16 citations · 34 across the 7 of their papers we have counts for
7 papers
Low quality exposure and point processes with a view to the first phase of a pandemic
María Luz Gámiz, Enno Mammen, María Dolores Martínez-Miranda +1
In the early days of a pandemic there is no time for complicated data collection. One needs a simple cross-country benchmark approach based on robust data that is easy to understan…
Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales
Munir Hiabu, Jens P. Nielsen, Thomas H. Scheike
We present a new backfitting algorithm estimating the complex structured non-parametric survival model of Scheike (2001) without having to use smoothing. The considered model is a…
Multiplicative local linear hazard estimation and best one-sided cross-validation
Maria Luz Gamiz, Maria Dolores Martinez-Miranda, Jens Perch Nielsen
This paper develops detailed mathematical statistical theory of a new class of cross-validation techniques of local linear kernel hazards and their multiplicative bias corrections.…
Smooth backfitting of proportional hazards with multiplicative components
Munir Hiabu, Enno Mammen, Maria Dolores Martinez-Miranda +1
Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. Smooth backfitting projects the data down onto the structured space…
Asymptotics for in-sample density forecasting
Young K. Lee, Enno Mammen, Jens P. Nielsen +1
This paper generalizes recent proposals of density forecasting models and it develops theory for this class of models. In density forecasting, the density of observations is estima…
A comparative study of new cross-validated bandwidth selectors for kernel density estimation
Enno Mammen, Maria Dolores Martinez Miranda, Jens Perch Nielsen +1
Recent contributions to kernel smoothing show that the performance of cross-validated bandwidth selectors improve significantly from indirectness. Indirect crossvalidation first es…