499-512, December. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 2002-08-19 2002-10-18 2002-10-18 2003-11-03 2003-11-03 2005-08-13 2005-10-29 2006-10-28 Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2002-10-18 2003-11-03 2003-11-03 2005-10-29 2006-10-28 Author is listed
  3. NEP-FIN: Finance (1) 2005-10-29
  4. NEP-MFD: Microfinance (2) 2003-11-03 2003-11-03 Author is listed
  5. NEP-RMG: Risk Management (1) 2002-10-18
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This page was last updated on 2009-11-28.

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