148 citations · 758 across the 35 of their papers we have counts for
27 papers · 1 filter
Common Drivers in Sparsely Interacting Hawkes Processes
Alexander Kreiss, Alexander Fuchs-Kreiss, Enno Mammen +1
We study a multivariate Hawkes process as a model for time-continuous relational event networks. The model does not assume the network to be known, it includes covariates, and it a…
Consistency of Random Forest Type Algorithms under a Probabilistic Impurity Decrease Condition
Ricardo Blum, Munir Hiabu, Enno Mammen +1
This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can…
Smooth Backfitting for Additive Hazard Rates
Stephan M. Bischofberger, Munir Hiabu, Enno Mammen +1
Smooth backfitting was first introduced in an additive regression setting via a direct projection alternative to the classic backfitting method by Buja, Hastie and Tibshirani. This…
Local linear smoothing in additive models as data projection
Munir Hiabu, Enno Mammen, Joseph T. Meyer
We discuss local linear smooth backfitting for additive non-parametric models. This procedure is well known for achieving optimal convergence rates under appropriate smoothness con…
Variable selection, monotone likelihood ratio and group sparsity
Cristina Butucea, Enno Mammen, Mohamed Ndaoud +1
In the pivotal variable selection problem, we derive the exact non-asymptotic minimax selector over the class of all -sparse vectors, which is also the Bayes selector with respe…
Nonparametric estimation of locally stationary Hawkes processe
Enno Mammen
In this paper we consider multivariate Hawkes processes with baseline hazard and kernel functions that depend on time. This defines a class of locally stationary processes. We disc…