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Enno Mammen

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First Name:Enno
Middle Name:
Last Name:Mammen
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RePEc Short-ID:pma279
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This author is featured on the following reading lists, publication compilations or Wikipedia entries:

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  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. 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.
  3. Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, EconWPA.
  4. 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.
  5. Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
  6. C Taanggard & J Nielsen & Enno Mammen & Oliver Linton, 2004. "Yield Curve Estimation by Kernel Smoothing," FMG Discussion Papers dp515, Financial Markets Group.
  7. Joel 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. GIJBELS, Irène & MAMMEN, Enno & PARK, Byeong U. & SIMAR, Léopold, 1997. "On estimation of monotone and concave frontier functions," CORE Discussion Papers 1997031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. 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.
  16. Hardle, W. & Mammen, E., 1990. "Bootstarp Methods in Nonparametric Regression," CORE Discussion Papers 1990049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Haerdle,W. & Mammen,E., 1988. "Comparing nonparametric versus regression fits," Discussion Paper Serie A 177, University of Bonn, Germany.
  18. Enno Mammen, . "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin.
  1. Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno, 2010. "Analyzing The Random Coefficient Model Nonparametrically," Econometric Theory, Cambridge University Press, vol. 26(03), pages 804-837, June.
  2. 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.
  3. Mammen, Enno & Støve, Bård & Tjøstheim, Dag, 2009. "Nonparametric Additive Models For Panels Of Time Series," Econometric Theory, Cambridge University Press, vol. 25(02), pages 442-481, April.
  4. 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.
  5. 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.
  6. 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, 03.
  7. Linton, Oliver B. & Mammen, Enno, 2008. "Nonparametric transformation to white noise," Journal of Econometrics, Elsevier, vol. 142(1), pages 241-264, January.
  8. 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.
  9. Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, 09.
  10. 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.
  11. Mammen, Enno, 2006. "Statistical Models. A. C. Davison," The American Statistician, American Statistical Association, vol. 60, pages 204-205, May.
  12. O. Linton & E. Mammen, 2005. "Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods," Econometrica, Econometric Society, vol. 73(3), pages 771-836, 05.
  13. H rdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004. "Bootstrap Inference In Semiparametric Generalized Additive Models," Econometric Theory, Cambridge University Press, vol. 20(02), pages 265-300, April.
  14. 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.
  15. Enno Mammen, 2003. "Generalised structured models," Biometrika, Biometrika Trust, vol. 90(3), pages 551-566, September.
  16. Carroll, Raymond J. & H rdle, Wolfgang & Mammen, Enno, 2002. "Estimation In An Additive Model When The Components Are Linked Parametrically," Econometric Theory, Cambridge University Press, vol. 18(04), pages 886-912, August.
  17. 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.
  18. 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.
  19. E. Mammen, 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.
  20. 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.
  21. Fischer, N. I. & Mammen, E. & Marron, J. S., 1994. "Testing for multimodality," Computational Statistics & Data Analysis, Elsevier, vol. 18(5), pages 499-512, December.
  22. 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.
  23. Mammen, Enno, 1990. "A short note on optimal bandwidth selection for kernel estimators," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 23-25, January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2002-10-18 2002-10-18 2005-08-13 2005-10-29 2007-07-20 2010-12-11. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2002-10-18 2005-10-29. Author is listed
  3. NEP-FIN: Finance (1) 2005-10-29. Author is listed
  4. NEP-ICT: Information & Communication Technologies (1) 2007-07-20. Author is listed
  5. NEP-RMG: Risk Management (1) 2002-10-18. Author is listed
This author is among the top 5% authors according to these criteria:
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  2. Number of Journal Pages, Weighted by Recursive Impact Factor

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