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Härdle, Wolfgang Karl

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Author ID: hardle.wolfgang-karl Recent zbMATH articles by "Härdle, Wolfgang Karl"
Published as: Hardle, Wolfgang Karl; Härdle, W.; Härdle, W. K.; Härdle, Wolfgang; Härdle, Wolfgang K.; Härdle, Wolfgang Karl
Homepage: https://www.wiwi.hu-berlin.de/de/professuren/quantitativ/statistik/members/perso...
External Links: MGP · Wikidata · GND
Documents Indexed: 242 Publications since 1984, including 48 Books
all top 5

Co-Authors

13 single-authored
12 Tsybakov, Alexandre B.
11 Marron, James Stephen
10 Franke, Jürgen
9 Hafner, Christian Matthias
8 Klinke, Sigbert
8 Mammen, Enno
8 Wang, Weining
8 Yang, Lijian
7 Simar, Léopold
7 Sperlich, Stefan
7 Spokoiny, Vladimir G.
6 Chen, Ying
6 Hall, Peter Gavin
6 Kleinow, Torsten
6 Müller, Marlene
6 Okhrin, Ostap
5 Chen, Shiyi
5 Čížek, Pavel
5 Gentle, James E.
5 Hlávka, Zdeněk
5 Liang, Hua
5 Song, Song
4 Chen, Cathy Yi-Hsuan
4 Golubev, Yuriĭ K.
4 Horowitz, Joel L.
4 Linton, Oliver Bruce
4 López-Cabrera, Brenda
4 Park, Byeong Uk
4 Ritov, Ya’acov
4 Rönz, Bernd
4 Stahl, Gerhard
3 Benko, Michal
3 Borak, Szymon
3 Carroll, Raymond James
3 Fengler, Matthias R.
3 Grith, Maria
3 Guo, Mengmeng
3 Jaworski, Piotr
3 Jeong, Kiho
3 Kneip, Alois Richard
3 Liu, Rong
3 Majer, Piotr
3 Mori, Yuichi
3 Okhrin, Yarema
3 Overbeck, Ludger
3 Schmidt, Peter Georg
3 Vieu, Philippe
3 Wang, Qihua
2 Aydınlı, Gökhan
2 Bowman, Adrian W.
2 Burdejová, Petra
2 Chao, Shih-Kang
2 Chen, Ray-Bing
2 Chen, Rong
2 Chen, Song Xi
2 Choroś-Tomczyk, Barbara
2 Collomb, Gerard
2 Duan, Jin-Chuan
2 Durante, Fabrizio
2 Gasser, Theo
2 Giacomini, Enzo
2 Hautsch, Nikolaus
2 Heekeren, Hauke R.
2 Huang, Chen
2 Huet, Sylvie
2 Korostelev, Alexander P.
2 Kratschmer, Volker
2 Mohr, Peter N. C.
2 Moro, Russ A.
2 Osipenko, Maria
2 Pigorsch, Uta
2 Silyakova, Elena
2 Timofeev, Roman
2 Turlach, Berwin A.
2 Wang, Li
2 Weron, Rafał
2 Zheng, Shuzhuan
2 Zhu, Lixing
2 Ziegenhagen, Uwe
1 Ahmad, Taleb
1 Akdeniz Duran, Esra
1 Al-Awadhi, Shafeeqah A.
1 Andriyashin, A.
1 Azzalini, Adelchi
1 Belomestny, Denis
1 Blaskowitz, Oliver Jim
1 Chen, Chun-Houh
1 Chen, Xiaohong
1 Chernozhukov, Victor
1 Chua, Wee Song
1 Cui, Xia
1 Dai, Xianhua
1 Delecroix, Michel
1 Detlefsen, Kai
1 Fan, Jianqing
1 Feldmann, D.
1 Gao, Jiti
1 Gu, Lijie
1 Guo, Meihui
1 Györfi, László
...and 88 more Co-Authors
all top 5

Serials

17 Journal of the American Statistical Association
15 The Annals of Statistics
14 Journal of Multivariate Analysis
13 Computational Statistics
9 Journal of Econometrics
8 Journal of Statistical Planning and Inference
8 Computational Statistics and Data Analysis
7 Quantitative Finance
7 Universitext
6 Econometric Theory
6 Lecture Notes in Statistics
4 Biometrika
4 Statistics
4 AStA. Advances in Statistical Analysis
4 Statistics & Risk Modeling
4
3 Scandinavian Journal of Statistics
3 Journal of Time Series Analysis
3 Test
2 Psychometrika
2 Annals of the Institute of Statistical Mathematics
2 International Statistical Review
2 Journal of the Royal Statistical Society. Series B
2 Mathematical Methods of Statistics
2 Statistica Sinica
2 Journal of Applied Statistics
2 Oberwolfach Reports
2 Journal of Forecasting
2 Statistics and Computing
2 Springer Series in Statistics
2 Statistics and Computing (Cham)
1 IEEE Transactions on Information Theory
1 Cahiers du Centre d’Études de Recherche Opérationnelle
1 Econometrica
1 Journal of Computational and Applied Mathematics
1 Publications de l’Institut de Statistique de l’Université de Paris
1 Statistica Neerlandica
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 Insurance Mathematics & Economics
1 Journal of Systems Science and Mathematical Sciences
1 Journal of the Japanese Society of Computational Statistics
1 Science in China. Series A
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Stochastic Processes and their Applications
1 Russian Academy of Sciences. Doklady. Mathematics
1 Applicationes Mathematicae
1 Applied Mathematical Finance
1 Journal of Nonparametric Statistics
1 Finance and Stochastics
1 The Econometrics Journal
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 Applied Stochastic Models in Business and Industry
1 AStA. Allgemeines Statistisches Archiv
1 Review of Derivatives Research
1 Review of Finance
1 Econometric Society Monographs
1 Springer Texts in Statistics
1 Contributions to Statistics

Publications by Year

Citations contained in zbMATH Open

185 Publications have been cited 5,026 times in 3,415 Documents Cited by Year
Applied nonparametric regression. Zbl 0714.62030
Härdle, Wolfgang
422
1990
Comparing nonparametric versus parametric regression fits. Zbl 0795.62036
Härdle, W.; Mammen, E.
390
1993
Optimal smoothing in single-index models. Zbl 0770.62049
Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko
258
1993
Wavelets, approximation, and statistical applications. Zbl 0899.62002
Härdle, Wolfgang; Kerkyacharian, Gerard; Picard, Dominique; Tsybakov, Alexander
205
1998
Investigating smooth multiple regression by the method of average derivatives. Zbl 0703.62052
Härdle, Wolfgang; Stoker, Thomas M.
196
1989
Partially linear models. Zbl 0968.62006
Härdle, Wolfgang; Liang, Hua; Gao, Jiti
193
2000
Estimation in a semiparametric partially linear errors-in-variables model. Zbl 0977.62036
Liang, Hua; Härdle, Wolfgang; Carroll, Raymond J.
158
1999
Optimal bandwidth selection in nonparametric regression function estimation. Zbl 0594.62043
Härdle, Wolfgang; Marron, James Stephen
140
1985
Nonparametric and semiparametric models. Zbl 1059.62032
Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel
128
2004
Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050
Xia, Yingcun; Härdle, Wolfgang
122
2006
Nonparametric curve estimation from time series. Zbl 0697.62038
Györfi, Lázló; Härdle, Wolfgang; Sarda, Pascal; Vieu, Philippe
118
1989
How far are automatically chosen regression smoothing parameters from their optimum? Zbl 0644.62048
Härdle, Wolfgang; Hall, Peter; Marron, J. S.
118
1988
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
116
2004
Bootstrap simultaneous error bars for nonparametric regression. Zbl 0725.62037
Härdle, W.; Marron, J. S.
83
1991
Direct estimation of low-dimensional components in additive models. Zbl 1073.62527
Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno
78
1998
Local polynomial estimators of the volatility function in nonparametric autoregression. Zbl 0904.62047
Härdle, W.; Tsybakov, A.
78
1997
The EFM approach for single-index models. Zbl 1221.62062
Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing
75
2011
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127
Collomb, Gérard; Härdle, Wolfgang
74
1986
Direct semiparametric estimation of single-index models with discrete covariates. Zbl 0881.62037
Horowitz, Joel L.; Härdle, Wolfgang
70
1996
Smoothing techniques. With implementation in S. Zbl 0716.62040
Härdle, Wolfgang
70
1991
Semiparametric comparison of regression curves. Zbl 0703.62053
Härdle, W.; Marron, J. S.
63
1990
Kernel regression smoothing of time series. Zbl 0759.62016
Härdle, Wolfgang; Vieu, Philippe
59
1992
On bootstrapping kernel spectral estimates. Zbl 0757.62048
Franke, Jürgen; Härdle, W.
57
1992
Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. Zbl 0644.62047
Härdle, Wolfgang; Bowman, Adrian W.
56
1988
Common functional principal components. Zbl 1169.62057
Benko, Michal; Härdle, Wolfgang; Kneip, Alois
54
2009
Asymptotic maximal deviation of M-smoothers. Zbl 0667.62028
Härdle, Wolfgang
51
1989
Estimation of additive regression models with known links. Zbl 0866.62017
Linton, O. B.; Härdle, W.
50
1996
Strong uniform consistency rates for estimators of conditional functionals. Zbl 0672.62050
Härdle, W.; Janssen, P.; Serfling, R.
50
1988
Random approximations to some measures of accuracy in nonparametric curve estimation. Zbl 0608.62045
Marron, James Stephen; Härdle, Wolfgang
45
1986
On the use of nonparametric regression for model checking. Zbl 0663.62096
Azzalini, A.; Bowman, A. W.; Härdle, W.
44
1989
Estimation of non-sharp support boundaries. Zbl 0863.62030
Härdle, W.; Park, B. U.; Tsybakov, A. B.
43
1995
An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064
Chen, Song Xi; Härdle, Wolfgang; Li, Ming
40
2003
A note on prediction via estimation of the conditional mode function. Zbl 0614.62045
Collomb, G.; Härdle, W.; Hassani, S.
40
1987
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang K. (ed.); Rychlik, Tomasz (ed.)
37
2010
Robust nonparametric regression with simultaneous scale curve estimation. Zbl 0668.62025
Härdle, W.; Tsybakov, A. B.
36
1988
Robust regression function estimation. Zbl 0538.62029
Härdle, Wolfgang
36
1984
Bootstrap methods for time series. Zbl 1114.62347
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter
35
2003
Efficient estimation in conditional single-index regression. Zbl 1019.62035
Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian
35
2003
Testing parametric versus semiparametric modeling in generalized linear models. Zbl 1064.62543
Härdle, Wolfgang; Mammen, Enno; Müller, Marlene
34
1998
Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan
31
2004
Robust non-parametric function fitting. Zbl 0543.62034
Härdle, W.; Gasser, T.
30
1984
Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P.
29
1999
Nonparametric vector autoregression. Zbl 0937.62042
Härdle, W.; Tsybakov, A.; Yang, L.
28
1998
A review of nonparametric time series analysis. Zbl 0887.62043
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong
28
1997
Regression smoothing parameters that are not far from their optimum. Zbl 0850.62352
Härdle, W.; Hall, P.; Marron, J. S.
26
1992
Bandwidth choice for average derivative estimation. Zbl 0781.62044
Härdle, W.; Hart, J.; Marron, J. S.; Tsybakov, A. B.
26
1992
Uniform consistency of a class of regression function estimators. Zbl 0544.62037
Härdle, W.; Luckhaus, S.
26
1984
Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030
Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria
25
2012
Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045
Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang
24
1999
How sensitive are average derivatives? Zbl 0772.62021
Härdle, Wolfgang; Tsybakov, A. B.
24
1993
Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang
21
2006
Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005
Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang Karl (ed.)
19
2013
Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130
Yatchew, Adonis; Härdle, Wolfgang
19
2006
Smoothing by weighted averaging of rounded points. Zbl 0775.62096
Härdle, W. K.; Scott, D. W.
19
1992
Bandwidth choice for density derivatives. Zbl 0699.62036
Härdle, Wolfgang; Marron, J. S.; Wand, M. P.
19
1990
Time series modelling with semiparametric factor dynamics. Zbl 1388.62264
Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon
18
2009
Applied multivariate statistical analysis. Zbl 1028.62039
Härdle, Wolfgang; Simar, Léopold
18
2003
The dynamics of implied volatilities: a common principal components approach. Zbl 1059.91038
Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe
15
2003
Empirical evidence on the law of demand. Zbl 0729.91014
Härdle, Wolfgang; Hildenbrand, Werner; Jerison, Michael
15
1991
Derivative estimation and testing in generalized additive models. Zbl 1015.62071
Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang
14
2003
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter
14
2000
Oracally efficient two-step estimation of generalized additive model. Zbl 06195965
Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
13
2013
Confidence bands in quantile regression. Zbl 1294.62145
Härdle, Wolfgang K.; Song, Song
13
2010
Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057
Härdle, Wolfgang; Simar, Léopold
13
2007
Statistical tools for finance and insurance. Zbl 1078.62112
Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał
13
2005
A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K.
12
2014
Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035
Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K.
12
2012
Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032
Härdle, Wolfgang Karl; Simar, Léopold
12
2012
A simultaneous confidence corridor for varying coefficient regression with sparse functional data. Zbl 1312.62051
Gu, Lijie; Wang, Li; Härdle, Wolfgang K.; Yang, Lijian
11
2014
Localized realized volatility modeling. Zbl 1388.62305
Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta
11
2010
Robust estimation of dimension reduction space. Zbl 1157.62382
Čížek, P.; Härdle, W.
11
2006
Large sample theory of the estimation of the error distribution for a semiparametric model. Zbl 0935.62048
Liang, Hua; Härdle, Wolfgang
11
1999
Fast and simple scatterplot smoothing. Zbl 0875.62015
Härdle, W.; Marron, J. S.
11
1995
On rubust kernel estimation of derivatives of regression functions. Zbl 0568.62041
Härdle, Wolfgang; Gasser, Theo
11
1985
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
10
2013
The implied market price of weather risk. Zbl 1372.91108
Härdle, Wolfgang Karl; Cabrera, Brenda López
10
2012
Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh
10
2008
Structural tests in additive regression. Zbl 1051.62036
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
10
2001
XploRe - application guide. Zbl 0963.62001
Härdle, Wolfgang; Hlávka, Zděnk; Klinke, Sigbert
10
2000
An analysis of transformations for additive nonparametric regression. Zbl 0912.62048
Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang
10
1997
Some theory on M-smoothing of time series. Zbl 0607.62116
Härdle, Wolfgang; Tuan, Pham-Dinh
10
1986
Dynamics of state price densities. Zbl 1429.62470
Härdle, Wolfgang; Hlávka, Zdeněk
9
2009
Handbook of computational statistics. Concepts and methods. Zbl 1066.62001
Gentle, James E. (ed.); Härdle, Wolfgang (ed.); Mori, Yuichi (ed.)
9
2004
Bootstrap approximation in a partially linear regression model. Zbl 0965.62034
Liang, Hua; Härdle, Wolfgang; Sommerfeld, Volker
9
2000
Semiparametric single index versus fixed link function modelling. Zbl 0869.62033
Härdle, W.; Spokoiny, V.; Sperlich, S.
9
1997
Search for significant variables in nonparametric additive regression. Zbl 0866.62016
Härdle, W.; Korostelev, A.
9
1996
Second order effects in semiparametric weighted least squares regression. Zbl 0669.62020
Carroll, Raymond J.; Härdle, Wolfgang
9
1989
TENET: tail-event driven network risk. Zbl 1420.62443
Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining
8
2016
Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100
Čížek, Pavel (ed.); Härdle, Wolfgang Karl (ed.); Weron, Rafał (ed.)
8
2011
Estimation in an additive model when the components are linked parametrically. Zbl 1109.62309
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno
8
2002
On the backfitting algorithm for additive regression models. Zbl 0764.62054
Härdle, W.; Hall, P.
8
1993
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. Zbl 1422.62155
Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
7
2016
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
7
2007
Testing a regression model when we have smooth alternatives in mind. Zbl 0934.62043
Härdle, Wolfgang; Kneip, Alois
7
1999
Resistant smoothing using the fast Fourier transform (Algorithm AS 222). Zbl 0613.62053
Härdle, W.
7
1987
A law of the iterated logarithm for nonparametric regression function estimators. Zbl 0591.62030
Härdle, Wolfgang
7
1984
Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study. Zbl 1308.62205
van Bömmel, Alena; Song, Song; Majer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K.
6
2014
A bootstrap test for single index models. Zbl 0996.62042
Härdle, Wolfgang; Mammen, Enno; Proença, Isabel
6
2001
Additive nonparametric regression on principal components. Zbl 0857.62040
Härdle, W.; Tsybakov, A. B.
6
1995
Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market. Zbl 0925.62527
Härdle, Wolfgang; Kirman, Alan
6
1995
Principal component analysis in an asymmetric norm. Zbl 1418.62249
Tran, Ngoc M.; Burdejová, Petra; Osipenko, Maria; Härdle, Wolfgang K.
2
2019
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics. Zbl 1420.91409
Chen, Ying; Chua, Wee Song; Härdle, Wolfgang Karl
1
2019
Network quantile autoregression. Zbl 1452.62688
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, Wolfgang Karl
1
2019
Tail event driven networks of SIFIs. Zbl 1452.62749
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
1
2019
Reference-dependent preferences and the empirical pricing kernel puzzle. Zbl 1402.91784
Grith, Maria; Härdle, Wolfgang K.; Krätschmer, Volker
1
2017
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation. Zbl 1396.62240
Belomestny, Denis; Härdle, Wolfgang Karl; Krymova, Ekaterina
1
2017
TENET: tail-event driven network risk. Zbl 1420.62443
Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining
8
2016
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. Zbl 1422.62155
Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
7
2016
An extended single-index model with missing response at random. Zbl 1373.62163
Wang, Qihua; Zhang, Tao; Härdle, Wolfgang Karl
2
2016
A semiparametric factor model for CDO surfaces dynamics. Zbl 1381.62268
Choroś-Tomczyk, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
2
2016
Portfolio decisions and brain reactions via the CEAD method. Zbl 1345.62158
Majer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K.
1
2016
Applied multivariate statistical analysis. 4th revised and updated ed. Zbl 1308.62002
Härdle, Wolfgang Karl; Simar, Léopold
5
2015
Functional data analysis of generalized regression quantiles. Zbl 1331.62031
Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Härdle, Wolfgang Karl
4
2015
Common factors in credit defaults swap markets. Zbl 1342.65026
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
3
2015
Statistics of financial markets. An introduction. 4th revised and updated ed. Zbl 1305.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
2
2015
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns. Zbl 1342.65027
Chen, Shiyi; Jeong, Kiho; Härdle, Wolfgang K.
1
2015
Mean volatility regressions. Zbl 1349.62135
Lin, Lu; Li, Feng; Zhu, Lixing; Hardle, Wolfgang Karl
1
2015
COPICA – independent component analysis via copula techniques. Zbl 1331.65027
Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang K.; Huang, Shih-Feng
1
2015
Hidden Markov structures for dynamic copulae. Zbl 1441.62723
Härdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining
1
2015
State price densities implied from weather derivatives. Zbl 1348.62238
Härdle, Wolfgang Karl; López-Cabrera, Brenda; Teng, Huei-Wen
1
2015
Tie the straps: uniform bootstrap confidence bands for semiparametric additive models. Zbl 1305.62171
Härdle, Wolfgang Karl; Ritov, Ya’acov; Wang, Weining
1
2015
A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K.
12
2014
A simultaneous confidence corridor for varying coefficient regression with sparse functional data. Zbl 1312.62051
Gu, Lijie; Wang, Li; Härdle, Wolfgang K.; Yang, Lijian
11
2014
Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study. Zbl 1308.62205
van Bömmel, Alena; Song, Song; Majer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K.
6
2014
Testing monotonicity of pricing kernels. Zbl 1443.62350
Golubev, Yuri; Härdle, Wolfgang K.; Timofeev, Roman
5
2014
TVICA – time varying independent component analysis and its application to financial data. Zbl 06983930
Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K.
4
2014
Copula dynamics in CDOs. Zbl 1402.91765
Choroś-Tomczyk, Barbara; Härdle, Wolfgang Karl; Overbeck, Ludger
1
2014
Variable selection in Cox regression models with varying coefficients. Zbl 1432.62338
Honda, Toshio; Härdle, Wolfgang Karl
1
2014
Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005
Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang Karl (ed.)
19
2013
Oracally efficient two-step estimation of generalized additive model. Zbl 06195965
Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
13
2013
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
10
2013
Dynamic structured copula models. Zbl 1279.62185
Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
2
2013
Variance swap dynamics. Zbl 1281.91159
Detlefsen, K.; Härdle, W. K.
1
2013
Statistics of financial markets. Exercises and solutions. 2nd updated ed. Zbl 1284.62007
Borak, Szymon; Härdle, Wolfgang Karl; López-Cabrera, Brenda
1
2013
Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030
Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria
25
2012
Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035
Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K.
12
2012
Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032
Härdle, Wolfgang Karl; Simar, Léopold
12
2012
The implied market price of weather risk. Zbl 1372.91108
Härdle, Wolfgang Karl; Cabrera, Brenda López
10
2012
Simultaneous confidence bands for expectile functions. Zbl 1443.62081
Guo, Mengmeng; Härdle, Wolfgang Karl
5
2012
A consistent nonparametric test for causality in quantile. Zbl 1419.62102
Jeong, Kiho; Härdle, Wolfgang K.; Song, Song
5
2012
Handbook of computational statistics. Concepts and methods. 2nd revised and updated ed. Zbl 1243.62001
Gentle, James E. (ed.); Härdle, Wolfgang Karl (ed.); Mori, Yuichi (ed.)
2
2012
Handbook of computational finance. Zbl 1259.91001
Duan, Jin-Chuan (ed.); Härdle, Wolfgang Karl (ed.); Gentle, James E. (ed.)
2
2012
Nonparametric estimation of risk-neutral densities. Zbl 1229.91356
Grith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie
1
2012
Volatility investing with variance swaps. Zbl 1229.91309
Härdle, Wolfgang Karl; Silyakova, Elena
1
2012
The EFM approach for single-index models. Zbl 1221.62062
Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing
75
2011
Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100
Čížek, Pavel (ed.); Härdle, Wolfgang Karl (ed.); Weron, Rafał (ed.)
8
2011
Modeling default risk with support vector machines. Zbl 1210.91148
Chen, Shiyi; Härdle, W. K.; Moro, R. A.
3
2011
Statistics of financial markets. An introduction. 3rd ed. Zbl 1211.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
1
2011
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang K. (ed.); Rychlik, Tomasz (ed.)
37
2010
Confidence bands in quantile regression. Zbl 1294.62145
Härdle, Wolfgang K.; Song, Song
13
2010
Localized realized volatility modeling. Zbl 1388.62305
Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta
11
2010
De copulis non est disputandum. Copulae: an overview. Zbl 1443.62134
Härdle, Wolfgang Karl; Okhrin, Ostap
5
2010
Forecasting volatility with support vector machine-based GARCH model. Zbl 1205.91172
Chen, Shiyi; Härdle, Wolfgang K.; Jeong, Kiho
3
2010
Statistics of financial markets. Exercises and solutions. Zbl 1282.00005
Borak, Szymon; Härdle, Wolfgang Karl; López Cabrera, Brenda
1
2010
The Bayesian additive classification tree applied to credit risk modelling. Zbl 05689666
Zhang, Junni L.; Härdle, Wolfgang K.
1
2010
Common functional principal components. Zbl 1169.62057
Benko, Michal; Härdle, Wolfgang; Kneip, Alois
54
2009
Time series modelling with semiparametric factor dynamics. Zbl 1388.62264
Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon
18
2009
Dynamics of state price densities. Zbl 1429.62470
Härdle, Wolfgang; Hlávka, Zdeněk
9
2009
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484
Čížek, P.; Härdle, W.; Spokoiny, V.
5
2009
A generalized ARFIMA process with Markov-switching fractional differencing parameter. Zbl 1186.62111
Tsay, Wen-Jen; Härdle, Wolfgang Karl
2
2009
Modeling dependencies with copulae. Zbl 1258.91224
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema
2
2009
Applied quantitative finance. 2nd ed. Zbl 1145.91005
Härdle, Wolfgang K. (ed.); Hautsch, Nikolaus (ed.); Overbeck, Ludger (ed.)
2
2009
Dynamic semiparametric factor models in risk neutral density estimation. Zbl 1331.62216
Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker
1
2009
Time dependent relative risk aversion. Zbl 1154.91503
Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang K.
1
2009
Measuring and modeling risk using high-frequency data. Zbl 1307.91195
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta
1
2009
Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh
10
2008
Semiparametric diffusion estimation and application to a stock market index. Zbl 1140.91463
Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard
3
2008
Statistics of financial markets. An introduction. 2n ed. Zbl 1146.91001
Franke, Jürgen; Härdle, Wolfgang K.; Hafner, Christian M.
2
2008
Smoothed L-estimation of regression function. Zbl 1452.62279
Čížek, P.; Tamine, J.; Härdle, W.
1
2008
Handbook of data visualization. Zbl 1187.68001
Chen, Chun-houh (ed.); Härdle, Wolfgang (ed.); Unwin, Antony (ed.)
1
2008
Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057
Härdle, Wolfgang; Simar, Léopold
13
2007
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
7
2007
Portfolio value at risk based on independent component analysis. Zbl 1117.91379
Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir
5
2007
Statistical methods for biostatistics and related fields. Zbl 1098.62572
Härdle, Wolfgang (ed.); Mori, Yuichi (ed.); Vieu, Philippe (ed.)
2
2007
Multivariate statistics: Exercises and solutions. Zbl 1183.62090
Härdle, Wolfgang; Hlávka, Zdeněk
1
2007
Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050
Xia, Yingcun; Härdle, Wolfgang
122
2006
Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang
21
2006
Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130
Yatchew, Adonis; Härdle, Wolfgang
19
2006
Robust estimation of dimension reduction space. Zbl 1157.62382
Čížek, P.; Härdle, W.
11
2006
The art of semiparametrics. Papers based on the presentation at the conference the art of semiparametrics, Berlin, Germany, October 18–23, 2006. Zbl 1090.62504
Sperlich, Stephan (ed.); Härdle, Wolfgang (ed.); Aydinli, Gökhan (ed.)
2
2006
Statistical tools for finance and insurance. Zbl 1078.62112
Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał
13
2005
Nonparametric and semiparametric models. Zbl 1059.62032
Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel
128
2004
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
116
2004
Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan
31
2004
Handbook of computational statistics. Concepts and methods. Zbl 1066.62001
Gentle, James E. (ed.); Härdle, Wolfgang (ed.); Mori, Yuichi (ed.)
9
2004
Statistics of financial markets. An introduction. Zbl 1059.91001
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian
4
2004
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study. Zbl 1073.62023
Wang, Qihua; Härdle, Wolfgang
3
2004
Introduction to the statistics of financial markets. 2nd ed. Zbl 1137.91300
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian
1
2004
An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064
Chen, Song Xi; Härdle, Wolfgang; Li, Ming
40
2003
Bootstrap methods for time series. Zbl 1114.62347
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter
35
2003
Efficient estimation in conditional single-index regression. Zbl 1019.62035
Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian
35
2003
Applied multivariate statistical analysis. Zbl 1028.62039
Härdle, Wolfgang; Simar, Léopold
18
2003
The dynamics of implied volatilities: a common principal components approach. Zbl 1059.91038
Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe
15
2003
Derivative estimation and testing in generalized additive models. Zbl 1015.62071
Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang
14
2003
Testing linearity in an AR errors-in-variables model with application to stochastic volatility. Zbl 1051.62108
Feldmann, D.; Härdle, W.; Hafner, C.; Hoffmann, M.; Lepski, O.; Tsybakov, A.
1
2003
Estimation in an additive model when the components are linked parametrically. Zbl 1109.62309
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno
8
2002
Applied quantitative finance. Theory and computational tools (e-book). Zbl 1058.91037
Härdle, Wolfgang (ed.); Kleinow, Torsten (ed.); Stahl, Gerhard (ed.)
5
2002
On adaptive smoothing in partial linear models. Zbl 1005.62038
Golubev, G.; Härdle, W.
4
2002
MD*ReX: Linking XploRe to standard spreadsheet applications. Zbl 1018.68093
Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir
1
2002
Structural tests in additive regression. Zbl 1051.62036
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
10
2001
...and 85 more Documents
all top 5

Cited by 3,691 Authors

79 Härdle, Wolfgang Karl
75 Zhu, Lixing
49 Vieu, Philippe
47 Liang, Hua
38 You, Jinhong
36 González-Manteiga, Wenceslao
35 Zhang, Riquan
34 Huang, Zhensheng
33 Van Keilegom, Ingrid
32 Dette, Holger
32 Xue, Liugen
30 Boente, Graciela
29 Yang, Lijian
28 Wang, Qihua
27 Liang, Hanying
26 Lian, Heng
26 Lin, Lu
26 Linton, Oliver Bruce
25 Hall, Peter Gavin
25 Park, Byeong Uk
22 Laksaci, Ali
22 Sperlich, Stefan
22 Yang, Hu
21 Li, Gaorong
21 Ould-Saïd, Elias
21 Roozbeh, Mahdi
20 Li, Qi
20 Mammen, Enno
19 Fan, Jianqing
19 Neumeyer, Natalie
19 Zhou, Yong
18 Xu, Wangli
17 Chen, Gemai
17 Cui, Hengjian
17 Girard, Stéphane
17 Guo, Xu
17 Politis, Dimitris Nicolas
16 Aneiros-Pérez, Germán
16 Durante, Fabrizio
16 Gao, Jiti
15 Chesneau, Christophe
15 Lu, Xuewen
15 Vilar Fernandez, Juan Manuel
14 Chen, Song Xi
14 Tsybakov, Alexandre B.
13 Fan, Guoliang
13 Feng, Zhenghui
13 Fernández-Sánchez, Juan
13 Horowitz, Joel L.
13 Kauermann, Goran
13 Kim, Taeyoon
13 Kreiss, Jens-Peter
13 Paparoditis, Efstathios
13 Rodríguez-Póo, Juan Manuel
13 Su, Liangjun
13 Sun, Zhihua
13 Tran, Lanh Tat
12 Cui, Xia
12 Li, Linyuan
12 Liu, Youming
12 Lu, Zudi
12 Marron, James Stephen
12 Quintela-Del-Río, Alejandro
12 Spokoiny, Vladimir G.
12 Wang, Li
12 Zhu, Liping
11 Cai, Zongwu
11 de Uña-Álvarez, Jacobo
11 Ferraty, Frédéric
11 Hu, Xuemei
11 Koul, Hira Lal
11 Li, Degui
11 Patilea, Valentin
11 Xia, Yingcun
11 Zhao, Weihua
11 Zhou, Xian
11 Zhou, Zhangong
10 Bianco, Ana M.
10 Fan, Yanqin
10 Guo, Chaohui
10 Hart, Jeffrey D.
10 Jiang, Rong
10 Lai, Peng
10 Li, Runze
10 Lv, Jing
10 Qian, Weimin
10 Qin, Yongsong
10 Rachdi, Mustapha
10 Simar, Léopold
10 Tjøstheim, Dag B.
10 Wang, Suojin
10 Wei, Chuanhua
10 Yao, Qiwei
9 Arashi, Mohammad
9 Carroll, Raymond James
9 Doosti, Hassan
9 Escanciano, Juan Carlos
9 Fraiman, Ricardo
9 Lin, Jinguan
9 Ling, Nengxiang
...and 3,591 more Authors
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Cited in 272 Serials

257 Journal of Multivariate Analysis
230 Computational Statistics and Data Analysis
223 Journal of Statistical Planning and Inference
208 Journal of Econometrics
206 The Annals of Statistics
167 Journal of Nonparametric Statistics
162 Statistics & Probability Letters
149 Communications in Statistics. Theory and Methods
74 Annals of the Institute of Statistical Mathematics
65 Electronic Journal of Statistics
64 Computational Statistics
61 Test
60 Econometric Theory
59 Statistics
57 Journal of Statistical Computation and Simulation
51 Bernoulli
45 Communications in Statistics. Simulation and Computation
42 Scandinavian Journal of Statistics
41 Statistical Papers
40 Acta Mathematicae Applicatae Sinica. English Series
39 The Canadian Journal of Statistics
34 Metrika
34 Journal of the Korean Statistical Society
29 Journal of Applied Statistics
27 Journal of Time Series Analysis
27 Comptes Rendus. Mathématique. Académie des Sciences, Paris
24 Journal of the American Statistical Association
24 Quantitative Finance
24 Journal of Systems Science and Complexity
23 Stochastic Processes and their Applications
23 AStA. Advances in Statistical Analysis
22 Economics Letters
22 Statistics and Computing
21 Biometrics
20 Science China. Mathematics
18 Journal of Computational and Applied Mathematics
18 Econometric Reviews
15 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
14 Statistical Methodology
14 The Annals of Applied Statistics
13 Applied Mathematics and Computation
13 Insurance Mathematics & Economics
13 European Journal of Operational Research
12 Probability Theory and Related Fields
12 Statistical Science
12 Journal of Economic Dynamics & Control
11 Science in China. Series A
11 Journal of the Royal Statistical Society. Series B. Statistical Methodology
11 Statistical Modelling
10 Mathematical Methods of Statistics
9 Fuzzy Sets and Systems
9 Kybernetika
9 Statistical Methods and Applications
9 Journal of Statistical Theory and Practice
8 Australian & New Zealand Journal of Statistics
8 Statistical Inference for Stochastic Processes
8 International Journal of Wavelets, Multiresolution and Information Processing
8 Dependence Modeling
7 Biometrical Journal
7 Journal of Mathematical Economics
7 Automation and Remote Control
7 The Econometrics Journal
7 Methodology and Computing in Applied Probability
7 Journal of Probability and Statistics
7 Sankhyā. Series A
6 Psychometrika
6 Automatica
6 Lifetime Data Analysis
6 Journal of Inequalities and Applications
6 Acta Mathematica Sinica. English Series
6 Applied Stochastic Models in Business and Industry
6 Brazilian Journal of Probability and Statistics
5 International Journal of Systems Science
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Applied and Computational Harmonic Analysis
5 Abstract and Applied Analysis
5 International Journal of Theoretical and Applied Finance
5 Review of Derivatives Research
5 Computational Management Science
5 Journal of Forecasting
5 Frontiers of Mathematics in China
5 Statistics Surveys
5 Statistics & Risk Modeling
4 The Annals of Probability
4 Information Sciences
4 Mathematics and Computers in Simulation
4 Metron
4 Chinese Annals of Mathematics. Series B
4 Physica D
4 Sequential Analysis
4 Mathematical and Computer Modelling
4 Neural Computation
4 Pattern Recognition
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Applied Mathematics. Series B (English Edition)
4 Mathematical Methods of Operations Research
4 ASTIN Bulletin
4 Advances in Data Analysis and Classification. ADAC
4 Journal of Agricultural, Biological, and Environmental Statistics
3 Advances in Applied Probability
...and 172 more Serials
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Cited in 39 Fields

3,192 Statistics (62-XX)
581 Numerical analysis (65-XX)
276 Probability theory and stochastic processes (60-XX)
261 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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56 Computer science (68-XX)
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26 Information and communication theory, circuits (94-XX)
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