×

Härdle, Wolfgang Karl

Author ID: hardle.wolfgang-karl Recent zbMATH articles by "Härdle, Wolfgang Karl"
Published as: Härdle, Wolfgang; Härdle, Wolfgang Karl; Härdle, Wolfgang K.; Härdle, W.; Härdle, W. K.; Hardle, Wolfgang Karl; Karl Härdle, Wolfgang
Homepage: https://www.wiwi.hu-berlin.de/de/forschung/irtg/lvb/statistik/members/personalpa...
External Links: MGP · Wikidata · Google Scholar · dblp · GND · IdRef
all top 5

Co-Authors

13 single-authored
12 Tsybakov, Alexandre B.
11 Marron, James Stephen
10 Franke, Jürgen
9 Hafner, Christian Matthias
9 Wang, Weining
8 Klinke, Sigbert
8 Mammen, Enno
8 Yang, Lijian
7 Chen, Cathy Yi-Hsuan
7 Simar, Léopold
7 Sperlich, Stefan
7 Spokoĭnyĭ, Vladimir Grigor’evich
6 Chen, Ying
6 Hall, Peter Gavin
6 Kleinow, Torsten
6 Liang, Hua
6 Müller, Marlene
6 Okhrin, Ostap
6 Song, Song
5 Chen, Shiyi
5 Čížek, Pavel
5 Gentle, James E.
5 Hlávka, Zdeněk
5 Ritov, Ya’acov
4 Chao, Shih-Kang
4 Fengler, Matthias R.
4 Golubev, Yuriĭ K.
4 Horowitz, Joel Lawrence
4 Huang, Chen
4 Linton, Oliver Bruce
4 López-Cabrera, Brenda
4 Park, Byeong Uk
4 Rönz, Bernd
4 Stahl, Gerhard
3 Benko, Michal
3 Borak, Szymon
3 Carroll, Raymond James
3 Grith, Maria
3 Guo, Mengmeng
3 Jaworski, Piotr
3 Jeong, Kiho
3 Kneip, Alois Richard
3 Li, Yingxing
3 Liu, Rong
3 Majer, Piotr
3 Mori, Yuichi
3 Okhrin, Yarema
3 Overbeck, Ludger
3 Schmidt, Peter
3 Vieu, Philippe
3 Wang, Qihua
2 Aydınlı, Gökhan
2 Bowman, Adrian W.
2 Burdejová, Petra
2 Chen, Ray-Bing
2 Chen, Rong
2 Chen, Songxi
2 Chernozhukov, Victor
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 Huet, Sylvie
2 Klochkov, Yegor
2 Korostelev, Alexander P.
2 Kratschmer, Volker
2 Lessmann, Stefan
2 Lu, Meng-Jou
2 Mohr, Peter N. C.
2 Moro, Russ A.
2 Osipenko, Maria
2 Packham, Natalie
2 Pigorsch, Uta
2 Silyakova, Elena
2 Tian, Maozai
2 Timofeev, Roman
2 Turlach, Berwin A.
2 Wang, Li
2 Weron, Rafał
2 Yu, Keming
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 Casarin, Roberto
1 Chen, Chun-Houh
1 Chen, Xiaohong
1 Cheng, Guang
1 Christensen, H. M.
1 Chua, Wee Song
...and 154 more Co-Authors
all top 5

Serials

17 Journal of the American Statistical Association
16 The Annals of Statistics
16 Journal of Multivariate Analysis
13 Computational Statistics
11 Journal of Econometrics
9 Computational Statistics and Data Analysis
9 Quantitative Finance
8 Journal of Statistical Planning and Inference
7 Econometric Theory
7 Universitext
6 Lecture Notes in Statistics
4 Biometrika
4 Statistics
4 AStA. Advances in Statistical Analysis
4 Statistics & Risk Modeling
4 Springer Handbooks of Computational Statistics
3 Scandinavian Journal of Statistics
3 International Statistical Review
3 Journal of Time Series Analysis
3 Test
3 Statistics and Computing
2 Psychometrika
2 Annals of the Institute of Statistical Mathematics
2 Journal of the Royal Statistical Society. Series B
2 Mathematical Methods of Statistics
2 Statistica Sinica
2 The Econometrics Journal
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Journal of Applied Statistics
2 Review of Derivatives Research
2 Oberwolfach Reports
2 Journal of Forecasting
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
1 Insurance Mathematics & Economics
1 Journal of Systems Science and Mathematical Sciences
1 Journal of Economic Dynamics & Control
1 Journal of the Japanese Society of Computational Statistics
1 Science in China. Series A
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
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 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 Finance
1 Econometric Society Monographs
1 Springer Texts in Statistics
1 Statistics in Medicine
1 Contributions to Statistics

Publications by Year

Citations contained in zbMATH Open

209 Publications have been cited 6,505 times in 4,455 Documents Cited by Year
Applied nonparametric regression. Zbl 0714.62030
Härdle, Wolfgang
533
1990
Comparing nonparametric versus parametric regression fits. Zbl 0795.62036
Härdle, W.; Mammen, E.
441
1993
Optimal smoothing in single-index models. Zbl 0770.62049
Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko
336
1993
Partially linear models. Zbl 0968.62006
Härdle, Wolfgang; Liang, Hua; Gao, Jiti
313
2000
Wavelets, approximation, and statistical applications. Zbl 0899.62002
Härdle, Wolfgang; Kerkyacharian, Gerard; Picard, Dominique; Tsybakov, Alexander
276
1998
Investigating smooth multiple regression by the method of average derivatives. Zbl 0703.62052
Härdle, Wolfgang; Stoker, Thomas M.
241
1989
Estimation in a semiparametric partially linear errors-in-variables model. Zbl 0977.62036
Liang, Hua; Härdle, Wolfgang; Carroll, Raymond J.
216
1999
Nonparametric and semiparametric models. Zbl 1059.62032
Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel
188
2004
Optimal bandwidth selection in nonparametric regression function estimation. Zbl 0594.62043
Härdle, Wolfgang; Marron, James Stephen
167
1985
Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050
Xia, Yingcun; Härdle, Wolfgang
161
2006
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
139
2004
How far are automatically chosen regression smoothing parameters from their optimum? Zbl 0644.62048
Härdle, Wolfgang; Hall, Peter; Marron, J. S.
134
1988
Nonparametric curve estimation from time series. Zbl 0697.62038
Györfi, Lázló; Härdle, Wolfgang; Sarda, Pascal; Vieu, Philippe
131
1989
The EFM approach for single-index models. Zbl 1221.62062
Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing
106
2011
Smoothing techniques. With implementation in S. Zbl 0716.62040
Härdle, Wolfgang
100
1991
Bootstrap simultaneous error bars for nonparametric regression. Zbl 0725.62037
Härdle, W.; Marron, J. S.
94
1991
Local polynomial estimators of the volatility function in nonparametric autoregression. Zbl 0904.62047
Härdle, W.; Tsybakov, A.
90
1997
Direct estimation of low-dimensional components in additive models. Zbl 1073.62527
Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno
87
1998
Direct semiparametric estimation of single-index models with discrete covariates. Zbl 0881.62037
Horowitz, Joel L.; Härdle, Wolfgang
87
1996
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
84
1986
Common functional principal components. Zbl 1169.62057
Benko, Michal; Härdle, Wolfgang; Kneip, Alois
79
2009
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
75
2010
Semiparametric comparison of regression curves. Zbl 0703.62053
Härdle, W.; Marron, J. S.
70
1990
On bootstrapping kernel spectral estimates. Zbl 0757.62048
Franke, Jürgen; Härdle, W.
65
1992
Kernel regression smoothing of time series. Zbl 0759.62016
Härdle, Wolfgang; Vieu, Philippe
62
1992
Asymptotic maximal deviation of M-smoothers. Zbl 0667.62028
Härdle, Wolfgang
61
1989
Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. Zbl 0644.62047
Härdle, Wolfgang; Bowman, Adrian W.
61
1988
Estimation of additive regression models with known links. Zbl 0866.62017
Linton, O. B.; Härdle, W.
56
1996
A note on prediction via estimation of the conditional mode function. Zbl 0614.62045
Collomb, G.; Härdle, W.; Hassani, S.
56
1987
Strong uniform consistency rates for estimators of conditional functionals. Zbl 0672.62050
Härdle, W.; Janssen, P.; Serfling, R.
54
1988
Random approximations to some measures of accuracy in nonparametric curve estimation. Zbl 0608.62045
Marron, James Stephen; Härdle, Wolfgang
48
1986
On the use of nonparametric regression for model checking. Zbl 0663.62096
Azzalini, A.; Bowman, A. W.; Härdle, W.
47
1989
Estimation of non-sharp support boundaries. Zbl 0863.62030
Härdle, W.; Park, B. U.; Tsybakov, A. B.
45
1995
An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064
Chen, Song Xi; Härdle, Wolfgang; Li, Ming
45
2003
Efficient estimation in conditional single-index regression. Zbl 1019.62035
Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian
44
2003
Bootstrap methods for time series. Zbl 1114.62347
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter
44
2003
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. With discussion and authors’ reply. Zbl 1414.62038
Ehm, Werner; Gneiting, Tilmann; Jordan, Alexander; Krüger, Fabian
43
2016
Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan
41
2004
Testing parametric versus semiparametric modeling in generalized linear models. Zbl 1064.62543
Härdle, Wolfgang; Mammen, Enno; Müller, Marlene
40
1998
Robust nonparametric regression with simultaneous scale curve estimation. Zbl 0668.62025
Härdle, W.; Tsybakov, A. B.
39
1988
Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030
Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria
38
2012
Robust regression function estimation. Zbl 0538.62029
Härdle, Wolfgang
37
1984
Robust non-parametric function fitting. Zbl 0543.62034
Härdle, W.; Gasser, T.
36
1984
Statistical tools for finance and insurance. Zbl 1078.62112
Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał
35
2005
Nonparametric vector autoregression. Zbl 0937.62042
Härdle, W.; Tsybakov, A.; Yang, L.
34
1998
A review of nonparametric time series analysis. Zbl 0887.62043
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong
34
1997
A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K.
31
2014
Regression smoothing parameters that are not far from their optimum. Zbl 0850.62352
Härdle, W.; Hall, P.; Marron, J. S.
30
1992
Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P.
30
1999
Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005
29
2013
How sensitive are average derivatives? Zbl 0772.62021
Härdle, Wolfgang; Tsybakov, A. B.
28
1993
Uniform consistency of a class of regression function estimators. Zbl 0544.62037
Härdle, W.; Luckhaus, S.
28
1984
Bandwidth choice for average derivative estimation. Zbl 0781.62044
Härdle, W.; Hart, J.; Marron, J. S.; Tsybakov, A. B.
27
1992
Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang
27
2006
Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057
Härdle, Wolfgang; Simar, Léopold
26
2007
Handbook of computational statistics. Concepts and methods. Zbl 1066.62001
25
2004
Time series modelling with semiparametric factor dynamics. Zbl 1388.62264
Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon
25
2009
Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045
Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang
24
1999
Handbook of computational statistics. Concepts and methods. 2nd revised and updated ed. Zbl 1243.62001
24
2012
Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130
Yatchew, Adonis; Härdle, Wolfgang
24
2006
TENET: tail-event driven network risk. Zbl 1420.62443
Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining
24
2016
Smoothing by weighted averaging of rounded points. Zbl 0775.62096
Härdle, W. K.; Scott, D. W.
23
1992
Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032
Härdle, Wolfgang Karl; Simar, Léopold
23
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
23
2014
Oracally efficient two-step estimation of generalized additive model. Zbl 06195965
Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
22
2013
Bandwidth choice for density derivatives. Zbl 0699.62036
Härdle, Wolfgang; Marron, J. S.; Wand, M. P.
22
1990
Applied multivariate statistical analysis. Zbl 1028.62039
Härdle, Wolfgang; Simar, Léopold
22
2003
Derivative estimation and testing in generalized additive models. Zbl 1015.62071
Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang
19
2003
Empirical evidence on the law of demand. Zbl 0729.91014
Härdle, Wolfgang; Hildenbrand, Werner; Jerison, Michael
18
1991
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter
18
2000
The dynamics of implied volatilities: a common principal components approach. Zbl 1059.91038
Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe
17
2003
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. Zbl 1422.62155
Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
17
2016
Localized realized volatility modeling. Zbl 1388.62305
Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta
17
2010
Confidence bands in quantile regression. Zbl 1294.62145
Härdle, Wolfgang K.; Song, Song
15
2010
Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100
15
2011
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
15
2013
On rubust kernel estimation of derivatives of regression functions. Zbl 0568.62041
Härdle, Wolfgang; Gasser, Theo
14
1985
Large sample theory of the estimation of the error distribution for a semiparametric model. Zbl 0935.62048
Liang, Hua; Härdle, Wolfgang
13
1999
Structural tests in additive regression. Zbl 1051.62036
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
13
2001
Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035
Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K.
13
2012
Robust estimation of dimension reduction space. Zbl 1157.62382
Čížek, P.; Härdle, W.
13
2006
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
12
2007
Second order effects in semiparametric weighted least squares regression. Zbl 0669.62020
Carroll, Raymond J.; Härdle, Wolfgang
12
1989
Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh
12
2008
Multivariate and semiparametric kernel regression. Zbl 0979.62023
Härdle, Wolfgang; Müller, Marlene
12
2000
Fast and simple scatterplot smoothing. Zbl 0875.62015
Härdle, W.; Marron, J. S.
11
1995
Semiparametric single index versus fixed link function modelling. Zbl 0869.62033
Härdle, W.; Spokoiny, V.; Sperlich, S.
11
1997
Statistical methods for biostatistics and related fields. Zbl 1098.62572
11
2007
The implied market price of weather risk. Zbl 1372.91108
Härdle, Wolfgang Karl; Cabrera, Brenda López
11
2012
Dynamics of state price densities. Zbl 1429.62470
Härdle, Wolfgang; Hlávka, Zdeněk
11
2009
XploRe - application guide. Zbl 0963.62001
Härdle, Wolfgang; Hlávka, Zděnk; Klinke, Sigbert
11
2000
A consistent nonparametric test for causality in quantile. Zbl 1419.62102
Jeong, Kiho; Härdle, Wolfgang K.; Song, Song
11
2012
Network quantile autoregression. Zbl 1452.62688
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, Wolfgang Karl
11
2019
On the backfitting algorithm for additive regression models. Zbl 0764.62054
Härdle, W.; Hall, P.
10
1993
Search for significant variables in nonparametric additive regression. Zbl 0866.62016
Härdle, W.; Korostelev, A.
10
1996
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
Applied multivariate statistical analysis. 4th revised and updated ed. Zbl 1308.62002
Härdle, Wolfgang Karl; Simar, Léopold
10
2015
Applied quantitative finance. Theory and computational tools (e-book). Zbl 1058.91037
9
2002
Variable selection in Cox regression models with varying coefficients. Zbl 1432.62338
Honda, Toshio; Härdle, Wolfgang Karl
9
2014
Imputed quantile tensor regression for near-sited spatial-temporal data. Zbl 07710203
Liang, Jinwen; Härdle, Wolfgang Karl; Tian, Maozai
1
2023
Lasso-driven inference in time and space. Zbl 1475.62208
Chernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining
7
2021
Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk. Zbl 1485.91241
Chen, Shiyi; Härdle, Wolfgang K.; Wang, Li
1
2020
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid. Zbl 1505.62263
Lux, Marius; Härdle, Wolfgang Karl; Lessmann, Stefan
1
2020
Network quantile autoregression. Zbl 1452.62688
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, Wolfgang Karl
11
2019
Tail event driven networks of SIFIs. Zbl 1452.62749
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
7
2019
Principal component analysis in an asymmetric norm. Zbl 1418.62249
Tran, Ngoc M.; Burdejová, Petra; Osipenko, Maria; Härdle, Wolfgang K.
6
2019
Applied multivariate statistical analysis. 5th revised and updated edition. Zbl 1435.62005
Härdle, Wolfgang Karl; Simar, Léopold
4
2019
Dynamic semi-parametric factor model for functional expectiles. Zbl 1417.62163
Burdejová, Petra; Härdle, Wolfgang K.
3
2019
Spatial functional principal component analysis with applications to brain image data. Zbl 1415.62117
Li, Yingxing; Huang, Chen; Härdle, Wolfgang K.
3
2019
Statistics of financial markets. An introduction. 5th updated and revised edition. Zbl 1432.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
2
2019
Model-driven statistical arbitrage on LETF option markets. Zbl 1429.91326
Nasekin, S.; Härdle, W. K.
1
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
Dynamic credit default swap curves in a network topology. Zbl 1422.91748
Xu, Xiu; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
1
2019
Handbook of big data analytics. Zbl 1395.62001
7
2018
Functional principal component analysis for derivatives of multivariate curves. Zbl 1406.62063
Grith, Maria; Wagner, Heiko; Härdle, Wolfgang K.; Kneip, Alois
2
2018
Multivariate factorizable expectile regression with application to fMRI data. Zbl 1469.62034
Chao, Shih-Kang; Härdle, Wolfgang K.; Huang, Chen
2
2018
Risk related brain regions detection and individual risk classification with 3D image FPCA. Zbl 1408.62182
Chen, Ying; Härdle, Wolfgang K.; He, Qiang; Majer, Piotr
1
2018
Reference-dependent preferences and the empirical pricing kernel puzzle. Zbl 1402.91784
Grith, Maria; Härdle, Wolfgang K.; Krätschmer, Volker
3
2017
Statistical inference for generalized additive partially linear models. Zbl 1403.62062
Liu, Rong; Härdle, Wolfgang K.; Zhang, Guoyi
2
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
Company rating with support vector machines. Zbl 1362.62201
Moro, Russ A.; Härdle, Wolfgang K.; Schäfer, Dorothea
1
2017
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. With discussion and authors’ reply. Zbl 1414.62038
Ehm, Werner; Gneiting, Tilmann; Jordan, Alexander; Krüger, Fabian
43
2016
TENET: tail-event driven network risk. Zbl 1420.62443
Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining
24
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.
17
2016
An extended single-index model with missing response at random. Zbl 1373.62163
Wang, Qihua; Zhang, Tao; Härdle, Wolfgang Karl
3
2016
A semiparametric factor model for CDO surfaces dynamics. Zbl 1381.62268
Choroś-Tomczyk, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
3
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
10
2015
Functional data analysis of generalized regression quantiles. Zbl 1331.62031
Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Härdle, Wolfgang Karl
7
2015
Hidden Markov structures for dynamic copulae. Zbl 1441.62723
Härdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining
7
2015
Statistics of financial markets. An introduction. 4th revised and updated ed. Zbl 1305.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
4
2015
COPICA – independent component analysis via copula techniques. Zbl 1331.65027
Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang K.; Huang, Shih-Feng
3
2015
Common factors in credit defaults swap markets. Zbl 1342.65026
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
3
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.
2
2015
Ladislaus von Bortkiewicz – statistician, economist and a European intellectual. Zbl 1528.01010
Härdle, Wolfgang Karl; Vogt, Annette B.
2
2015
Multivariate statistics. Exercises and solutions. 2nd ed. Zbl 1323.00006
Härdle, Wolfgang Karl; Hlávka, Zdeněk
1
2015
State price densities implied from weather derivatives. Zbl 1348.62238
Härdle, Wolfgang Karl; López-Cabrera, Brenda; Teng, Huei-Wen
1
2015
Mean volatility regressions. Zbl 1349.62135
Lin, Lu; Li, Feng; Zhu, Lixing; Hardle, Wolfgang Karl
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.
31
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
23
2014
Variable selection in Cox regression models with varying coefficients. Zbl 1432.62338
Honda, Toshio; Härdle, Wolfgang Karl
9
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.
7
2014
Testing monotonicity of pricing kernels. Zbl 1443.62350
Golubev, Yuri; Härdle, Wolfgang K.; Timofeev, Roman
6
2014
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series. Zbl 1521.62173
Song, Song; Härdle, Wolfgang K.; Ritov, Ya’acov
6
2014
TVICA – time varying independent component analysis and its application to financial data. Zbl 1506.62039
Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K.
3
2014
Copula dynamics in CDOs. Zbl 1402.91765
Choroś-Tomczyk, Barbara; Härdle, Wolfgang Karl; Overbeck, Ludger
1
2014
Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005
29
2013
Oracally efficient two-step estimation of generalized additive model. Zbl 06195965
Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
22
2013
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
15
2013
Dynamic structured copula models. Zbl 1279.62185
Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
3
2013
Variance swap dynamics. Zbl 1281.91159
Detlefsen, K.; Härdle, W. K.
1
2013
Bayesian networks for sex-related homicides: structure learning and prediction. Zbl 1514.62880
Stahlschmidt, Stephan; Tausendteufel, Helmut; Härdle, Wolfgang 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
38
2012
Handbook of computational statistics. Concepts and methods. 2nd revised and updated ed. Zbl 1243.62001
24
2012
Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032
Härdle, Wolfgang Karl; Simar, Léopold
23
2012
Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035
Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K.
13
2012
The implied market price of weather risk. Zbl 1372.91108
Härdle, Wolfgang Karl; Cabrera, Brenda López
11
2012
A consistent nonparametric test for causality in quantile. Zbl 1419.62102
Jeong, Kiho; Härdle, Wolfgang K.; Song, Song
11
2012
Simultaneous confidence bands for expectile functions. Zbl 1443.62081
Guo, Mengmeng; Härdle, Wolfgang Karl
6
2012
Handbook of computational finance. Zbl 1259.91001
4
2012
Nonparametric estimation of risk-neutral densities. Zbl 1229.91356
Grith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie
2
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
106
2011
Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100
15
2011
Modeling default risk with support vector machines. Zbl 1210.91148
Chen, Shiyi; Härdle, W. K.; Moro, R. A.
6
2011
Statistics of financial markets. An introduction. 3rd ed. Zbl 1211.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
2
2011
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
75
2010
Localized realized volatility modeling. Zbl 1388.62305
Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta
17
2010
Confidence bands in quantile regression. Zbl 1294.62145
Härdle, Wolfgang K.; Song, Song
15
2010
De copulis non est disputandum. Copulae: an overview. Zbl 1443.62134
Härdle, Wolfgang Karl; Okhrin, Ostap
8
2010
The Bayesian additive classification tree applied to credit risk modelling. Zbl 1464.62196
Zhang, Junni L.; Härdle, Wolfgang K.
6
2010
Forecasting volatility with support vector machine-based GARCH model. Zbl 1205.91172
Chen, Shiyi; Härdle, Wolfgang K.; Jeong, Kiho
4
2010
Statistics of financial markets. Exercises and solutions. Zbl 1282.00005
Borak, Szymon; Härdle, Wolfgang Karl; López Cabrera, Brenda
1
2010
Common functional principal components. Zbl 1169.62057
Benko, Michal; Härdle, Wolfgang; Kneip, Alois
79
2009
Time series modelling with semiparametric factor dynamics. Zbl 1388.62264
Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon
25
2009
Dynamics of state price densities. Zbl 1429.62470
Härdle, Wolfgang; Hlávka, Zdeněk
11
2009
A generalized ARFIMA process with Markov-switching fractional differencing parameter. Zbl 1186.62111
Tsay, Wen-Jen; Härdle, Wolfgang Karl
6
2009
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484
Čížek, P.; Härdle, W.; Spokoiny, V.
6
2009
Modeling dependencies with copulae. 2nd ed. Zbl 1258.91224
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema
2
2009
Applied quantitative finance. 2nd ed. Zbl 1145.91005
2
2009
Measuring and modeling risk using high-frequency data. 2nd ed. Zbl 1307.91195
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta
1
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
Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh
12
2008
Handbook of data visualization. Zbl 1187.68001
8
2008
Statistics of financial markets. An introduction. 2n ed. Zbl 1146.91001
Franke, Jürgen; Härdle, Wolfgang K.; Hafner, Christian M.
5
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
Smoothed L-estimation of regression function. Zbl 1452.62279
Čížek, P.; Tamine, J.; Härdle, W.
2
2008
Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057
Härdle, Wolfgang; Simar, Léopold
26
2007
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
12
2007
Statistical methods for biostatistics and related fields. Zbl 1098.62572
11
2007
Portfolio value at risk based on independent component analysis. Zbl 1117.91379
Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir
7
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
161
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
27
2006
Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130
Yatchew, Adonis; Härdle, Wolfgang
24
2006
Robust estimation of dimension reduction space. Zbl 1157.62382
Čížek, P.; Härdle, W.
13
2006
...and 109 more Documents
all top 5

Cited by 4,944 Authors

93 Härdle, Wolfgang Karl
79 Zhu, Lixing
55 Vieu, Philippe
55 Zhang, Jun
48 Liang, Hua
44 Zhang, Riquan
41 Huang, Zhensheng
41 You, Jinhong
37 Dette, Holger
37 González-Manteiga, Wenceslao
37 Xue, Liugen
37 Yang, Lijian
36 Van Keilegom, Ingrid
33 Boente, Graciela
32 Wang, Qihua
31 Lian, Heng
30 Laksaci, Ali
30 Linton, Oliver Bruce
29 Bouzebda, Salim
29 Liang, Hanying
28 Li, Gaorong
26 Lin, Lu
26 Park, Byeong Uk
25 Hall, Peter Gavin
25 Li, Qi
25 Roozbeh, Mahdi
25 Sperlich, Stefan
23 Durante, Fabrizio
23 Fan, Jianqing
23 Gao, Jiti
23 Ould-Saïd, Elias
23 Yang, Hu
22 Chesneau, Christophe
22 Mammen, Enno
21 Girard, Stéphane
20 Cui, Hengjian
20 Fan, Guoliang
20 Fernández-Sánchez, Juan
20 Neumeyer, Natalie
20 Politis, Dimitris Nicolas
19 Aneiros-Pérez, Germán
19 Gai, Yujie
19 Xu, Wangli
19 Zhou, Yong
18 Guo, Xu
17 Chen, Gemai
17 Sun, Zhihua
17 Wang, Li
16 Lu, Xuewen
16 Rodríguez-Póo, Juan Manuel
15 Chen, Songxi
15 Paparoditis, Efstathios
15 Vilar Fernandez, Juan Manuel
15 Wang, Suojin
14 Cui, Xia
14 Feng, Zhenghui
14 Jiang, Rong
14 Kauermann, Goran
14 Li, Runze
14 Su, Liangjun
14 Tsybakov, Alexandre B.
14 Zhu, Liping
13 Horowitz, Joel Lawrence
13 Kim, Taeyoon
13 Kreiß, Jens-Peter
13 Li, Degui
13 Li, Linyuan
13 Ling, Nengxiang
13 Spokoĭnyĭ, Vladimir Grigor’evich
13 Zhou, Xingcai
12 Doosti, Hassan
12 Feng, Sanying
12 Lin, Jinguan
12 Marron, James Stephen
12 Patilea, Valentin
12 Qin, Yongsong
12 Quintela-Del-Río, Alejandro
12 Tran, Lanh Tat
12 Xia, Yingcun
12 Yang, Yiping
12 Zhou, Xian
12 Zhou, Zhangong
11 Arashi, Mohammad
11 Cai, Zongwu
11 Cao, Ricardo
11 Carroll, Raymond James
11 de Uña-Álvarez, Jacobo
11 Escanciano, Juan Carlos
11 Ferraty, Frédéric
11 Francisco-Fernandez, Mario
11 Hidalgo, Javier
11 Hu, Xuemei
11 Jaworski, Piotr
11 Koul, Hira Lal
11 Lin, Bingqing
11 Liu, Youming
11 Lv, Jing
11 Ma, Yanyuan
11 Qian, Weimin
11 Rachdi, Mustapha
...and 4,844 more Authors
all top 5

Cited in 359 Serials

281 Journal of Multivariate Analysis
262 Computational Statistics and Data Analysis
236 Journal of Econometrics
233 Journal of Statistical Planning and Inference
223 The Annals of Statistics
221 Communications in Statistics. Theory and Methods
187 Journal of Nonparametric Statistics
174 Statistics & Probability Letters
93 Communications in Statistics. Simulation and Computation
91 Annals of the Institute of Statistical Mathematics
91 Electronic Journal of Statistics
80 Computational Statistics
79 Journal of Statistical Computation and Simulation
71 Test
71 Econometric Theory
66 Statistics
63 Bernoulli
61 Statistical Papers
59 Scandinavian Journal of Statistics
59 Econometric Reviews
52 Journal of Applied Statistics
49 Journal of the Korean Statistical Society
47 The Canadian Journal of Statistics
43 Acta Mathematicae Applicatae Sinica. English Series
41 Metrika
39 Journal of the American Statistical Association
35 Quantitative Finance
34 Journal of Time Series Analysis
32 Journal of Systems Science and Complexity
31 Statistics and Computing
30 Statistica Sinica
29 Biometrics
29 Economics Letters
28 Comptes Rendus. Mathématique. Académie des Sciences, Paris
27 AStA. Advances in Statistical Analysis
25 Science China. Mathematics
24 Stochastic Processes and their Applications
23 Journal of Computational and Applied Mathematics
23 The Annals of Applied Statistics
21 European Journal of Operational Research
19 Journal of Inequalities and Applications
17 Applied Mathematics and Computation
17 Statistical Science
16 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
16 Statistical Methodology
14 Statistica Neerlandica
14 Insurance Mathematics & Economics
14 Journal of Economic Dynamics & Control
14 Statistical Modelling
13 Physica A
13 Mathematical Methods of Statistics
13 Australian & New Zealand Journal of Statistics
13 Statistical Inference for Stochastic Processes
13 Statistical Methods and Applications
13 Journal of Statistical Theory and Practice
12 Probability Theory and Related Fields
11 Science in China. Series A
11 Journal of the Royal Statistical Society. Series B. Statistical Methodology
11 Brazilian Journal of Probability and Statistics
11 International Journal of Wavelets, Multiresolution and Information Processing
11 Sankhyā. Series A
10 International Statistical Review
10 Annals of Operations Research
10 Journal of Machine Learning Research (JMLR)
10 Computational Management Science
9 Biometrical Journal
9 Fuzzy Sets and Systems
9 Kybernetika
9 Automation and Remote Control
9 Studies in Nonlinear Dynamics and Econometrics
9 Journal of Computational and Graphical Statistics
9 Dependence Modeling
8 Methodology and Computing in Applied Probability
8 Journal of Forecasting
8 Journal of Probability and Statistics
7 Psychometrika
7 Automatica
7 Information Sciences
7 Journal of Mathematical Economics
7 Mathematics and Computers in Simulation
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 Lifetime Data Analysis
7 The Econometrics Journal
7 Discrete Dynamics in Nature and Society
7 Acta Mathematica Sinica. English Series
7 Advances in Data Analysis and Classification. ADAC
7 Journal of Agricultural, Biological, and Environmental Statistics
7 Statistical Theory and Related Fields
6 The American Statistician
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 International Journal of Theoretical and Applied Finance
6 Applied Stochastic Models in Business and Industry
6 ASTIN Bulletin
6 Statistics Surveys
6 Statistics & Risk Modeling
5 International Journal of Systems Science
5 Metron
5 Results in Mathematics
5 Mathematical and Computer Modelling
5 Neural Computation
...and 259 more Serials
all top 5

Cited in 45 Fields

4,142 Statistics (62-XX)
596 Numerical analysis (65-XX)
363 Probability theory and stochastic processes (60-XX)
360 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
134 Harmonic analysis on Euclidean spaces (42-XX)
105 Computer science (68-XX)
66 Operations research, mathematical programming (90-XX)
56 Biology and other natural sciences (92-XX)
51 Systems theory; control (93-XX)
37 Information and communication theory, circuits (94-XX)
25 Approximations and expansions (41-XX)
24 Functional analysis (46-XX)
17 Geophysics (86-XX)
14 Partial differential equations (35-XX)
13 Statistical mechanics, structure of matter (82-XX)
11 General and overarching topics; collections (00-XX)
10 Dynamical systems and ergodic theory (37-XX)
8 Linear and multilinear algebra; matrix theory (15-XX)
7 Ordinary differential equations (34-XX)
7 Operator theory (47-XX)
6 Combinatorics (05-XX)
6 Measure and integration (28-XX)
6 Integral equations (45-XX)
6 Fluid mechanics (76-XX)
5 Integral transforms, operational calculus (44-XX)
5 Mechanics of deformable solids (74-XX)
4 History and biography (01-XX)
4 Functions of a complex variable (30-XX)
4 Astronomy and astrophysics (85-XX)
3 Number theory (11-XX)
3 Real functions (26-XX)
3 Special functions (33-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Quantum theory (81-XX)
3 Mathematics education (97-XX)
2 Mathematical logic and foundations (03-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Differential geometry (53-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Nonassociative rings and algebras (17-XX)
1 Difference and functional equations (39-XX)
1 Abstract harmonic analysis (43-XX)
1 Convex and discrete geometry (52-XX)
1 General topology (54-XX)
1 Relativity and gravitational theory (83-XX)

Citations by Year

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.