Complex Nonparametric Models

• Antragsteller: Professor Dr. Enno Mammen
• Fachliche Zuordnung: Statistik und Ökonometrie
• Förderung: Förderung von 2008 bis 2017
• Projektkennung: Deutsche Forschungsgemeinschaft (DFG) - Projektnummer 40095828

In this project nonparametric models will be studied where several nonparametric components enter into the model. These models naturally generalize additive models where the nonparametric components are additively separable. In this project besides additive models the following type of such models will be considered: regression models with compositions of functions, models with missing data, models with shape constraints (with [A1]), transformation models, Markov models in finance (with [B4]) and inverse problems (with [B1],[B2],[B3]). More theoretical general aspects will be treated with [C3] and practical implementations in econometrics in collaboration with [A4] and [A5].

• DFG-Verfahren: Forschungsgruppen
• Teilprojekt zu: FOR 916: Swiss-German Bilateral Research Unit on: Statistical Regularisation and Qualitative Constraints - Inference, Algorithms, Asymptotics and Applications