Enno Mammen : Citation Profile


Are you Enno Mammen?

National Research University Higher School of Economics (15% share)

13

H index

17

i10 index

620

Citations

RESEARCH PRODUCTION:

23

Articles

18

Papers

RESEARCH ACTIVITY:

   20 years (1990 - 2010). See details.
   Cites by year: 31
   Journals where Enno Mammen has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 9 (1.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma279
   Updated: 2019-08-17    RAS profile: 2014-11-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Enno Mammen.

Is cited by:

LINTON, OLIVER (56)

Härdle, Wolfgang (35)

hoderlein, stefan (26)

Sperlich, Stefan (22)

Su, Liangjun (19)

Hoderlein, Stefan (15)

Lewbel, Arthur (15)

Schienle, Melanie (13)

Simar, Leopold (13)

Li, Degui (11)

Wilson, Paul (11)

Cites to:

Härdle, Wolfgang (16)

LINTON, OLIVER (12)

Shiller, Robert (6)

Campbell, John (6)

Hautsch, Nikolaus (4)

Ait-Sahalia, Yacine (4)

Newey, Whitney (4)

Fan, Jianqing (3)

Horst, Ulrich (3)

Fengler, Matthias (3)

Phillips, Peter (3)

Main data


Where Enno Mammen has published?


Journals with more than one article published# docs
Econometric Theory4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Biometrika3
Journal of Econometrics2
Econometrica2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3

Recent works citing Enno Mammen (2018 and 2017)


YearTitle of citing document
2018Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2018Tests for qualitative features in the random coefficients model. (2018). Dunker, Fabian ; Schmidt-Hieber, Johannes ; Proksch, Katharina ; Eckle, Konstantin. In: Papers. RePEc:arx:papers:1704.01066.

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2017Semiparametric GARCH via Bayesian model averaging. (2017). Ye, Wilson ; Gerlach, Richard H. In: Papers. RePEc:arx:papers:1708.07587.

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2019Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach. (2017). Johnsson, Ida ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10024.

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2019Specification testing in random coefficient models. (2018). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2018The Finite Sample Performance of Treatment Effects Estimators based on the Lasso. (2018). Zimmert, Michael. In: Papers. RePEc:arx:papers:1805.05067.

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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018Control Variables, Discrete Instruments, and Identification of Structural Functions. (2018). Stouli, Sami ; Newey, Whitney. In: Papers. RePEc:arx:papers:1809.05706.

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2019Nonparametric estimation in a regression model with additive and multiplicative noise. (2019). Navarro, Fabien ; Kou, Junke ; el Kolei, Salima ; Chesneau, Christophe. In: Papers. RePEc:arx:papers:1906.07695.

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2018Testing for gene–environment interaction under exposure misspecification. (2018). Sun, Ryan ; Lin, Xihong ; Christiani, David C ; Carroll, Raymond J. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:653-662.

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2017Classification of non-parametric regression functions in longitudinal data models. (2017). LINTON, OLIVER ; Vogt, Michael. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:5-27.

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2017A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors. (2017). Li, Rui ; You, Jinhong ; Leng, Chenlei. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:932-950.

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2018Control Variables, Discrete Instruments, and Identification of Structural Functions. (2018). Stouli, Sami ; Newey, Whitney. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/702.

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2019Semiparametric Nonlinear Panel Data Models with Measurement Error. (2019). Linton, O ; Shiu, J-L., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1906.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticit. (2019). Linton, O ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2018Nonparametric Estimation of Additive Model with Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:600.

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2018IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS. (2018). Ben-Moshe, Dan. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:134-165_00.

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2018Cost, Revenue, and Profit Function Estimates. (2018). Kutlu, Levent ; Sickles, Robin C ; Liu, Shasha. In: Working Papers. RePEc:ecl:riceco:18-006.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: Working Papers. RePEc:ecl:riceco:18-008.

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2018Empirical likelihood based inference for generalized additive partial linear models. (2018). Yu, Zhuoxi ; Parmar, Milan ; Yang, Kai. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:339:y:2018:i:c:p:105-112.

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2018Time-dynamic varying coefficient models for longitudinal data. (2018). Lee, Kyeong Eun ; Yang, Seong J ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:50-65.

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2019Two-step estimation of time-varying additive model for locally stationary time series. (2019). Hu, Lixia ; You, Jinhong ; Huang, Tao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:94-110.

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2017Testing identifying assumptions in nonseparable panel data models. (2017). Ghanem, Dalia . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:202-217.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Nonparametric estimation and inference under shape restrictions. (2017). Lee, Sokbae (Simon) ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:108-126.

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2017The triangular model with random coefficients. (2017). hoderlein, stefan ; Meister, Alexander ; Holzmann, Hajo. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:144-169.

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2018Efficient estimation and computation for the generalised additive models with unknown link function. (2018). Lin, Huazhen ; Zhang, Wenyang ; Lv, Shaogao ; Pan, Lixian. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:230-244.

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2018Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects. (2018). Malikov, Emir ; Sun, Yiguo. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:359-378.

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2018Nonparametric identification of the distribution of random coefficients in binary response static games of complete information. (2018). Kaido, Hiroaki ; hoderlein, stefan ; Sherman, Robert ; Dunker, Fabian. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:83-102.

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2018Semiparametric estimation of panel data models without monotonicity or separability. (2018). Chen, Song Nian ; Wang, XI. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:515-530.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2019Nonseparable multinomial choice models in cross-section and panel data. (2019). Fernandez-Val, Ivan ; Newey, Whitney K ; Chernozhukov, Victor. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:104-116.

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2018Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89.

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2018Estimation of grouped, time-varying convergence in economic growth. (2018). Semmler, Willi ; Haupt, Harry ; Schnurbus, Joachim. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:141-158.

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2018Estimating Chinese Treasury yield curves with Bayesian smoothing splines. (2018). Tong, Xiaojun ; Sun, Dongchu ; He, Zhuoqiong Chong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:94-124.

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2018Evaluating treatment effects using data envelopment analysis on matched samples: An analysis of electronic information sharing and firm performance. (2018). Bogetoft, Peter ; Kromann, Lene . In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:302-313.

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2019Stochastic efficiency measures for production units with correlated data. (2019). Kao, Chiang ; Liu, Shiang-Tai. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:1:p:278-287.

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2017Semi-parametric inference for semi-varying coefficient panel data model with individual effects. (2017). Hu, Xuemei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:262-281.

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2019Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints. (2019). Canale, Antonio ; Rossini, Jacopo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:221-231.

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2018Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-003.

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2019Adaptive estimation in the linear random coefficients model when regressors have limited variation. (2019). Gautier, Eric ; Gaillac, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-02130472.

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2017Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding. (2017). Gautier, Eric ; Le Pennec, Erwan . In: Working Papers. RePEc:hal:wpaper:inria-00601274.

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2017Dynamic Semiparametric Factor Model with a Common Break. (2017). Chen, Likai ; Wu, Wei Biao ; Wang, Weining. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-026.

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2017Dynamic semi-parametric factor model for functional expectiles. (2017). Härdle, Wolfgang ; Burdejová, Petra ; Lessmann, Stefan ; Zharova, Alona ; Hardle, Wolfgang K ; Burdejova, Petra. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-027.

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2017A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions. (2017). Horowitz, Joel L ; Krishnamurthy, Anand . In: CeMMAP working papers. RePEc:ifs:cemmap:01/17.

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2017The influence function of semiparametric estimators. (2017). Ichimura, Hidehiko ; Newey, Whitney K. In: CeMMAP working papers. RePEc:ifs:cemmap:06/17.

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2018Semiparametric nonlinear panel data models with measurement error. (2018). LINTON, OLIVER ; Shiu, Ji-Liang. In: CeMMAP working papers. RePEc:ifs:cemmap:09/18.

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2018Unified Tests for a Dynamic Predictive Regression. (2018). Yang, Bingduo ; Cai, Zongwu ; Peng, Liang ; Liu, Xiaohui. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201808.

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2018How accurate are modern Value-at-Risk estimators derived from extreme value theory?. (2018). Mogel, Benjamin ; Auer, Benjamin R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0652-y.

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2018Nonparametric Estimation and Inference for Panel Data Models. (2018). Racine, Jeffrey ; Parmeter, Christopher. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-02.

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2017M-Estimation of a Nonparametric Threshold Regression Model. (2017). Su, Liangjun ; Parmeter, Christopher ; Henderson, Daniel. In: Working Papers. RePEc:mia:wpaper:2017-15.

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2019Data-driven Local Polynomial for the Trend and its Derivatives in Economic Time Series. (2019). Gries, Thomas ; Feng, Yuanhua ; Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:50.

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2017Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects. (2017). Malikov, Emir ; Sun, Yiguo. In: MPRA Paper. RePEc:pra:mprapa:83671.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: CEPA Working Papers Series. RePEc:qld:uqcepa:129.

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2019Data Envelopment Analysis and Business Analytics: The Big Data Challenges and Some Solutions. (2019). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:137.

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2017Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility. (2017). Botosaru, Irene. In: Discussion Papers. RePEc:sfu:sfudps:dp17-11.

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2018Nonparametric Estimation of Additive Model With Errors-in-Variables. (2018). Otsu, Taisuke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:1812.

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2018A penalized spline estimator for fixed effects panel data models. (2018). Putz, Peter ; Kneib, Thomas. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:102:y:2018:i:2:d:10.1007_s10182-017-0296-1.

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2018New designs to consistently estimate the isotonic regression. (2018). Colubi, Ana ; Gonzalez-Rodriguez, Gil ; Dominguez-Menchero, Santos J. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-018-0792-0.

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2017Structured Detection of Interactions with the Directed Lasso. (2017). Pashova, Hristina ; Kooperberg, Charles ; Leblanc, Michael. In: Statistics in Biosciences. RePEc:spr:stabio:v:9:y:2017:i:2:d:10.1007_s12561-016-9184-6.

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2017Bandwidth selection in kernel density estimation for interval-grouped data. (2017). Reyes, Miguel ; Cao, Ricardo ; Francisco-Fernandez, Mario. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0523-9.

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2018Improved local polynomial estimation in time series regression. (2018). Geller, Juliane ; Neumann, Michael H. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:1-27.

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2017Investigating the sources of Black’s leverage effect in oil and gas stocks. (2017). Sanusi, Muhammad Surajo ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1318812.

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2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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2018Robustified expected maximum production frontiers. (2018). Simar, Leopold ; Daouia, Abdelaati ; FLORENS, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:32439.

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2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE. (2017). Kim, Tae-Hwan ; MOON, HYUNG-HO ; Jeong, Soo-Bin. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:02:n:s0217590815500496.

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2017A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models. (2017). Janys, Lena . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168077.

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2018Smart by Oneself? An Analysis of Russian Regional Innovation Strategies within the RIS3 Framework. (2018). Kutsenko, Evgeniy ; Kindras, Alexey ; Islankina, Ekaterina. In: Foresight and STI Governance (Foresight-Russia till No. 3/2015). RePEc:hig:fsight:v:12:y:2018:i:1:p:25-45.

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Works by Enno Mammen:


YearTitleTypeCited
2006Statistical Models. A. C. Davison In: The American Statistician.
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article0
2009Time Series Modelling With Semiparametric Factor Dynamics In: Journal of the American Statistical Association.
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article44
2007Time Series Modelling with Semiparametric Factor Dynamics.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 44
paper
2003More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association.
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article21
2009Testing in semiparametric models with interaction, with applications to gene–environment interactions In: Journal of the Royal Statistical Society Series B.
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article7
1999Smoothing Splines and Shape Restrictions In: Scandinavian Journal of Statistics.
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article30
1990Bootstarp Methods in Nonparametric Regression In: CORE Discussion Papers.
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paper3
1990Comparing nonparametric versus parametric regression fits. In: CORE Discussion Papers.
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paper62
1992Comparing nonparametric versus parametric regression fits..(1992) In: Statistic und Oekonometrie.
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paper
1997On estimation of monotone and concave frontier functions In: CORE Discussion Papers.
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paper54
2002ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY In: Econometric Theory.
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article12
2004BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS In: Econometric Theory.
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article23
2001Bootstrap Inference in Semiparametric Generalized Additive Models..(2001) In: Finance Working Papers.
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paper
2009NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES In: Econometric Theory.
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article29
2010ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY In: Econometric Theory.
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article29
1997The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions In: Cowles Foundation Discussion Papers.
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paper84
1998Estimating Yield Curves by Kernel Smoothing Methods In: Cowles Foundation Discussion Papers.
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paper1
2002More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors In: Cowles Foundation Discussion Papers.
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paper1
2005Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods In: Econometrica.
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article22
2007Identification of Marginal Effects in Nonseparable Models Without Monotonicity In: Econometrica.
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article59
2000Yield Curve Estimation by Kernel Smoothing Methods In: Econometric Society World Congress 2000 Contributed Papers.
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paper16
2001Yield curve estimation by kernel smoothing methods.(2001) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 16
article
2009Identification and estimation of local average derivatives in non-separable models without monotonicity In: Econometrics Journal.
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article11
1994Testing for multimodality In: Computational Statistics & Data Analysis.
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article9
2008Nonparametric transformation to white noise In: Journal of Econometrics.
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article12
1990A short note on optimal bandwidth selection for kernel estimators In: Statistics & Probability Letters.
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article3
2004Estimating Semiparametric ARCH Models by Kernel Smoothing Methods In: FMG Discussion Papers.
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paper2
2004Yield Curve Estimation by Kernel Smoothing In: FMG Discussion Papers.
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paper0
1992ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries. In: Catholique de Louvain - Institut de statistique.
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paper0
2000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. In: Finance Working Papers.
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paper3
2005A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics In: SFB 649 Discussion Papers.
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paper8
2010Nonparametric Regression with Nonparametrically Generated Covariates In: SFB 649 Discussion Papers.
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paper29
2002Nonparametric estimation of an additive model with a link function In: CeMMAP working papers.
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paper9
2003Generalised structured models In: Biometrika.
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article9
2007A General Approach to the Predictability Issue in Survival Analysis with Applications In: Biometrika.
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article4
2009Nonparametric additive regression for repeatedly measured data In: Biometrika.
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article4
1993Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
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article0
2007Comments on: Nonparametric inference with generalized likelihood ratio tests In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0
1997Universal smoothing factor selection in density estimation: theory and practice In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article11
2000Thresholding algorithms, maxisets and well-concentrated bases In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article7
2005A Bootstrap Test for Single Index Models In: Econometrics.
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paper2

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