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Rate optimal estimation with the integration method in the presence of many covariates
For multivariate regressors, integrating the Nadaraya-Watson regression smoother produces estimators of the lower-dimensional marginal components that are asymptotically normally distributed, at theExpand
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Estimation of a semiparametric transformation model
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 predeterminedExpand
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Smooth backfitting in practice
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 weakerExpand
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A Review and Comparison of Bandwidth Selection Methods for Kernel Regression
TLDR
We review a big set of existing selection methods for kernel regression and compare them on a set of different data for which we vary the variances of the residuals. Expand
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Semiparametric inference in generalized mixed effects models
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
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Explaining grassland biomass – the contribution of climate, species and functional diversity depends on fertilization and mowing frequency
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 relativeExpand
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Bootstrap Inference in Semiparametric Generalized Additive Models
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 biasExpand
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Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem
TLDR
The paper introduces a number of new methodologies and approaches to estimating outstanding liabilities in non-life insurance. Expand
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A Note on Non-Parametric Estimation with Predicted Variables
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 "constructedExpand
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Additive Modelling and Testing Model Specification
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