A3: Complex Nonparametric Models: Separable Nonparametric Regression with Several Components

Prinicpal Investigator: Prof. Enno Mammen (University of Mannheim)

Funding Period: April 1, 2008 - March 31, 2014

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 project A1 ), transformation models, models for duration data (with project A7), Markov models in finance (with project B4 ) and inverse problems (with projects B1 , B2 and B3 ). More theoretical general aspects will be treated with project C3 and practical implementations in econometrics in collaboration with project A4 and project A5 .