Heidelberg University

Veröffentlichungen


2020


  • (Nov/2020) Christoph Breunig, Enno Mammen, Anna Simoni: Ill-posed estimation in high-dimensional models with instrumental variables, Journal of Econometrics, 219, 171 - 200. Link
  • (Oct/2020) Simon M.S. Lo, Enno Mammen, Ralf A.Wilke: A Nested Copula Duration Model for Competing Risks with Multiple Spells, Computational Statistics and Data Analysis, 150, 106986. Link
  • (Oct/2020) Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen, Michael Vogt: Calendar effect and in-sample forecasting, Insurance: Mathematics and Economics. Link
  • (Sep/2020) Sergio Filipe Brenner Miguel, Jan Johannes, Fabienne Comte: Spectral cut-off regularisation for density estimation under multiplicative measurement errors, arXiv, to appear. arXiv:2009.10547
  • (Sep/2020) Nathawut Phandoidaen, Stefan Richter: Forecasting time series with encoder-decoder neural networks, arXiv, to appear. arXiv:2009.08848
  • (Jul/2020) Sandra Schluttenhofer, Jan Johannes: Adaptive minimax testing for circular convolution, arXiv, to appear. arXiv:2007.06388
  • (Jul/2020) Nathawut Phandoidaen, Stefan Richter: Empirical process theory for locally stationary processes, arXiv, to appear. arXiv:2007.05737
  • (Jul/2020) Y. K. Lee, Enno Mammen, J. P. Nielsen, B. U. Park: Nonparametric regression with parametric help, Electronic Journal of Statistics. Link
  • (Jul/2020) Carsten Jentsch, Eun Ryung Lee, Enno Mammen: Poisson reduced rank models with an application to political text data, Biometrika. Link
  • (May/2020) Munir Hiabu, Enno Mammen, M. Dolores Martínez Miranda, Jens P. Nielsen: Smooth backfitting of proportional hazards with multiplicative components, Journal of the American Statistical Association. Link
  • (May/2020) Gerard J. van den Berg, Petyo Bonev, Enno Mammen: Nonparametric instrumental variable methods for dynamic treatment evaluation, The Review of Economics and Statistics, 102, 355 - 367. Link
  • (Apr/2020) Sandra Schluttenhofer, Jan Johannes: Minimax testing and quadratic functional estimation for circular convolution, arXiv, to appear. arXiv:2004.12714
  • (Mar/2020) Gerard J. van den Berg, Lena Janys, Enno Mammen, Jens Perch Nielsen: A general semiparametric approach to inference with marker-dependent hazard rate models, The Journal of Econometrics. Link
  • (Mar/2020) Jan Johannes, Anna Simoni, Rudolf Schenk: Adaptive Bayesian estimation in indirect Gaussian sequence space models, Annals of Economics and Statistics Link
  • (Feb/2020) Sandra Schluttenhofer, Jan Johannes: Adaptive minimax testing in inverse Gaussian sequence space models, arXiv, to appear. arXiv:2002.07623
  • (Feb/2020) Carsten Jentsch, Eun Ryung Lee, Enno Mammen: Time-dependent Poisson reduced rank models for political text data analysis, Computational Statistics and Data Analysis, 142, 106813. Link
  • (Jan/2020) Jan Johannes, Sergio Filipe Brenner Miguel: Data-driven aggregation in non-parametric density estimation on the real line, arXiv, to appear. arXiv:2001.10910
  • (Jan/2020) Dirk Antonczyk, BerndFitzenberger, Enno Mammen, KyusangYu: A nonparametric approach to identify age, time, and cohort effects, Journal of Statistical Planning and Inference 204, 96 - 115. Link

2019


  • (Nov/2019) Enno Mammen, Jens Perch Nielsen, Michael Scholz, Stefan Sperlich: Conditional variance forecasts for long-term stock returns, Risks, 7 (4), 113. Link
  • (Oct/2019) Christof Schötz: Arbitrary Rates of Convergence for Projected and Extrinsic Means, arXiv, to appear. arXiv:1910.11223
  • (Sep/2019) Stefan Richter: Statistisches und maschinelles Lernen, Springer Link
  • (Sep/2019) Stephan M.Bischofberger, Munir Hiabu, Enno Mammen, Jens Perch Nielsen: A comparison of in-sample forecasting methods, Computational Statistics and Data Analysis, 137, 133 - 154. Link
  • (Aug/2019) Alexander Kreiß, Enno Mammen, Wolfgang Polonik: Nonparametric inference for continuous-time event counting and link-based dynamic network models, Electronic Journal of Statistics, 13 (2), 2764 - 2829. Link
  • (Mar/2019) Enno Mammen, Ingrid Van Keilegom, Kyusang Yu: Expansions for moments of regression quantiles with applications to nonparametric testing, Bernoulli, 25 (2), 793 - 827. Link
  • (Jan/2019) Young K. Lee, Enno Mammen, Jens P. Nielsen, Byeong U. Park: Generalised additive dependency inflated models including an aggregated covariate, Electronic Journal of Statistics, 13 (1), 67 - 93. Link
  • (Jan/2019) Christof Schötz: Convergence rates for the generalized Fréchet mean via the quadruple inequality, Electronic Journal of Statistics Link

2018


  • (Oct/2018) Stefan Richter, Rainer Dahlhaus: Cross Validation for locally stationary processes, Annals of Statistics, to appear. arXiv:1705.10046 - Material
  • (Oct/2018) Rainer Dahlhaus, Stefan Richter, Wei Biao Wu: Towards a general theory for locally stationary processes, Bernoulli, to appear. arXiv:1704.02860 - Material
  • (Aug/2018) Y. K. Lee, Enno Mammen, B. P. Park: In-sample forecasting: A brief review and new algorithms, ALEA - Latin American Journal of Probability and Mathematical Statistics, 15, 875 - 895. Link
  • (Feb/2018) Christoph Breunig, Enno Mammen, Anna Simoni: Nonparametric Estimation in case of Endogenous Selection, Journal of Econometrics, 202 (2), 268 - 285. Link

2017


  • (Dec/2017) Jan Johannes, Nicolas Asin: Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence, Annals of Economics and Statistics Link
  • (Jun/2017) Young K. Lee, Enno Mammen, Jens P. Nielsen, Byeong U. Park: Operational time and in-sample density forecasting, Annals of Statistics, 45 (3), 1312 - 1341. Link
  • (Jun/2017) Stephan Dlugosz, Enno Mammen, Ralf A. Wilke: Generalised partially linear regression with misclassified data and an application to labour market transitions, Computational Statistics and Data Analysis, 110, 145 - 159. Link