16 citations · 34 across the 7 of their papers we have counts for
3 papers · 1 filter
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…
Nonparametric regression with filtered data
Oliver Linton, Enno Mammen, Jens Perch Nielsen +1
We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and righ…