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Hiabu M, Mammen E, Martínez-Miranda MD, Nielsen JP. Smooth Backfitting of Proportional Hazards With Multiplicative Components. J Am Stat Assoc 2021. [DOI: 10.1080/01621459.2020.1753520] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
Affiliation(s)
- Munir Hiabu
- School of Mathematics and Statistics, University of Sydney, Camperdown, NSW, Australia
| | - Enno Mammen
- Institute for Applied Mathematics, Heidelberg University, Heidelberg, Germany
| | | | - Jens P. Nielsen
- Cass Business School, City, University of London, London, UK
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Bischofberger SM, Hiabu M, Mammen E, Nielsen JP. A comparison of in-sample forecasting methods. Comput Stat Data Anal 2019. [DOI: 10.1016/j.csda.2019.02.009] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
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Lee YK, Mammen E, Nielsen JP, Park BU. Generalised additive dependency inflated models including aggregated covariates. Electron J Stat 2019. [DOI: 10.1214/18-ejs1515] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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