Liu, Rong; Härdle, Wolfgang K.; Zhang, Guoyi Statistical inference for generalized additive partially linear models. (English) Zbl 1403.62062 J. Multivariate Anal. 162, 1-15 (2017). MSC: 62G08 62J12 62P20 62G07 62G20 PDFBibTeX XMLCite \textit{R. Liu} et al., J. Multivariate Anal. 162, 1--15 (2017; Zbl 1403.62062) Full Text: DOI arXiv
Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. (English) Zbl 1422.62155 Test 25, No. 4, 607-626 (2016). MSC: 62G08 62G15 62G32 PDFBibTeX XMLCite \textit{S. Zheng} et al., Test 25, No. 4, 607--626 (2016; Zbl 1422.62155) Full Text: DOI
Härdle, Wolfgang Karl; Ritov, Ya’acov; Wang, Weining Tie the straps: uniform bootstrap confidence bands for semiparametric additive models. (English) Zbl 1305.62171 J. Multivariate Anal. 134, 129-145 (2015). MSC: 62G08 62G09 62G20 62H12 62P20 PDFBibTeX XMLCite \textit{W. K. Härdle} et al., J. Multivariate Anal. 134, 129--145 (2015; Zbl 1305.62171) Full Text: DOI
Honda, Toshio; Härdle, Wolfgang Karl Variable selection in Cox regression models with varying coefficients. (English) Zbl 1432.62338 J. Stat. Plann. Inference 148, 67-81 (2014). MSC: 62N02 62G08 62J07 62G20 62-08 PDFBibTeX XMLCite \textit{T. Honda} and \textit{W. K. Härdle}, J. Stat. Plann. Inference 148, 67--81 (2014; Zbl 1432.62338) Full Text: DOI
Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. Oracally efficient two-step estimation of generalized additive model. (English) Zbl 06195965 J. Am. Stat. Assoc. 108, No. 502, 619-631 (2013). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Liu} et al., J. Am. Stat. Assoc. 108, No. 502, 619--631 (2013; Zbl 06195965) Full Text: DOI Link
Zhang, Junni L.; Härdle, Wolfgang K. The Bayesian additive classification tree applied to credit risk modelling. (English) Zbl 1464.62196 Comput. Stat. Data Anal. 54, No. 5, 1197-1205 (2010). MSC: 62-08 62H30 62P05 PDFBibTeX XMLCite \textit{J. L. Zhang} and \textit{W. K. Härdle}, Comput. Stat. Data Anal. 54, No. 5, 1197--1205 (2010; Zbl 1464.62196) Full Text: DOI Link
Yatchew, Adonis; Härdle, Wolfgang Nonparametric state price density estimation using constrained least squares and the bootstrap. (English) Zbl 1345.62130 J. Econom. 133, No. 2, 579-599 (2006). MSC: 62P05 62G07 91B84 91G20 PDFBibTeX XMLCite \textit{A. Yatchew} and \textit{W. Härdle}, J. Econom. 133, No. 2, 579--599 (2006; Zbl 1345.62130) Full Text: DOI
Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang Derivative estimation and testing in generalized additive models. (English) Zbl 1015.62071 J. Stat. Plann. Inference 115, No. 2, 521-542 (2003). MSC: 62J12 62G07 62G10 62H12 62H15 PDFBibTeX XMLCite \textit{L. Yang} et al., J. Stat. Plann. Inference 115, No. 2, 521--542 (2003; Zbl 1015.62071) Full Text: DOI
Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang Integration and backfitting methods in additive models – finite sample properties and comparison. (English) Zbl 0938.62045 Test 8, No. 2, 419-458 (1999). MSC: 62G08 62G20 62G35 65C60 PDFBibTeX XMLCite \textit{S. Sperlich} et al., Test 8, No. 2, 419--458 (1999; Zbl 0938.62045) Full Text: DOI
Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno Direct estimation of low-dimensional components in additive models. (English) Zbl 1073.62527 Ann. Stat. 26, No. 3, 943-971 (1998). MSC: 62G08 62E20 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 26, No. 3, 943--971 (1998; Zbl 1073.62527) Full Text: DOI
Härdle, W.; Tsybakov, A.; Yang, L. Nonparametric vector autoregression. (English) Zbl 0937.62042 J. Stat. Plann. Inference 68, No. 2, 221-245 (1998). MSC: 62G08 62M10 62P05 60J20 62G20 PDFBibTeX XMLCite \textit{W. Härdle} et al., J. Stat. Plann. Inference 68, No. 2, 221--245 (1998; Zbl 0937.62042) Full Text: DOI
Härdle, W.; Tsybakov, A. Local polynomial estimators of the volatility function in nonparametric autoregression. (English) Zbl 0904.62047 J. Econom. 81, No. 1, 223-242 (1997). MSC: 62G07 62M10 62P20 PDFBibTeX XMLCite \textit{W. Härdle} and \textit{A. Tsybakov}, J. Econom. 81, No. 1, 223--242 (1997; Zbl 0904.62047) Full Text: DOI
Härdle, W.; Tsybakov, A. B. Additive nonparametric regression on principal components. (English) Zbl 0857.62040 J. Nonparametric Stat. 5, No. 2, 157-184 (1995). MSC: 62G07 62G20 62H25 PDFBibTeX XMLCite \textit{W. Härdle} and \textit{A. B. Tsybakov}, J. Nonparametric Stat. 5, No. 2, 157--184 (1995; Zbl 0857.62040) Full Text: DOI
Härdle, W.; Hall, P. On the backfitting algorithm for additive regression models. (English) Zbl 0764.62054 Stat. Neerl. 47, No. 1, 43-57 (1993). MSC: 62J02 65C99 PDFBibTeX XMLCite \textit{W. Härdle} and \textit{P. Hall}, Stat. Neerl. 47, No. 1, 43--57 (1993; Zbl 0764.62054) Full Text: DOI
Härdle, Wolfgang; Vieu, Philippe Kernel regression smoothing of time series. (English) Zbl 0759.62016 J. Time Ser. Anal. 13, No. 3, 209-232 (1992). Reviewer: U.Stadtmüller (Ulm) MSC: 62G07 62M10 62M20 PDFBibTeX XMLCite \textit{W. Härdle} and \textit{P. Vieu}, J. Time Ser. Anal. 13, No. 3, 209--232 (1992; Zbl 0759.62016) Full Text: DOI
Härdle, Wolfgang An effective selection of regression variables when the error distribution is incorrectly specified. (English) Zbl 0641.62043 Ann. Inst. Stat. Math. 39, No. 3, 533-548 (1987). MSC: 62J05 62F35 PDFBibTeX XMLCite \textit{W. Härdle}, Ann. Inst. Stat. Math. 39, No. 3, 533--548 (1987; Zbl 0641.62043) Full Text: DOI
Härdle, Wolfgang; Kelly, Gabrielle Nonparametric kernel regression estimation - optimal choice of bandwidth. (English) Zbl 0622.62043 Statistics 18, 21-35 (1987). Reviewer: A.K.Hosni MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{W. Härdle} and \textit{G. Kelly}, Statistics 18, 21--35 (1987; Zbl 0622.62043) Full Text: DOI
Marron, James Stephen; Härdle, Wolfgang Random approximations to some measures of accuracy in nonparametric curve estimation. (English) Zbl 0608.62045 J. Multivariate Anal. 20, 91-113 (1986). Reviewer: R.Zielinski MSC: 62G05 62H12 PDFBibTeX XMLCite \textit{J. S. Marron} and \textit{W. Härdle}, J. Multivariate Anal. 20, 91--113 (1986; Zbl 0608.62045) Full Text: DOI
Härdle, Wolfgang Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators. (English) Zbl 0582.60033 J. Multivariate Anal. 18, 150-168 (1986). MSC: 60F05 62G05 PDFBibTeX XMLCite \textit{W. Härdle}, J. Multivariate Anal. 18, 150--168 (1986; Zbl 0582.60033) Full Text: DOI