Edit Profile Härdle, Wolfgang Karl Compute Distance To: Compute Author ID: hardle.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 all top 5 Fields 221 Statistics (62-XX) 70 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Numerical analysis (65-XX) 22 General and overarching topics; collections (00-XX) 16 Probability theory and stochastic processes (60-XX) 6 Computer science (68-XX) 5 Mathematics education (97-XX) 4 Biology and other natural sciences (92-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 185 Publications have been cited 5,026 times in 3,415 Documents Cited by ▼ Year ▼ Applied nonparametric regression. Zbl 0714.62030Härdle, Wolfgang 422 1990 Comparing nonparametric versus parametric regression fits. Zbl 0795.62036Härdle, W.; Mammen, E. 390 1993 Optimal smoothing in single-index models. Zbl 0770.62049Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko 258 1993 Wavelets, approximation, and statistical applications. Zbl 0899.62002Härdle, Wolfgang; Kerkyacharian, Gerard; Picard, Dominique; Tsybakov, Alexander 205 1998 Investigating smooth multiple regression by the method of average derivatives. Zbl 0703.62052Härdle, Wolfgang; Stoker, Thomas M. 196 1989 Partially linear models. Zbl 0968.62006Härdle, Wolfgang; Liang, Hua; Gao, Jiti 193 2000 Estimation in a semiparametric partially linear errors-in-variables model. Zbl 0977.62036Liang, Hua; Härdle, Wolfgang; Carroll, Raymond J. 158 1999 Optimal bandwidth selection in nonparametric regression function estimation. Zbl 0594.62043Härdle, Wolfgang; Marron, James Stephen 140 1985 Nonparametric and semiparametric models. Zbl 1059.62032Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel 128 2004 Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050Xia, Yingcun; Härdle, Wolfgang 122 2006 Nonparametric curve estimation from time series. Zbl 0697.62038Györfi, Lázló; Härdle, Wolfgang; Sarda, Pascal; Vieu, Philippe 118 1989 How far are automatically chosen regression smoothing parameters from their optimum? Zbl 0644.62048Härdle, Wolfgang; Hall, Peter; Marron, J. S. 118 1988 Semiparametric regression analysis with missing response at random. Zbl 1117.62441Wang, Qihua; Linton, Oliver; Härdle, Wolfgang 116 2004 Bootstrap simultaneous error bars for nonparametric regression. Zbl 0725.62037Härdle, W.; Marron, J. S. 83 1991 Direct estimation of low-dimensional components in additive models. Zbl 1073.62527Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno 78 1998 Local polynomial estimators of the volatility function in nonparametric autoregression. Zbl 0904.62047Härdle, W.; Tsybakov, A. 78 1997 The EFM approach for single-index models. Zbl 1221.62062Cui, 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 0612.62127Collomb, Gérard; Härdle, Wolfgang 74 1986 Direct semiparametric estimation of single-index models with discrete covariates. Zbl 0881.62037Horowitz, Joel L.; Härdle, Wolfgang 70 1996 Smoothing techniques. With implementation in S. Zbl 0716.62040Härdle, Wolfgang 70 1991 Semiparametric comparison of regression curves. Zbl 0703.62053Härdle, W.; Marron, J. S. 63 1990 Kernel regression smoothing of time series. Zbl 0759.62016Härdle, Wolfgang; Vieu, Philippe 59 1992 On bootstrapping kernel spectral estimates. Zbl 0757.62048Franke, Jürgen; Härdle, W. 57 1992 Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. Zbl 0644.62047Härdle, Wolfgang; Bowman, Adrian W. 56 1988 Common functional principal components. Zbl 1169.62057Benko, Michal; Härdle, Wolfgang; Kneip, Alois 54 2009 Asymptotic maximal deviation of M-smoothers. Zbl 0667.62028Härdle, Wolfgang 51 1989 Estimation of additive regression models with known links. Zbl 0866.62017Linton, O. B.; Härdle, W. 50 1996 Strong uniform consistency rates for estimators of conditional functionals. Zbl 0672.62050Härdle, W.; Janssen, P.; Serfling, R. 50 1988 Random approximations to some measures of accuracy in nonparametric curve estimation. Zbl 0608.62045Marron, James Stephen; Härdle, Wolfgang 45 1986 On the use of nonparametric regression for model checking. Zbl 0663.62096Azzalini, A.; Bowman, A. W.; Härdle, W. 44 1989 Estimation of non-sharp support boundaries. Zbl 0863.62030Härdle, W.; Park, B. U.; Tsybakov, A. B. 43 1995 An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064Chen, Song Xi; Härdle, Wolfgang; Li, Ming 40 2003 A note on prediction via estimation of the conditional mode function. Zbl 0614.62045Collomb, 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 1194.62077Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang K. (ed.); Rychlik, Tomasz (ed.) 37 2010 Robust nonparametric regression with simultaneous scale curve estimation. Zbl 0668.62025Härdle, W.; Tsybakov, A. B. 36 1988 Robust regression function estimation. Zbl 0538.62029Härdle, Wolfgang 36 1984 Bootstrap methods for time series. Zbl 1114.62347Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter 35 2003 Efficient estimation in conditional single-index regression. Zbl 1019.62035Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian 35 2003 Testing parametric versus semiparametric modeling in generalized linear models. Zbl 1064.62543Härdle, Wolfgang; Mammen, Enno; Müller, Marlene 34 1998 Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan 31 2004 Robust non-parametric function fitting. Zbl 0543.62034Härdle, W.; Gasser, T. 30 1984 Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. 29 1999 Nonparametric vector autoregression. Zbl 0937.62042Härdle, W.; Tsybakov, A.; Yang, L. 28 1998 A review of nonparametric time series analysis. Zbl 0887.62043Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong 28 1997 Regression smoothing parameters that are not far from their optimum. Zbl 0850.62352Härdle, W.; Hall, P.; Marron, J. S. 26 1992 Bandwidth choice for average derivative estimation. Zbl 0781.62044Härdle, W.; Hart, J.; Marron, J. S.; Tsybakov, A. B. 26 1992 Uniform consistency of a class of regression function estimators. Zbl 0544.62037Härdle, W.; Luckhaus, S. 26 1984 Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria 25 2012 Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang 24 1999 How sensitive are average derivatives? Zbl 0772.62021Härdle, Wolfgang; Tsybakov, A. B. 24 1993 Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317Yang, 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 1268.91005Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang Karl (ed.) 19 2013 Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130Yatchew, Adonis; Härdle, Wolfgang 19 2006 Smoothing by weighted averaging of rounded points. Zbl 0775.62096Härdle, W. K.; Scott, D. W. 19 1992 Bandwidth choice for density derivatives. Zbl 0699.62036Härdle, Wolfgang; Marron, J. S.; Wand, M. P. 19 1990 Time series modelling with semiparametric factor dynamics. Zbl 1388.62264Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon 18 2009 Applied multivariate statistical analysis. Zbl 1028.62039Härdle, Wolfgang; Simar, Léopold 18 2003 The dynamics of implied volatilities: a common principal components approach. Zbl 1059.91038Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe 15 2003 Empirical evidence on the law of demand. Zbl 0729.91014Härdle, Wolfgang; Hildenbrand, Werner; Jerison, Michael 15 1991 Derivative estimation and testing in generalized additive models. Zbl 1015.62071Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang 14 2003 Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter 14 2000 Oracally efficient two-step estimation of generalized additive model. Zbl 06195965Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 13 2013 Confidence bands in quantile regression. Zbl 1294.62145Härdle, Wolfgang K.; Song, Song 13 2010 Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057Härdle, Wolfgang; Simar, Léopold 13 2007 Statistical tools for finance and insurance. Zbl 1078.62112Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał 13 2005 A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K. 12 2014 Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K. 12 2012 Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032Härdle, Wolfgang Karl; Simar, Léopold 12 2012 A simultaneous confidence corridor for varying coefficient regression with sparse functional data. Zbl 1312.62051Gu, Lijie; Wang, Li; Härdle, Wolfgang K.; Yang, Lijian 11 2014 Localized realized volatility modeling. Zbl 1388.62305Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta 11 2010 Robust estimation of dimension reduction space. Zbl 1157.62382Čížek, P.; Härdle, W. 11 2006 Large sample theory of the estimation of the error distribution for a semiparametric model. Zbl 0935.62048Liang, Hua; Härdle, Wolfgang 11 1999 Fast and simple scatterplot smoothing. Zbl 0875.62015Härdle, W.; Marron, J. S. 11 1995 On rubust kernel estimation of derivatives of regression functions. Zbl 0568.62041Härdle, Wolfgang; Gasser, Theo 11 1985 Local quantile regression. Zbl 1279.62098Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl 10 2013 The implied market price of weather risk. Zbl 1372.91108Härdle, Wolfgang Karl; Cabrera, Brenda López 10 2012 Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh 10 2008 Structural tests in additive regression. Zbl 1051.62036Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir 10 2001 XploRe - application guide. Zbl 0963.62001Härdle, Wolfgang; Hlávka, Zděnk; Klinke, Sigbert 10 2000 An analysis of transformations for additive nonparametric regression. Zbl 0912.62048Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang 10 1997 Some theory on M-smoothing of time series. Zbl 0607.62116Härdle, Wolfgang; Tuan, Pham-Dinh 10 1986 Dynamics of state price densities. Zbl 1429.62470Härdle, Wolfgang; Hlávka, Zdeněk 9 2009 Handbook of computational statistics. Concepts and methods. Zbl 1066.62001Gentle, James E. (ed.); Härdle, Wolfgang (ed.); Mori, Yuichi (ed.) 9 2004 Bootstrap approximation in a partially linear regression model. Zbl 0965.62034Liang, Hua; Härdle, Wolfgang; Sommerfeld, Volker 9 2000 Semiparametric single index versus fixed link function modelling. Zbl 0869.62033Härdle, W.; Spokoiny, V.; Sperlich, S. 9 1997 Search for significant variables in nonparametric additive regression. Zbl 0866.62016Härdle, W.; Korostelev, A. 9 1996 Second order effects in semiparametric weighted least squares regression. Zbl 0669.62020Carroll, Raymond J.; Härdle, Wolfgang 9 1989 TENET: tail-event driven network risk. Zbl 1420.62443Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining 8 2016 Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100Čížek, Pavel (ed.); Härdle, Wolfgang Karl (ed.); Weron, Rafał (ed.) 8 2011 Estimation in an additive model when the components are linked parametrically. Zbl 1109.62309Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno 8 2002 On the backfitting algorithm for additive regression models. Zbl 0764.62054Härdle, W.; Hall, P. 8 1993 Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. Zbl 1422.62155Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 7 2016 On extracting information implied in options. Zbl 1199.62030Benko, M.; Fengler, M.; Härdle, W.; Kopa, M. 7 2007 Testing a regression model when we have smooth alternatives in mind. Zbl 0934.62043Härdle, Wolfgang; Kneip, Alois 7 1999 Resistant smoothing using the fast Fourier transform (Algorithm AS 222). Zbl 0613.62053Härdle, W. 7 1987 A law of the iterated logarithm for nonparametric regression function estimators. Zbl 0591.62030Härdle, Wolfgang 7 1984 Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study. Zbl 1308.62205van 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 0996.62042Härdle, Wolfgang; Mammen, Enno; Proença, Isabel 6 2001 Additive nonparametric regression on principal components. Zbl 0857.62040Härdle, W.; Tsybakov, A. B. 6 1995 Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market. Zbl 0925.62527Härdle, Wolfgang; Kirman, Alan 6 1995 Principal component analysis in an asymmetric norm. Zbl 1418.62249Tran, Ngoc M.; Burdejová, Petra; Osipenko, Maria; Härdle, Wolfgang K. 2 2019 Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics. Zbl 1420.91409Chen, Ying; Chua, Wee Song; Härdle, Wolfgang Karl 1 2019 Network quantile autoregression. Zbl 1452.62688Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, Wolfgang Karl 1 2019 Tail event driven networks of SIFIs. Zbl 1452.62749Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema 1 2019 Reference-dependent preferences and the empirical pricing kernel puzzle. Zbl 1402.91784Grith, Maria; Härdle, Wolfgang K.; Krätschmer, Volker 1 2017 Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation. Zbl 1396.62240Belomestny, Denis; Härdle, Wolfgang Karl; Krymova, Ekaterina 1 2017 TENET: tail-event driven network risk. Zbl 1420.62443Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining 8 2016 Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. Zbl 1422.62155Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 7 2016 An extended single-index model with missing response at random. Zbl 1373.62163Wang, Qihua; Zhang, Tao; Härdle, Wolfgang Karl 2 2016 A semiparametric factor model for CDO surfaces dynamics. Zbl 1381.62268Choroś-Tomczyk, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap 2 2016 Portfolio decisions and brain reactions via the CEAD method. Zbl 1345.62158Majer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K. 1 2016 Applied multivariate statistical analysis. 4th revised and updated ed. Zbl 1308.62002Härdle, Wolfgang Karl; Simar, Léopold 5 2015 Functional data analysis of generalized regression quantiles. Zbl 1331.62031Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Härdle, Wolfgang Karl 4 2015 Common factors in credit defaults swap markets. Zbl 1342.65026Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl 3 2015 Statistics of financial markets. An introduction. 4th revised and updated ed. Zbl 1305.91001Franke, 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 1342.65027Chen, Shiyi; Jeong, Kiho; Härdle, Wolfgang K. 1 2015 Mean volatility regressions. Zbl 1349.62135Lin, Lu; Li, Feng; Zhu, Lixing; Hardle, Wolfgang Karl 1 2015 COPICA – independent component analysis via copula techniques. Zbl 1331.65027Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang K.; Huang, Shih-Feng 1 2015 Hidden Markov structures for dynamic copulae. Zbl 1441.62723Härdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining 1 2015 State price densities implied from weather derivatives. Zbl 1348.62238Härdle, Wolfgang Karl; López-Cabrera, Brenda; Teng, Huei-Wen 1 2015 Tie the straps: uniform bootstrap confidence bands for semiparametric additive models. Zbl 1305.62171Härdle, Wolfgang Karl; Ritov, Ya’acov; Wang, Weining 1 2015 A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K. 12 2014 A simultaneous confidence corridor for varying coefficient regression with sparse functional data. Zbl 1312.62051Gu, 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 1308.62205van Bömmel, Alena; Song, Song; Majer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K. 6 2014 Testing monotonicity of pricing kernels. Zbl 1443.62350Golubev, Yuri; Härdle, Wolfgang K.; Timofeev, Roman 5 2014 TVICA – time varying independent component analysis and its application to financial data. Zbl 06983930Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K. 4 2014 Copula dynamics in CDOs. Zbl 1402.91765Choroś-Tomczyk, Barbara; Härdle, Wolfgang Karl; Overbeck, Ludger 1 2014 Variable selection in Cox regression models with varying coefficients. Zbl 1432.62338Honda, Toshio; Härdle, Wolfgang Karl 1 2014 Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang Karl (ed.) 19 2013 Oracally efficient two-step estimation of generalized additive model. Zbl 06195965Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 13 2013 Local quantile regression. Zbl 1279.62098Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl 10 2013 Dynamic structured copula models. Zbl 1279.62185Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema 2 2013 Variance swap dynamics. Zbl 1281.91159Detlefsen, K.; Härdle, W. K. 1 2013 Statistics of financial markets. Exercises and solutions. 2nd updated ed. Zbl 1284.62007Borak, Szymon; Härdle, Wolfgang Karl; López-Cabrera, Brenda 1 2013 Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria 25 2012 Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K. 12 2012 Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032Härdle, Wolfgang Karl; Simar, Léopold 12 2012 The implied market price of weather risk. Zbl 1372.91108Härdle, Wolfgang Karl; Cabrera, Brenda López 10 2012 Simultaneous confidence bands for expectile functions. Zbl 1443.62081Guo, Mengmeng; Härdle, Wolfgang Karl 5 2012 A consistent nonparametric test for causality in quantile. Zbl 1419.62102Jeong, Kiho; Härdle, Wolfgang K.; Song, Song 5 2012 Handbook of computational statistics. Concepts and methods. 2nd revised and updated ed. Zbl 1243.62001Gentle, James E. (ed.); Härdle, Wolfgang Karl (ed.); Mori, Yuichi (ed.) 2 2012 Handbook of computational finance. Zbl 1259.91001Duan, Jin-Chuan (ed.); Härdle, Wolfgang Karl (ed.); Gentle, James E. (ed.) 2 2012 Nonparametric estimation of risk-neutral densities. Zbl 1229.91356Grith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie 1 2012 Volatility investing with variance swaps. Zbl 1229.91309Härdle, Wolfgang Karl; Silyakova, Elena 1 2012 The EFM approach for single-index models. Zbl 1221.62062Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing 75 2011 Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100Čížek, Pavel (ed.); Härdle, Wolfgang Karl (ed.); Weron, Rafał (ed.) 8 2011 Modeling default risk with support vector machines. Zbl 1210.91148Chen, Shiyi; Härdle, W. K.; Moro, R. A. 3 2011 Statistics of financial markets. An introduction. 3rd ed. Zbl 1211.91001Franke, 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 1194.62077Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); Härdle, Wolfgang K. (ed.); Rychlik, Tomasz (ed.) 37 2010 Confidence bands in quantile regression. Zbl 1294.62145Härdle, Wolfgang K.; Song, Song 13 2010 Localized realized volatility modeling. Zbl 1388.62305Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta 11 2010 De copulis non est disputandum. Copulae: an overview. Zbl 1443.62134Härdle, Wolfgang Karl; Okhrin, Ostap 5 2010 Forecasting volatility with support vector machine-based GARCH model. Zbl 1205.91172Chen, Shiyi; Härdle, Wolfgang K.; Jeong, Kiho 3 2010 Statistics of financial markets. Exercises and solutions. Zbl 1282.00005Borak, Szymon; Härdle, Wolfgang Karl; López Cabrera, Brenda 1 2010 The Bayesian additive classification tree applied to credit risk modelling. Zbl 05689666Zhang, Junni L.; Härdle, Wolfgang K. 1 2010 Common functional principal components. Zbl 1169.62057Benko, Michal; Härdle, Wolfgang; Kneip, Alois 54 2009 Time series modelling with semiparametric factor dynamics. Zbl 1388.62264Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon 18 2009 Dynamics of state price densities. Zbl 1429.62470Härdle, Wolfgang; Hlávka, Zdeněk 9 2009 Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484Čížek, P.; Härdle, W.; Spokoiny, V. 5 2009 A generalized ARFIMA process with Markov-switching fractional differencing parameter. Zbl 1186.62111Tsay, Wen-Jen; Härdle, Wolfgang Karl 2 2009 Modeling dependencies with copulae. Zbl 1258.91224Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema 2 2009 Applied quantitative finance. 2nd ed. Zbl 1145.91005Härdle, Wolfgang K. (ed.); Hautsch, Nikolaus (ed.); Overbeck, Ludger (ed.) 2 2009 Dynamic semiparametric factor models in risk neutral density estimation. Zbl 1331.62216Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker 1 2009 Time dependent relative risk aversion. Zbl 1154.91503Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang K. 1 2009 Measuring and modeling risk using high-frequency data. Zbl 1307.91195Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta 1 2009 Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh 10 2008 Semiparametric diffusion estimation and application to a stock market index. Zbl 1140.91463Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard 3 2008 Statistics of financial markets. An introduction. 2n ed. Zbl 1146.91001Franke, Jürgen; Härdle, Wolfgang K.; Hafner, Christian M. 2 2008 Smoothed L-estimation of regression function. Zbl 1452.62279Čížek, P.; Tamine, J.; Härdle, W. 1 2008 Handbook of data visualization. Zbl 1187.68001Chen, Chun-houh (ed.); Härdle, Wolfgang (ed.); Unwin, Antony (ed.) 1 2008 Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057Härdle, Wolfgang; Simar, Léopold 13 2007 On extracting information implied in options. Zbl 1199.62030Benko, M.; Fengler, M.; Härdle, W.; Kopa, M. 7 2007 Portfolio value at risk based on independent component analysis. Zbl 1117.91379Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir 5 2007 Statistical methods for biostatistics and related fields. Zbl 1098.62572Härdle, Wolfgang (ed.); Mori, Yuichi (ed.); Vieu, Philippe (ed.) 2 2007 Multivariate statistics: Exercises and solutions. Zbl 1183.62090Härdle, Wolfgang; Hlávka, Zdeněk 1 2007 Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050Xia, Yingcun; Härdle, Wolfgang 122 2006 Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang 21 2006 Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130Yatchew, Adonis; Härdle, Wolfgang 19 2006 Robust estimation of dimension reduction space. Zbl 1157.62382Čížek, 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 1090.62504Sperlich, Stephan (ed.); Härdle, Wolfgang (ed.); Aydinli, Gökhan (ed.) 2 2006 Statistical tools for finance and insurance. Zbl 1078.62112Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał 13 2005 Nonparametric and semiparametric models. Zbl 1059.62032Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel 128 2004 Semiparametric regression analysis with missing response at random. Zbl 1117.62441Wang, Qihua; Linton, Oliver; Härdle, Wolfgang 116 2004 Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan 31 2004 Handbook of computational statistics. Concepts and methods. Zbl 1066.62001Gentle, James E. (ed.); Härdle, Wolfgang (ed.); Mori, Yuichi (ed.) 9 2004 Statistics of financial markets. An introduction. Zbl 1059.91001Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian 4 2004 Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study. Zbl 1073.62023Wang, Qihua; Härdle, Wolfgang 3 2004 Introduction to the statistics of financial markets. 2nd ed. Zbl 1137.91300Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian 1 2004 An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064Chen, Song Xi; Härdle, Wolfgang; Li, Ming 40 2003 Bootstrap methods for time series. Zbl 1114.62347Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter 35 2003 Efficient estimation in conditional single-index regression. Zbl 1019.62035Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian 35 2003 Applied multivariate statistical analysis. Zbl 1028.62039Härdle, Wolfgang; Simar, Léopold 18 2003 The dynamics of implied volatilities: a common principal components approach. Zbl 1059.91038Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe 15 2003 Derivative estimation and testing in generalized additive models. Zbl 1015.62071Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang 14 2003 Testing linearity in an AR errors-in-variables model with application to stochastic volatility. Zbl 1051.62108Feldmann, 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 1109.62309Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno 8 2002 Applied quantitative finance. Theory and computational tools (e-book). Zbl 1058.91037Härdle, Wolfgang (ed.); Kleinow, Torsten (ed.); Stahl, Gerhard (ed.) 5 2002 On adaptive smoothing in partial linear models. Zbl 1005.62038Golubev, G.; Härdle, W. 4 2002 MD*ReX: Linking XploRe to standard spreadsheet applications. Zbl 1018.68093Aydinli, Gökhan; Härdle, Wolfgang; Kleinow, Torsten; Sofyan, Hizir 1 2002 Structural tests in additive regression. Zbl 1051.62036Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir 10 2001 ...and 85 more Documents all cited Publications top 5 cited Publications 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 all top 5 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. 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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 all top 5 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) 109 Harmonic analysis on Euclidean spaces (42-XX) 56 Computer science (68-XX) 44 Systems theory; control (93-XX) 37 Biology and other natural sciences (92-XX) 35 Operations research, mathematical programming (90-XX) 26 Information and communication theory, circuits (94-XX) 20 Approximations and expansions (41-XX) 18 Functional analysis (46-XX) 12 Partial differential equations (35-XX) 10 Geophysics (86-XX) 8 Dynamical systems and ergodic theory (37-XX) 5 General and overarching topics; collections (00-XX) 5 Integral equations (45-XX) 5 Operator theory (47-XX) 5 Fluid mechanics (76-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Measure and integration (28-XX) 4 Astronomy and astrophysics (85-XX) 3 Integral transforms, operational calculus (44-XX) 3 Mechanics of deformable solids (74-XX) 3 Mathematics education (97-XX) 2 Mathematical logic and foundations (03-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Functions of a complex variable (30-XX) 2 Special functions (33-XX) 2 Ordinary differential equations (34-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 History and biography (01-XX) 1 Abstract harmonic analysis (43-XX) 1 Differential geometry (53-XX) 1 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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