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- Publications
- Influence
Rate optimal estimation with the integration method in the presence of many covariates
- N. Hengartner, Stefan Sperlich
- Mathematics
- 1 August 2005
For multivariate regressors, integrating the Nadaraya-Watson regression smoother produces estimators of the lower-dimensional marginal components that are asymptotically normally distributed, at the… Expand
Estimation of a semiparametric transformation model
- O. Linton, Stefan Sperlich, I. Keilegom
- Mathematics
- 4 April 2008
This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined… Expand
Smooth backfitting in practice
- J. Nielsen, Stefan Sperlich
- Mathematics
- 1 February 2005
Compared with the classical backfitting of Buja, Hastie and Tibshirani, the smooth backfitting estimator (SBE) of Mammen, Linton and Nielsen not only provides complete asymptotic theory under weaker… Expand
A Review and Comparison of Bandwidth Selection Methods for Kernel Regression
- M. Köhler, A. Schindler, Stefan Sperlich
- Computer Science
- 1 August 2014
TLDR
Semiparametric inference in generalized mixed effects models
- M. J. Lombardía, Stefan Sperlich
- Mathematics
- 1 November 2008
The paper presents a study of the generalized partially linear model including random effects in its linear part. We propose an estimator that combines likelihood approaches for mixed effects models,… Expand
Explaining grassland biomass – the contribution of climate, species and functional diversity depends on fertilization and mowing frequency
- M. Bernhardt-Römermann, C. Römermann, Stefan Sperlich, W. Schmidt
- Environmental Science
- 1 October 2011
Summary
1. Grassland ecosystems are often used to generate biomass in temperate regions of the world. It is well known that biomass is influenced by climate and biodiversity, but the relative… Expand
Bootstrap Inference in Semiparametric Generalized Additive Models
- W. Härdle, S. Huet, E. Mammen, Stefan Sperlich
- Mathematics
- 1 April 2004
Semiparametric generalized additive models are a powerful tool in quantitative econometrics. The main focus is the application of bootstrap methods. It is shown that bootstrap can be used for bias… Expand
Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem
- M. Miranda, J. Nielsen, Stefan Sperlich, R. Verrall
- Computer Science
- Expert Syst. Appl.
- 15 October 2013
TLDR
A Note on Non-Parametric Estimation with Predicted Variables
- Stefan Sperlich
- Mathematics
- 2009
This article gives the asymptotic properties of non-parametric kernel-based density and regression estimators when one of the variables is predicted. Such variables, also known as "constructed… Expand