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Publications

by members of

International Laboratory of Stochastic Analysis
National Research University Higher School of Economics (HSE)
Moscow, Russia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2022

  1. Ekaterina Morozova & Vladimir Panov, 2022. "Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes," Papers 2210.13824, arXiv.org.

2014

  1. Denis Belomestny & Volker Kraetschmer, 2014. "Optimal stopping under model uncertainty: randomized stopping times approach," Papers 1405.2240, arXiv.org, revised Dec 2014.
  2. Denis Belomestny & Tigran Nagapetyan, 2014. "Multilevel path simulation for weak approximation schemes," Papers 1406.2581, arXiv.org, revised Oct 2014.

2013

  1. Denis Belomestny & Fabian Dickmann & Tigran Nagapetyan, 2013. "Pricing American options via multi-level approximation methods," Papers 1303.1334, arXiv.org, revised Dec 2013.

2010

  1. Enno Mammen & Christoph Rothe & Melanie Schienle, 2010. "Nonparametric Regression with Nonparametrically Generated Covariates," SFB 649 Discussion Papers SFB649DP2010-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Denis Belomestny & Volker Krätschmer, 2010. "Central limit theorems for law-invariant coherent risk measures," SFB 649 Discussion Papers SFB649DP2010-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Vladimir Panov, 2010. "Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications," SFB 649 Discussion Papers SFB649DP2010-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Vladimir Panov, 2010. "Estimation of the signal subspace without estimation of the inverse covariance matrix," SFB 649 Discussion Papers SFB649DP2010-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2009

  1. Denis Belomestny & Anastasia Kolodko & John Schoenmakers, 2009. "Regression methods for stochastic control problems and their convergence analysis," SFB 649 Discussion Papers SFB649DP2009-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Denis Belomestny, 2009. "Pricing Bermudan options using regression: optimal rates of convergence for lower estimates," SFB 649 Discussion Papers SFB649DP2009-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Denis Belomestny, 2009. "Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates," Papers 0907.5599, arXiv.org.
  4. Denis Belomestny, 2009. "Spectral estimation of the fractional order of a Lévy process," SFB 649 Discussion Papers SFB649DP2009-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Denis Belomestny, 2009. "On the rates of convergence of simulation based optimization algorithms for optimal stopping problems," Papers 0909.3570, arXiv.org.

2007

  1. Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park, 2007. "Time Series Modelling with Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2007-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Denis Belomestny & Stanley Matthew & John Schoenmakers, 2007. "A stochastic volatility Libor model and its robust calibration," SFB 649 Discussion Papers SFB649DP2007-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Denis Belomestny & Grigori Milstein & John Schoenmakers, 2007. "Sensitivities for Bermudan Options by Regression Methods," SFB 649 Discussion Papers SFB649DP2007-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2006

  1. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [2]," SFB 649 Discussion Papers SFB649DP2006-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny, 2006. "Regression methods in pricing American and Bermudan options using consumption processes," SFB 649 Discussion Papers SFB649DP2006-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Denis Belomestny & Grigori Milstein, 2006. "Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market," SFB 649 Discussion Papers SFB649DP2006-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Denis Belomestny & Vladimir Spokoiny, 2006. "Spatial aggregation of local likelihood estimates with applications to classification," SFB 649 Discussion Papers SFB649DP2006-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Denis Belomestny & Pavel V. Gapeev, 2006. "An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems," SFB 649 Discussion Papers SFB649DP2006-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [1]," SFB 649 Discussion Papers SFB649DP2006-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Denis Belomestny & John Schoenmakers, 2006. "A jump-diffusion Libor model and its robust calibration," SFB 649 Discussion Papers SFB649DP2006-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2005

  1. Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, University Library of Munich, Germany.
  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.

2004

  1. Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
  2. C Taanggard & J Nielsen & Enno Mammen & Oliver Linton, 2004. "Yield Curve Estimation by Kernel Smoothing," FMG Discussion Papers dp515, Financial Markets Group.

2002

  1. Joel L. Horowitz & Enno Mammen, 2002. "Nonparametric estimation of an additive model with a link function," CeMMAP working papers CWP19/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation for Research in Economics, Yale University.
  3. Piterbarg, V.I., 2002. "Discrete vs continuous time for large extremes of Gaussian processes," Econometric Institute Research Papers EI 2002-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2001

  1. 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.
  2. Einmahl, J.H.J. & de Haan, L.F.M. & Piterbarg, V.I., 2001. "Nonparametric estimation of the spectral measure of an extreme value distribution," Other publications TiSEM c3485b9b-a0bd-456f-9baa-0, Tilburg University, School of Economics and Management.

2000

  1. 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.
  2. Oliver B. Linton & Enno Mammen & J. Nielsen & Carsten Tanggaard, 2000. "Yield Curve Estimation by Kernel Smoothing Methods," Econometric Society World Congress 2000 Contributed Papers 0235, Econometric Society.

1998

  1. Oliver Linton & E. Mammen & J. Nielsen & C. Tanggaard, 1998. "Estimating Yield Curves by Kernel Smoothing Methods," Cowles Foundation Discussion Papers 1205, Cowles Foundation for Research in Economics, Yale University.

1997

  1. Oliver Linton & E. Mammen & J. Nielsen, 1997. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers 1160, Cowles Foundation for Research in Economics, Yale University.
  2. GIJBELS, Irène & MAMMEN, Enno & PARK, Byeong U. & SIMAR, Léopold, 1997. "On estimation of monotone and concave frontier functions," LIDAM Discussion Papers CORE 1997031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1996

  1. Konakov, V. & Mammen, Enno, 1996. "The Shape of Kernel Density Estimates in Higher Dimensions," SFB 373 Discussion Papers 1996,41, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1995

  1. Konakov, V. & Läuter, H. & Liero, H., 1995. "Comparison of the Asymptotic Power of Tests Based on L. - and L.- Norms under Non-Standard Local Alternatives," SFB 373 Discussion Papers 1995,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Konakov, V. & Läuter, H. & Liero, H., 1995. "Nonparametric versus Parametric Goodness of Fit," SFB 373 Discussion Papers 1995,49, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1992

  1. 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.

1990

  1. Hardle, W. & Mammen, E., 1990. "Bootstarp Methods in Nonparametric Regression," LIDAM Discussion Papers CORE 1990049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Undated

  1. Enno Mammen, "undated". "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin.

Journal articles

2021

  1. Ekaterina Morozova & Vladimir Panov, 2021. "Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity," Mathematics, MDPI, vol. 9(18), pages 1-24, September.

2020

  1. Piterbarg, Vladimir I. & Rodionov, Igor V., 2020. "High excursions of Bessel and related random processes," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 4859-4872.

2019

  1. Denis Belomestny & Tatiana Orlova & Vladimir Panov, 2019. "Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 73(1), pages 100-117, February.
  2. Panov, Vladimir, 2019. "Some properties of the one-dimensional subordinated stable model," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 80-84.
  3. Vladimir Panov & Evgenii Samarin, 2019. "Multivariate asset‐pricing model based on subordinated stable processes," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(4), pages 1060-1076, July.
  4. Daniel Hernández‐Hernández & Harold A. Moreno‐Franco & José‐Luis Pérez, 2019. "Periodic strategies in optimal execution with multiplicative price impact," Mathematical Finance, Wiley Blackwell, vol. 29(4), pages 1039-1065, October.
  5. Mauricio Junca & Harold A. Moreno-Franco & José Luis Pérez, 2019. "Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint," Risks, MDPI, vol. 7(1), pages 1-24, January.
  6. Marcos Escobar-Anel & Harold A. Moreno-Franco, 2019. "Dynamic portfolio strategies under a fully correlated jump-diffusion process," Annals of Finance, Springer, vol. 15(3), pages 421-453, September.

2018

  1. Hernández, Camilo & Junca, Mauricio & Moreno-Franco, Harold, 2018. "A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 57-68.

2017

  1. Panov, Vladimir, 2017. "Limit theorems for sums of random variables with mixture distribution," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 379-386.
  2. Vladimir Panov, 2017. "Series Representations for Multivariate Time-Changed Lévy Models," Methodology and Computing in Applied Probability, Springer, vol. 19(1), pages 97-119, March.

2014

  1. Paris, Quentin, 2014. "Minimax adaptive dimension reduction for regression," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 186-202.

2013

  1. Belomestny, Denis & Panov, Vladimir, 2013. "Abelian theorems for stochastic volatility models with application to the estimation of jump activity," Stochastic Processes and their Applications, Elsevier, vol. 123(1), pages 15-44.
  2. Denis Belomestny & John Schoenmakers & Fabian Dickmann, 2013. "Multilevel dual approach for pricing American style derivatives," Finance and Stochastics, Springer, vol. 17(4), pages 717-742, October.
  3. Butkovsky, O.A. & Veretennikov, A.Yu., 2013. "On asymptotics for Vaserstein coupling of Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 123(9), pages 3518-3541.

2012

  1. Benoît Cadre & Quentin Paris, 2012. "On Hölder fields clustering," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 301-316, June.

2011

  1. Denis Belomestny, 2011. "Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates," Finance and Stochastics, Springer, vol. 15(4), pages 655-683, December.
  2. Belomestny, Denis, 2011. "Spectral estimation of the Lévy density in partially observed affine models," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1217-1244, June.
  3. Jarusková, Daniela & Piterbarg, Vladimir I., 2011. "Log-likelihood ratio test for detecting transient change," Statistics & Probability Letters, Elsevier, vol. 81(5), pages 552-559, May.

2010

  1. Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno, 2010. "Analyzing The Random Coefficient Model Nonparametrically," Econometric Theory, Cambridge University Press, vol. 26(3), pages 804-837, June.
  2. Denis Belomestny & John Schoenmakers, 2010. "A jump-diffusion Libor model and its robust calibration," Quantitative Finance, Taylor & Francis Journals, vol. 11(4), pages 529-546.
  3. Denis Belomestny & G. Milstein & John Schoenmakers, 2010. "Sensitivities for Bermudan options by regression methods," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 33(2), pages 117-138, November.
  4. Gobet, Emmanuel & Menozzi, Stéphane, 2010. "Stopped diffusion processes: Boundary corrections and overshoot," Stochastic Processes and their Applications, Elsevier, vol. 120(2), pages 130-162, February.

2009

  1. Arnab Maity & Raymond J. Carroll & Enno Mammen & Nilanjan Chatterjee, 2009. "Testing in semiparametric models with interaction, with applications to gene–environment interactions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 75-96, January.
  2. Mammen, Enno & Støve, Bård & Tjøstheim, Dag, 2009. "Nonparametric Additive Models For Panels Of Time Series," Econometric Theory, Cambridge University Press, vol. 25(2), pages 442-481, April.
  3. Park, Byeong U. & Mammen, Enno & Härdle, Wolfgang & Borak, Szymon, 2009. "Time Series Modelling With Semiparametric Factor Dynamics," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 284-298.
  4. Raymond J. Carroll & Arnab Maity & Enno Mammen & Kyusang Yu, 2009. "Nonparametric additive regression for repeatedly measured data," Biometrika, Biometrika Trust, vol. 96(2), pages 383-398.
  5. Stefan Hoderlein & Enno Mammen, 2009. "Identification and estimation of local average derivatives in non-separable models without monotonicity," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 1-25, March.
  6. Denis Belomestny & Grigori Milstein & Vladimir Spokoiny, 2009. "Regression methods in pricing American and Bermudan options using consumption processes," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 315-327.
  7. Denis Belomestny & Christian Bender & John Schoenmakers, 2009. "True Upper Bounds For Bermudan Products Via Non‐Nested Monte Carlo," Mathematical Finance, Wiley Blackwell, vol. 19(1), pages 53-71, January.

2008

  1. Linton, Oliver B. & Mammen, Enno, 2008. "Nonparametric transformation to white noise," Journal of Econometrics, Elsevier, vol. 142(1), pages 241-264, January.
  2. Jakob Sidenius & Vladimir Piterbarg & Leif Andersen, 2008. "A New Framework For Dynamic Credit Portfolio Loss Modelling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 163-197.
  3. Mladenovic, Pavle & Piterbarg, Vladimir, 2008. "On estimation of the exponent of regular variation using a sample with missing observations," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 327-335, March.
  4. Hüsler, Jürg & Piterbarg, Vladimir, 2008. "A limit theorem for the time of ruin in a Gaussian ruin problem," Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 2014-2021, November.

2007

  1. Enno Mammen & Jens Perch Nielsen, 2007. "A General Approach to the Predictability Issue in Survival Analysis with Applications," Biometrika, Biometrika Trust, vol. 94(4), pages 873-892.
  2. Enno Mammen, 2007. "Comments on: Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(3), pages 462-464, December.
  3. Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, September.
  4. Leif Andersen & Vladimir Piterbarg, 2007. "Moment explosions in stochastic volatility models," Finance and Stochastics, Springer, vol. 11(1), pages 29-50, January.

2006

  1. Mammen, Enno, 2006. "Statistical Models. A. C. Davison," The American Statistician, American Statistical Association, vol. 60, pages 204-205, May.
  2. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy models," Finance and Stochastics, Springer, vol. 10(4), pages 449-474, December.
  3. Mladenovic, Pavle & Piterbarg, Vladimir, 2006. "On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1977-1991, December.

2005

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

2004

  1. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004. "Bootstrap Inference In Semiparametric Generalized Additive Models," Econometric Theory, Cambridge University Press, vol. 20(2), pages 265-300, April.
  2. Gobet, Emmanuel & Menozzi, Stéphane, 2004. "Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 201-223, August.
  3. Hüsler, Jürg & Piterbarg, Vladimir, 2004. "Limit theorem for maximum of the storage process with fractional Brownian motion as input," Stochastic Processes and their Applications, Elsevier, vol. 114(2), pages 231-250, December.
  4. Hüsler, J. & Piterbarg, V., 2004. "On the ruin probability for physical fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 113(2), pages 315-332, October.

2003

  1. 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.
  2. Enno Mammen, 2003. "Generalised structured models," Biometrika, Biometrika Trust, vol. 90(3), pages 551-566, September.

2002

  1. Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno, 2002. "Estimation In An Additive Model When The Components Are Linked Parametrically," Econometric Theory, Cambridge University Press, vol. 18(4), pages 886-912, August.

2001

  1. 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.
  2. Konakov, Valentin & Mammen, Enno, 2001. "Local approximations of Markov random walks by diffusions," Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 73-98, November.

2000

  1. Gérard Kerkyacharian & Dominique Picard & Lucien Birgé & Peter Hall & Oleg Lepski & Enno Mammen & Alexandre Tsybakov & G. Kerkyacharian & D. Picard, 2000. "Thresholding algorithms, maxisets and well-concentrated bases," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(2), pages 283-344, December.
  2. Veretennikov, A. Yu., 2000. "On large deviations for SDEs with small diffusion and averaging," Stochastic Processes and their Applications, Elsevier, vol. 89(1), pages 69-79, September.

1999

  1. E. Mammen & C. Thomas‐Agnan, 1999. "Smoothing Splines and Shape Restrictions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(2), pages 239-252, June.
  2. A. Veretennikov, 1999. "On Castellana–Leadbetter's Condition for Diffusion Density Estimation," Statistical Inference for Stochastic Processes, Springer, vol. 2(1), pages 1-9, January.

1997

  1. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.
  2. Veretennikov, A. Yu., 1997. "On polynomial mixing bounds for stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 115-127, October.

1994

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

1993

  1. M. Bartlett & S. Rachev & E. Dettweiler & D. Berry & E. Mammen, 1993. "Book reviews," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 129-136, December.

1990

  1. Mammen, Enno, 1990. "A short note on optimal bandwidth selection for kernel estimators," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 23-25, January.

1984

  1. Konakov, V. D. & Piterbarg, V. I., 1984. "On the convergence rate of maximal deviation distribution for kernel regression estimates," Journal of Multivariate Analysis, Elsevier, vol. 15(3), pages 279-294, December.

1973

  1. Konakov, V. D., 1973. "Asymptotic properties of some functions of nonparametric estimates of a density function," Journal of Multivariate Analysis, Elsevier, vol. 3(4), pages 454-468, December.

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