Enno Mammen

Q: What Schools Are Affiliated With Enno Mammen

Enno Mammen is affiliated with the following schools: University of Mannheim, University of Bonn, Heidelberg University

Enno Mammen's AcademicInfluence.com Rankings

Enno Mammen

Mathematics

#6638

World Rank

#9155

Historical Rank

Statistics

#650

World Rank

#734

Historical Rank

mathematics Degrees

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Mathematics

Enno Mammen's Degrees

PhD Statistics University of Mannheim
Masters Mathematics University of Mannheim

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Enno Mammen's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Bootstrap and Edgeworth Expansion (1997) (1384)
Comparing Nonparametric Versus Parametric Regression Fits (1993) (1234)
Bootstrap and Wild Bootstrap for High Dimensional Linear Models (1993) (845)
Smooth Discrimination Analysis (1999) (454)
Computational Statistics and Data Analysis (2009) (393)
The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions (1999) (359)
Locally adaptive regression splines (1997) (333)
Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors (1997) (308)
Estimating a Smooth Monotone Regression Function (1991) (286)
When Does Bootstrap Work?: Asymptotic Results and Simulations (1992) (255)
On estimation of monotone and concave frontier functions (1999) (233)
Direct estimation of low-dimensional components in additive models (1998) (227)
Nonparametric regression under qualitative smoothness assumptions (1991) (193)
A General Projection Framework for Constrained Smoothing (2001) (172)
Identification of marginal effects in nonseparable models without monotonicity (2007) (148)
Penalized quasi-likelihood estimation in partial linear models (1997) (141)
Nonparametric estimation of an additive model with a link function (2002) (136)
Estimating Semiparametric Arch (∞) Models by Kernel Smoothing Methods (2003) (135)
Testing Parametric Versus Semiparametric Modelling in Generalized Linear Models (1996) (134)
Smoothing Splines and Shape Restrictions (1999) (132)
Thresholding algorithms, maxisets and well-concentrated bases (2000) (127)
Asymptotical minimax recovery of sets with smooth boundaries (1995) (120)
Nonparametric regression with nonparametrically generated covariates (2012) (115)
Asymptotics with increasing dimension for robust regression with applications to the bootstrap (1989) (114)
Varying Coefficient Regression Models: A Review and New Developments (2015) (112)
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS (2004) (111)
Bootstrap of kernel smoothing in nonlinear time series (2002) (109)
A semiparametric factor model for implied volatility surface dynamics (2006) (106)
Time Series Modelling With Semiparametric Factor Dynamics (2007) (105)
Universal smoothing factor selection in density estimation: theory and practice (1997) (105)
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors (2003) (103)
Some asymptotics for multimodality tests based on kernel density estimates (1992) (94)
ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY (2009) (90)
Smooth backfitting in generalized additive models (2008) (83)
Yield Curve Estimation by Kernel Smoothing Methods (2000) (77)
Bandwidth selection for smooth backfitting in additive models (2005) (72)
Optimal estimation in additive regression models (2006) (71)
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (2009) (70)
Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions (2007) (70)
Empirical process of residuals for high-dimensional linear models (1996) (67)
Bootstrap, wild bootstrap, and asymptotic normality (1992) (64)
SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (2015) (56)
Identification and Estimation of Local Average Derivatives in Non-Separable Models Without Monotonicity (2009) (53)
When does bootstrap work (1992) (50)
Local limit theorems for transition densities of Markov chains converging to diffusions (2000) (49)
Flexible generalized varying coefficient regression models (2012) (45)
Edgeworth type expansions for Euler schemes for stochastic differential equations. (2002) (44)
Backfitting and smooth backfitting for additive quantile models (2010) (44)
Testing for multimodality (1994) (42)
Generalised structured models (2003) (41)
On General Resampling Algorithms and their Performance in Distribution Estimation (1994) (40)
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics (2005) (40)
Additive isotone regression (2007) (40)
Confidence regions for level sets (2013) (40)
Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression (2013) (39)
Testing in semiparametric models with interaction, with applications to gene–environment interactions (2009) (38)
A simple smooth backfitting method for additive models (2006) (37)
Properties of the nonparametric autoregressive bootstrap (2002) (36)
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY (2002) (36)
Do-Validation for Kernel Density Estimation (2011) (34)
Bootstrap methods in nonparametric regression (1991) (33)
Semi-parametric regression: Efficiency gains from modeling the nonparametric part (2011) (32)
Implied Volatility String Dynamics (2003) (31)
Nonparametric Transformation to White Noise (2006) (31)
Surrogate Data — A Qualitative and Quantitative Analysis (2008) (28)
Projection-type estimation for varying coefficient regression models (2012) (26)
Nonparametric additive regression for repeatedly measured data (2009) (24)
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models (2008) (24)
A short note on optimal bandwidth selection for kernel estimators (1990) (23)
Asymptotics for in-sample density forecasting (2015) (22)
Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach (2000) (22)
On Qualitative Smoothness of Kernel Density Estimates (1995) (21)
In-sample forecasting applied to reserving and mesothelioma mortality (2015) (21)
Estimating Yield Curves by Kernel Smoothing Methods (1998) (21)
A General Framework for Constrained Smoothing (1998) (21)
Additive Models: Extensions and Related Models. (2012) (21)
Asymptotics for Parametric GARCH-in-Mean Models (2016) (20)
A bootstrap test for single index models (2000) (18)
The Statistical Information Contained in Additional Observations (1986) (18)
Mass recentred kernel smoothers (1997) (17)
A General Approach to the Predictability Issue in Survival Analysis with Applications (2007) (17)
Nonparametric Smoothing and Lackof-Fit Tests (2001) (17)
Accounting for correlation in marginal longitudinal nonparametric regression (2003) (16)
Conditional Variance Forecasts for Long-Term Stock Returns (2019) (16)
Bootstrap and Resampling (2012) (16)
Nonparametric estimation of noisy integral equations of the second kind (2009) (16)
Nonparametric estimation in case of endogenous selection (2017) (15)
Non�?Parametric Models in Binary Choice Fixed Effects Panel Data (2011) (15)
ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION (2010) (15)
Specification and structural break tests for additive models with applications to realized variance data (2015) (15)
Nonparametric regression with filtered data (2011) (14)
Double one‐sided cross‐validation of local linear hazards (2016) (14)
Operational time and in-sample density forecasting (2017) (13)
Efficient Semiparametric Marginal Estimation for the Partially Linear Additive Model for Longitudinal/Clustered Data (2009) (13)
Local Adaptivity of Kernel Estimates with Plug‐in Local Bandwidth Selectors (1998) (13)
A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models (2014) (12)
In-Sample Forecasting with Local Linear Survival Densities (2016) (12)
Local linear smoothing for sparse high dimensional varying coefficient models (2016) (11)
Bootstrap and wild bootstrap for high — dimensional linear random design models (1992) (11)
Optimal smoothing in adaptive location estimation (1997) (11)
Nonparametric Modeling in Financial Time Series (2009) (10)
Change of the nature of a test when surrogate data are applied. (2004) (10)
A nested copula duration model for competing risks with multiple spells (2020) (10)
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (2007) (10)
Semiparametric additive indices for binary response and generalized additive models (1998) (10)
Local approximations of Markov random walks by diffusions (2001) (9)
EMPIRICAL RISK MINIMIZATION IN INVERSE PROBLEMS (2010) (9)
Correlation and Marginal Longitudinal Kernel Nonparametric Regression (2004) (9)
Edgeworth type expansions for transition densities of Markov chains converging to diffusions (2005) (9)
Nonparametric inference for continuous-time event counting and link-based dynamic network models (2017) (9)
Further theoretical and practical insight to the do-validated bandwidth selector (2014) (9)
Time-dependent Poisson reduced rank models for political text data analysis (2020) (8)
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors (2002) (8)
Backfitting and Smooth Backfitting in Varying Coefficient Quantile Regression (2014) (8)
Power robustification of approximately linear tests (1995) (7)
Effect of Jump Discontinuity for Phase-Randomized Surrogate Data Testing (2009) (7)
Higher — order accuracy of bootstrap for smooth functionals (1992) (7)
Generalized linear time series regression (2011) (6)
Some theoretical properties of phase-randomized multivariate surrogates (2008) (6)
Poisson reduced-rank models with an application to political text data (2020) (6)
Optimal estimation of sparse high-dimensional additive models (2016) (5)
Ill-posed estimation in high-dimensional models with instrumental variables (2018) (5)
Estimating Semiparametric Arch (Infinity) Models by Kernel Smoothing Methods (2003) (5)
Statistical convergence of Markov experiments to diffusion limits (2012) (5)
Do-Validating Local Linear Hazards (2014) (5)
Expansion for moments of regression quantiles with applications to nonparametric testing (2013) (4)
Nonparametric estimation of locally stationary Hawkes processe (2017) (4)
In-sample forecasting: A brief review and new algorithms (2018) (4)
Higher order accuracy of the bootstrap method for smooth functionals (1992) (4)
Resampling Methods for Nonparametric Regression (2012) (4)
Nonparametric smoothing methods for a class of non-standard curve estimation problems (2003) (4)
Smooth Backfitting of Proportional Hazards With Multiplicative Components (2017) (4)
The Shape of Kernel Density Estimates in Higher Dimensions (1996) (4)
A comparative study of new cross-validated bandwidth selectors for kernel density estimation (2012) (4)
A nonparametric approach to identify age, time, and cohort effects (2019) (4)
Estimation in an additive model when the parameters are linked parametrically (2002) (4)
Locally polynomial Hilbertian additive regression (2022) (4)
Bandwidth selection for kernel regression with correlated errors (2010) (4)
Yield Curve Estimation by Kernel Smoothing (2004) (3)
Uncoupled Isotonic Regression with Discrete Errors (2021) (3)
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay (1996) (3)
Empirical risk minimization in inverse problems: Extended technical version (2009) (3)
Statistical inference in sparse high-dimensional additive models (2016) (3)
A comparison of in-sample forecasting methods (2019) (3)
Nonparametric curve estimation and simple curve characteristics (1991) (3)
ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries (1992) (3)
Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation (2020) (3)
Nonparametric Modelling in Financial Time Series (2009) (3)
Bootstrapping linear models (1992) (2)
Calendar effect and in-sample forecasting (2021) (2)
Nonparametric regression with parametric help (2020) (2)
Optical local Gaussian approximation of an exponential family (1987) (2)
Backfitting tests in generalized structured models (2021) (2)
Bootstrap and asymptotic normality (1992) (1)
Behaviour of Kernel Density Estimates and Bandwidth Selectors for Contaminated Data Sets (1996) (1)
Additive modeling of realized variance: tests for parametric specifications and structural breaks (2013) (1)
Accuracy of Diffusion Approximations for High Frequency Markov Data (2006) (1)
Smooth backfitting of proportional hazards -- A new approach projecting survival data (2017) (1)
Discussion: Bootstrap methods for dependent data: A review (2011) (1)
Local adaptive regression splines (1997) (1)
Asymptotic power comparison of one-sided tests (1983) (1)
Text mining methods for measuring the co- herence of party manifestos for the German federal elections from 1990 to 2021 (2021) (1)
Bootstrap, wild bootstrap and generalized bootstrap (1993) (1)
Local linear smoothing in additive models as data projection (2022) (1)
Generalized partially linear regression with misclassified data and an application to labour market transitions (2017) (1)
Massachusetts Institute of Technology Department of Economics Working Paper Series Rearranging Edgeworth-cornish-fisher Expansions Rearranging Edgeworth-cornish-fisher Expansions and the Cemmap "measurement Matters" Conference for Helpful (2011) (1)
Random Planted Forest: a directly interpretable tree ensemble (2020) (1)
A bootstrap success story: Using nonparametric density estimates in k — sample problems (1992) (0)
2 Surrogate Data – A Qualitative and Quantitative Analysis (2018) (0)
Hilbertian additive regression with parametric help (2023) (0)
Testing For a Parametric Baseline-Intensity in Dynamic Interaction Networks (2021) (0)
Resampling methods for curve estimation (2000) (0)
Comparing nonparametric versus regression fits (1988) (0)
Testing For Global Covariate Effects in Dynamic Interaction Event Networks (2021) (0)
COMPONENTS IN ADDITIVE MODELS1 (2016) (0)
Statistical Models (2006) (0)
A general projection framwork for constrained smoothing (2014) (0)
A bootstrap test on the number of modes of a density (1992) (0)
Rezension zu: Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael: Subsampling. Berlin, 1999 (2001) (0)
Generated Covariates in Nonparametric Estimation (2012) (0)
An example where bootstrap fails: Comparing nonparametric versus parametric regression fits (1992) (0)
The Economic Theory Awards 2012 (2012) (0)
Book reviews (1993) (0)
Smooth Backfitting for Additive Hazard Rates (2023) (0)
A nonparametric regression estimator based on simple assumptions on the shape of the regression function (1989) (0)
Estimation of Group Structures in Panel Models with Individual Fixed Effects (2022) (0)
2010-059 Nonparametric Regression with Nonparametrically Generated Covariates (2010) (0)
Rejoinder (2015) (0)
Comments on: Nonparametric inference with generalized likelihood ratio tests (2007) (0)
Generalised Partially Linear Regression with Misclassified Data and an Application to Labour Market Transitions (2015) (0)
Discussion of “Nonparametric (smoothed) likelihood and integral equations”, by Piet Groeneboom (2013) (0)
Statistical Models. A. C. Davison (2006) (0)
The increase of information due to additional in the case of asymptotically Gaussian experiments. (1982) (0)
Comment (2013) (0)
Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures (2023) (0)
On “Multi-Resolution Nonparametric Regression for Spatially Adaptive Image De-Noising” Project for ELE856 (2006) (0)
; Schienle , Melanie Working Paper Nonparametric regression with nonparametrically generated covariates (2010) (0)
Applied Nonparametric Regression (1992) (0)
Backfitting Tests in Additive Interaction Models (2010) (0)
Semiparametric Estimationwith GeneratedCovariates (2014) (0)
Rejoinder: Nonparametric estimation of noisy integral equations of the second kind (2009) (0)
Estimation of functions with spatially inhomogeneous smoothness : an approach based on total variation penalties (1996) (0)
Discussion on the paper BOOTSTRAP FOR DEPENDENT DATA : A REVIEW by Jens-Peter Kreiss and Efstathios Paparoditis (2011) (0)
Evaluation the C-CAPM and the equity premium puzzle at short and long horizons (2000) (0)
Generalised additive dependency inflated models including aggregated covariates (2019) (0)
EMPIRICAL RISK MINIMIZATION IN INVERSE PROBLEMS 1 (2009) (0)
Missing link survival analysis with applications to available pandemic data (2021) (0)
Structured Nonparametric Curve Estimation (2016) (0)
Introduction to Hall (1988) Theoretical Comparison of Bootstrap Confidence Intervals (1997) (0)
Bootstrapping robust regression (1992) (0)
Variable selection, monotone likelihood ratio and group sparsity (2021) (0)
A Salute to Dr. William Schlich (1965) (0)
Nonparametric estimation of locally stationary Hawkes processes (2023) (0)

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What Schools Are Affiliated With Enno Mammen?

Enno Mammen is affiliated with the following schools: