Address:

Institut für Angewandte Mathematik
Universität Heidelberg
Im Neuenheimer Feld 294
69120 Heidelberg

phone: +49 - 6221 - 54 8981 ( - 54 4990 secr.)
Fax: +49 - 6221 - 54 5331

mammen@statlab.uni-heidelberg.de

Research activities

Activities in International Scientific Organisations

Organisation of Scientific Meetings

Member of Program Committees of Scientific Meetings

Organisation of Invited Paper Sessions since 1994

Publications and Preprints

Courses since Summer Semester 1993

Research activities

  1. Bootstrap- and Resamplingmethods in nonparametric curve estimation.
  2. Nonparametric and semiparametric models in curve estimation and time series analysis.
  3. Inference on the shape of curves.
  4. Activities with VIROR Virtuelle Universität Oberrhein

Activities in International Scientific Organisations

ERC (European Regional Committee, Bernoulli Society): IMS (Institute of Mathematical Statistics) liaison person, 1995-1998
Scientific Secretary of the Bernoulli Society, 2000-2004

Organisation of Scientific Meetings

1995
Paris-Berlin Seminar on Mathematical Statistics, Schmerwitz, Deutschland (with W. Härdle and M. Nussbaum)

1996
Workshop on "Asymptotic Methods in Stochastic Dynamics and Nonparametric Statistics" , Berlin (Satellite Meeting of the 4th World Congress of the Bernoulli Society) (with M. Nussbaum, additional members of the program committee: L. Arnold, D. Donoho, W. Härdle, I. A. Ibragimov, G. Milstein)

1997
Mathematische Stochastik, Oberwolfach (with J.Gärtner and R.D.Gill)

Paris-Berlin Seminar on Mathematical Statistics (Summerschool), Schmerwitz, Deutschland (with W. Härdle, M. Neumannn and M. Müller)

1998
Workshop on "Empirical Processes in Non- and Semiparametric Statistics" , Berlin (Satellite Meeting of the International Congress of Mathematicians: ICM 98, Berlin) (with M. Nussbaum, additional members of the program committee: E. Gine, P. Massart, J. Wellner, S. van de Geer)

Member of Program Committees of Scientific Meetings

1995
Smoothing and Resampling in Economics, Berlin (Conference organized by the Sonderforschungsbereich 373)

1996
Paris-Berlin Seminar on Mathematical Statistics, Garchy, Frankreich

1997
IMS & Bernoulli Society European Regional Meeting: Mathematical Statistics & its Applications to Biosciences (Satellite Conference to the ISI Session, Istanbul), Rostock

1998
22nd European Meeting of Statisticians & 7th Vilnius Conference, Vilnius, Litauen

2000
Hamburger Stochastiktage, meeting of Fachgruppe Stochastik of the Deutsche Mathematikervereinigung, Hamburg, Germany

5th World Congress of the Bernoulli Society for Mathematical Statistics & Probability, Guanajuato, Mexico

Organisation of Invited Paper Sessions since 1994

1995
When does the bootstrap work (21st European Meeting of Statisticians, Aarhus

1997
Nonparametric Inference on Shape-restricted Curves (60th IMS Annual Meeting, Park City)

Publications and Preprints

For copies of preprints see "Beiträge zur Statistik"
2000
[54] Local approximations of Markov random walks by diffusions. Preprint (with V. Konakov)

[53] Evaluating the C-CAPM and the equity premium puzzle at short and long horizons. Preprint. (with T. Engsted and C. Tanggaard)

[52] Resampling methods for curve estimation. To appear in: Smoothing and Regression. Approaches, Computation and Application (M. G. Schimek, edit.) Wiley, New York.

1999
[51] A bootstrap test for single index models. Preprint (with W. Härdle and I. Proençca)

[50] Estimating yield curves by kernel smoothing methods. Preprint (with O. Linton, J. Nielsen and C. Tanggaard)

[49] Local limit theorems for transition densities of Markov chains converging to diffusions. Probability Theory and rel. Fields, in print (with V. Konakov)

[48] The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Ann. Statist. 27, 1443 - 1490 (with O. Linton and J. Nielsen)

[47] Smooth discrimination analysis. Ann. Statist. 27, 1808 - 1829 (with A. B. Tsybakov)

[46] On Estimation of Monotone and Concave Frontier Functions. J. Amer. Statist. Assoc., 94, 220 - 228 (with I. Gijbels, B.U. Park and L. Simar)

[45] Smoothing splines and shape restrictions. Scand. J. Statist. 26, 239 - 252 (with C. Thomas-Agnan)

1998
[44] Properties of the nonparametric autoregressive bootstrap. Preprint (with J. Franke, J.-P. Kreiss and M. H. Neumann)

[43] A general framework for constrained smoothing. Preprint (with J. S. Marron, B. A. Turlach and M. P. Wand)

[42] Semiparametric additive indices for binary response and generalized additive models. Preprint (with W. Härdle, S. Huet and S. Sperlich)

[41] Estimation in an additive model when the parameters are linked parametrically. Preprint (with R. J. Carroll and W. Härdle)

[40] Testing parametric versus semiparametric modelling in generalized linear models. J. Amer. Statist. Assoc. 93, 1461 - 1474 (with W. Härdle and M. Müller)

[39] Direct estimation of low dimensional components in additive models. Ann. Statist. 26, 943 - 971 (with J. Fan and W. Härdle)

[38] On local adaptivity of kernel estimates with plug - in local bandwidth selectors. Scand. J. Statist. 25, 503-520 (with I. Gijbels)

1997
[37] Bootstrap of kernel smoothing in nonlinear time series. Discussion paper, Sonderforschungsbereich 373, Berlin ( with J. Franke and J.-P. Kreiss)

[36] Introduction to "P. Hall (1988). Theoretical comparison of bootstrap confidence intervals. Ann. Statist. 16, 927-985." In: Breakthroughs in Statistics Vol. III, edit. by S. Kotz and N. L. Johnson, Springer, New York, Berlin, Heidelberg, 483 - 488.

[35] The shape of kernel density estimates in higher dimensions. Mathematical Methods of Statisitcs 6, 440 - 464 (with V. Konakov)

[34] Optimal smoothing in adaptive location estimation. J. Stat. Plann. Inference 58, 333 - 348, Add. 67 165 (with B. U. Park)

[33] Mass recentered kernel smoothers. Biometrika 84, 765 - 778 (with J. S. Marron)

[32] Penalized quasi-likelihood estimation in partial linear models. Ann. Statist. 25, 1014 - 1035 (with S. van de Geer)

[31] Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors. Ann. Statist. 25, 929 - 947 (with O. V. Lepskii and V. G. Spokoiny)

[30] Local adaptive regression splines. Ann. Statist. 25, 387 - 413 (with S. van de Geer).

1996
[29] Estimation of functions with spatially inhomogeneous smoothness: an approach based on total variation penalties. ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik 76 Suppl. 3, 139 - 142, (with S. van de Geer)

[28] Empirical processes of residuals for high - dimensional linear models. Ann. Statist. 24, 307 -335

[27] Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets. Statistics 28, 89 - 104. (with B. U. Park).

1995
[26] Asymptotical minimax recovery of sets with smooth boundaries. Ann. Statist.23, 502 -524 (with A. B. Tsybakov).

[25] Power robustification of approximately linear tests. Journal American Statist. Assoc. 90, 1025 - 1033 (with W. Ehm and D. W. Müller)

[24] On qualitative smoothness of kernel density estimates. Statistics 26, 253 - 267.

1994
[23] On general resampling algorithms and their performance in distribution estimation. Ann. Statist. 22, 2011 - 2031 (with P. Hall).

[22] Testing for multimodality. Computational Statistics & Data Analysis 18, 499 - 512 (with N. I. Fisher and J. S. Marron).

1993
[21] Bootstrap, wild bootstrap and generalized bootstrap. Preprint, Institut für Mathematik, Humboldt - Universität.

[20] Bootstrap and wild bootstrap for high - dimensional linear models. Ann. Statist. 21, 255 - 285.

[19] Comparing non parametric versus parametric regression fits . Ann. Statist. 21, 1926 - 1947, (with W. Härdle).

1992
[18] Bootstrap, wild bootstrap, and asymptotic normality. Probab. Th. Rel. Fields 93, 439 - 455.

[17] Some asymptotics for multimodality tests based on kernel density estimates. Probab. Th. Rel. Fields 91, 115 - 132 (with J. S. Marron and N. I. Fisher).

[16] Higher - order accuracy of bootstrap for smooth functionals. Scand. J. Statist. 19, 255 - 270.

[15] When does bootstrap work: asymptotic results and simulations. Lecture Notes in Statistics 77, Springer Verlag, New York, Heidelberg.

1991
[14] Nonparametric curve estimation and simple curve characteristics. In: Proceedings of the NATO Advanced Study Institute on Nonparametric functional estimation and related topics, Spetses, Greece ( ed. by G. Roussas), 133 - 140.

[13] Bootstrap methods in nonparametric regression. In: Proceedings of the NATO Advaced Study Institute on Nonparametric functional estimation and related topics, Spetses, Greece ( ed. by G. Roussas), 111 - 124 (with W. Härdle).

[12] Nonparametric regression under qualitative smoothness assumptions. Ann. Statist. 19, 741 - 759.

[11] Estimating a smooth monotone regression function. Ann. Statist. 19, 724 - 740.

1990
[10] A short note on optimal bandwidth selection for kernel estimators. Statist. Probab. Lett. 9, 23 - 25.

[9] On the relation between asymptotic normality and consistency of bootstrap. Preprint SFB 123, University of Heidelberg.

1989
[8] A nonparametric regression estimator based on simple assumptions on the shape of the regression function. In: Proceedings of the International Workshop on Theory and Practice in Data Analysis, Akademie der Wissenschaften der DDR, Berlin, 35 - 41.

[7] Asymptotics with increasing dimension for robust regression with applications to the bootstrap. Ann. Statist. 17, 382 - 400.

1987
[6] Optimal local Gaussian approximation of an exponential family. Probab. Th. Rel. Fields 76, 103 - 119.

1986
[5] The statistical information contained in additional observations. Ann. Statist. 14 , 665 - 678.

1983
[4] Asymptotic power comparison of one-sided tests. Preprint Nr. 298, SFB 123, University of Heidelberg, ( with W.Ehm, D.W.Müller and W. Sauermann).

[3] Die statistische Information zusätzlicher Beobachtungen. Dissertation, University of Heidelberg.

1982
[2] The increase of information due to additional observations in the case of asymptotically Gaussian experiments. Preprint Nr. 148, SFB 123, University of Heidelberg.

[1] Approximation von Binomialexperimenten durch Gaußexperimente. Diplomarbeit, University of Heidelberg.

Courses since Summer Semester 1993