Edit Profile (opens in new tab) Härdle, Wolfgang Karl Compute Distance To: Compute Author ID: hardle.wolfgang-karl Published as: Härdle, Wolfgang; Härdle, Wolfgang Karl; Härdle, Wolfgang K.; Härdle, W.; Härdle, W. K.; Hardle, Wolfgang Karl more...less Homepage: https://www.wiwi.hu-berlin.de/de/professuren/quantitativ/statistik/members/perso... External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 229 Publications since 1984, including 30 Books 21 Contributions as Editor · 1 Further Contribution Co-Authors: 191 Co-Authors with 237 Joint Publications 4,303 Co-Co-Authors 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 Spokoiny, Vladimir G. 6 Chen, Ying 6 Hall, Peter Gavin 6 Kleinow, Torsten 6 Müller, Marlene 6 Okhrin, Ostap 6 Song, Song 5 Chen, Shiyi 5 Čížek, Pavel 5 Gentle, James E. 5 Hlávka, Zdeněk 5 Liang, Hua 5 Ritov, Ya’acov 4 Chao, Shih-Kang 4 Fengler, Matthias R. 4 Golubev, Yuriĭ K. 4 Horowitz, Joel L. 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 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 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 Casarin, Roberto 1 Chen, Chun-Houh 1 Chen, Xiaohong 1 Cheng, Guang 1 Christensen, H. M. 1 Chua, Wee Song 1 Critchley, Frank 1 Cui, Xia 1 Dai, Xianhua 1 Dawid, Philip 1 de Carvalho, Miguel 1 Delecroix, Michel 1 Demetrescu, Matei ...and 134 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 10 Journal of Econometrics 8 Journal of Statistical Planning and Inference 8 Computational Statistics and Data Analysis 8 Quantitative Finance 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 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 The Econometrics Journal 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 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 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 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 Derivatives Research 1 Review of Finance 1 Econometric Society Monographs 1 Springer Texts in Statistics 1 Contributions to Statistics all top 5 Fields 229 Statistics (62-XX) 76 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Numerical analysis (65-XX) 22 General and overarching topics; collections (00-XX) 17 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) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 190 Publications have been cited 5,432 times in 3,721 Documents Cited by ▼ Year ▼ Applied nonparametric regression. Zbl 0714.62030Härdle, Wolfgang 440 1990 Comparing nonparametric versus parametric regression fits. Zbl 0795.62036Härdle, W.; Mammen, E. 415 1993 Optimal smoothing in single-index models. Zbl 0770.62049Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko 301 1993 Investigating smooth multiple regression by the method of average derivatives. Zbl 0703.62052Härdle, Wolfgang; Stoker, Thomas M. 227 1989 Wavelets, approximation, and statistical applications. Zbl 0899.62002Härdle, Wolfgang; Kerkyacharian, Gerard; Picard, Dominique; Tsybakov, Alexander 202 1998 Estimation in a semiparametric partially linear errors-in-variables model. Zbl 0977.62036Liang, Hua; Härdle, Wolfgang; Carroll, Raymond J. 198 1999 Optimal bandwidth selection in nonparametric regression function estimation. Zbl 0594.62043Härdle, Wolfgang; Marron, James Stephen 148 1985 Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050Xia, Yingcun; Härdle, Wolfgang 144 2006 Nonparametric and semiparametric models. Zbl 1059.62032Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel 136 2004 Semiparametric regression analysis with missing response at random. Zbl 1117.62441Wang, Qihua; Linton, Oliver; Härdle, Wolfgang 132 2004 How far are automatically chosen regression smoothing parameters from their optimum? Zbl 0644.62048Härdle, Wolfgang; Hall, Peter; Marron, J. S. 127 1988 Partially linear models. Zbl 0968.62006Härdle, Wolfgang; Liang, Hua; Gao, Jiti 113 2000 Nonparametric curve estimation from time series. Zbl 0697.62038Györfi, Lázló; Härdle, Wolfgang; Sarda, Pascal; Vieu, Philippe 100 1989 The EFM approach for single-index models. Zbl 1221.62062Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing 91 2011 Bootstrap simultaneous error bars for nonparametric regression. Zbl 0725.62037Härdle, W.; Marron, J. S. 89 1991 Local polynomial estimators of the volatility function in nonparametric autoregression. Zbl 0904.62047Härdle, W.; Tsybakov, A. 87 1997 Direct estimation of low-dimensional components in additive models. Zbl 1073.62527Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno 84 1998 Direct semiparametric estimation of single-index models with discrete covariates. Zbl 0881.62037Horowitz, Joel L.; Härdle, Wolfgang 80 1996 Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127Collomb, Gérard; Härdle, Wolfgang 79 1986 Smoothing techniques. With implementation in S. Zbl 0716.62040Härdle, Wolfgang 73 1991 Semiparametric comparison of regression curves. Zbl 0703.62053Härdle, W.; Marron, J. S. 69 1990 Common functional principal components. Zbl 1169.62057Benko, Michal; Härdle, Wolfgang; Kneip, Alois 69 2009 On bootstrapping kernel spectral estimates. Zbl 0757.62048Franke, Jürgen; Härdle, W. 63 1992 Kernel regression smoothing of time series. Zbl 0759.62016Härdle, Wolfgang; Vieu, Philippe 60 1992 Asymptotic maximal deviation of M-smoothers. Zbl 0667.62028Härdle, Wolfgang 57 1989 Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. Zbl 0644.62047Härdle, Wolfgang; Bowman, Adrian W. 57 1988 Strong uniform consistency rates for estimators of conditional functionals. Zbl 0672.62050Härdle, W.; Janssen, P.; Serfling, R. 53 1988 Estimation of additive regression models with known links. Zbl 0866.62017Linton, O. B.; Härdle, W. 53 1996 A note on prediction via estimation of the conditional mode function. Zbl 0614.62045Collomb, G.; Härdle, W.; Hassani, S. 48 1987 Estimation of non-sharp support boundaries. Zbl 0863.62030Härdle, W.; Park, B. U.; Tsybakov, A. B. 45 1995 On the use of nonparametric regression for model checking. Zbl 0663.62096Azzalini, A.; Bowman, A. W.; Härdle, W. 45 1989 Random approximations to some measures of accuracy in nonparametric curve estimation. Zbl 0608.62045Marron, James Stephen; Härdle, Wolfgang 44 1986 An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064Chen, Song Xi; Härdle, Wolfgang; Li, Ming 43 2003 Bootstrap methods for time series. Zbl 1114.62347Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter 40 2003 Efficient estimation in conditional single-index regression. Zbl 1019.62035Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian 39 2003 Robust nonparametric regression with simultaneous scale curve estimation. Zbl 0668.62025Härdle, W.; Tsybakov, A. B. 37 1988 Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077 37 2010 Robust regression function estimation. Zbl 0538.62029Härdle, Wolfgang 36 1984 Testing parametric versus semiparametric modeling in generalized linear models. Zbl 1064.62543Härdle, Wolfgang; Mammen, Enno; Müller, Marlene 35 1998 Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan 35 2004 Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria 34 2012 Nonparametric vector autoregression. Zbl 0937.62042Härdle, W.; Tsybakov, A.; Yang, L. 32 1998 A review of nonparametric time series analysis. Zbl 0887.62043Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong 32 1997 Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. With discussion and authors’ reply. Zbl 1414.62038Ehm, Werner; Gneiting, Tilmann; Jordan, Alexander; Krüger, Fabian 32 2016 Robust non-parametric function fitting. Zbl 0543.62034Härdle, W.; Gasser, T. 32 1984 Regression smoothing parameters that are not far from their optimum. Zbl 0850.62352Härdle, W.; Hall, P.; Marron, J. S. 30 1992 Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. 29 1999 Bandwidth choice for average derivative estimation. Zbl 0781.62044Härdle, W.; Hart, J.; Marron, J. S.; Tsybakov, A. B. 27 1992 Uniform consistency of a class of regression function estimators. Zbl 0544.62037Härdle, W.; Luckhaus, S. 26 1984 How sensitive are average derivatives? Zbl 0772.62021Härdle, Wolfgang; Tsybakov, A. B. 25 1993 Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang 25 2006 Time series modelling with semiparametric factor dynamics. Zbl 1388.62264Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon 24 2009 Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang 24 1999 Smoothing by weighted averaging of rounded points. Zbl 0775.62096Härdle, W. K.; Scott, D. W. 22 1992 Bandwidth choice for density derivatives. Zbl 0699.62036Härdle, Wolfgang; Marron, J. S.; Wand, M. P. 22 1990 Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005 21 2013 Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130Yatchew, Adonis; Härdle, Wolfgang 21 2006 A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K. 20 2014 Applied multivariate statistical analysis. Zbl 1028.62039Härdle, Wolfgang; Simar, Léopold 19 2003 Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057Härdle, Wolfgang; Simar, Léopold 19 2007 Derivative estimation and testing in generalized additive models. Zbl 1015.62071Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang 18 2003 Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter 18 2000 Oracally efficient two-step estimation of generalized additive model. Zbl 06195965Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 17 2013 A simultaneous confidence corridor for varying coefficient regression with sparse functional data. Zbl 1312.62051Gu, Lijie; Wang, Li; Härdle, Wolfgang K.; Yang, Lijian 17 2014 Empirical evidence on the law of demand. Zbl 0729.91014Härdle, Wolfgang; Hildenbrand, Werner; Jerison, Michael 17 1991 Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032Härdle, Wolfgang Karl; Simar, Léopold 16 2012 Confidence bands in quantile regression. Zbl 1294.62145Härdle, Wolfgang K.; Song, Song 15 2010 TENET: tail-event driven network risk. Zbl 1420.62443Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining 15 2016 Localized realized volatility modeling. Zbl 1388.62305Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta 15 2010 The dynamics of implied volatilities: a common principal components approach. Zbl 1059.91038Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe 15 2003 Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. Zbl 1422.62155Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 14 2016 Statistical tools for finance and insurance. Zbl 1078.62112Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał 14 2005 On rubust kernel estimation of derivatives of regression functions. Zbl 0568.62041Härdle, Wolfgang; Gasser, Theo 14 1985 Large sample theory of the estimation of the error distribution for a semiparametric model. Zbl 0935.62048Liang, Hua; Härdle, Wolfgang 13 1999 Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K. 13 2012 Robust estimation of dimension reduction space. Zbl 1157.62382Čížek, P.; Härdle, W. 13 2006 Local quantile regression. Zbl 1279.62098Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl 12 2013 Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh 12 2008 Fast and simple scatterplot smoothing. Zbl 0875.62015Härdle, W.; Marron, J. S. 11 1995 Structural tests in additive regression. Zbl 1051.62036Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir 11 2001 The implied market price of weather risk. Zbl 1372.91108Härdle, Wolfgang Karl; Cabrera, Brenda López 10 2012 Dynamics of state price densities. Zbl 1429.62470Härdle, Wolfgang; Hlávka, Zdeněk 10 2009 Handbook of computational statistics. Concepts and methods. Zbl 1066.62001 10 2004 XploRe - application guide. Zbl 0963.62001Härdle, Wolfgang; Hlávka, Zděnk; Klinke, Sigbert 10 2000 Second order effects in semiparametric weighted least squares regression. Zbl 0669.62020Carroll, Raymond J.; Härdle, Wolfgang 10 1989 A consistent nonparametric test for causality in quantile. Zbl 1419.62102Jeong, Kiho; Härdle, Wolfgang K.; Song, Song 10 2012 Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100 10 2011 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 On the backfitting algorithm for additive regression models. Zbl 0764.62054Härdle, W.; Hall, P. 9 1993 Search for significant variables in nonparametric additive regression. Zbl 0866.62016Härdle, W.; Korostelev, A. 9 1996 Semiparametric single index versus fixed link function modelling. Zbl 0869.62033Härdle, W.; Spokoiny, V.; Sperlich, S. 9 1997 Estimation in an additive model when the components are linked parametrically. Zbl 1109.62309Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno 8 2002 Bootstrap approximation in a partially linear regression model. Zbl 0965.62034Liang, Hua; Härdle, Wolfgang; Sommerfeld, Volker 8 2000 On extracting information implied in options. Zbl 1199.62030Benko, M.; Fengler, M.; Härdle, W.; Kopa, M. 8 2007 A law of the iterated logarithm for nonparametric regression function estimators. Zbl 0591.62030Härdle, Wolfgang 8 1984 Resistant smoothing using the fast Fourier transform (Algorithm AS 222). Zbl 0613.62053Härdle, W. 7 1987 Portfolio value at risk based on independent component analysis. Zbl 1117.91379Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir 7 2007 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. 7 2014 XploRe: an interactive statistical computing environment. Zbl 0826.62001Härdle, W.; Klinke, S.; Turlach, B. A. 6 1995 Lasso-driven inference in time and space. Zbl 1475.62208Chernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining 3 2021 Network quantile autoregression. Zbl 1452.62688Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, Wolfgang Karl 6 2019 Tail event driven networks of SIFIs. Zbl 1452.62749Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema 6 2019 Principal component analysis in an asymmetric norm. Zbl 1418.62249Tran, Ngoc M.; Burdejová, Petra; Osipenko, Maria; Härdle, Wolfgang K. 3 2019 Dynamic semi-parametric factor model for functional expectiles. Zbl 1417.62163Burdejová, Petra; Härdle, Wolfgang K. 2 2019 Spatial functional principal component analysis with applications to brain image data. Zbl 1415.62117Li, Yingxing; Huang, Chen; Härdle, Wolfgang K. 1 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 Statistics of financial markets. An introduction. 5th updated and revised edition. Zbl 1432.91001Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias 1 2019 Multivariate factorizable expectile regression with application to fMRI data. Zbl 1469.62034Chao, Shih-Kang; Härdle, Wolfgang K.; Huang, Chen 2 2018 Functional principal component analysis for derivatives of multivariate curves. Zbl 1406.62063Grith, Maria; Wagner, Heiko; Härdle, Wolfgang K.; Kneip, Alois 1 2018 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 Statistical inference for generalized additive partially linear models. Zbl 1403.62062Liu, Rong; Härdle, Wolfgang K.; Zhang, Guoyi 1 2017 Reference-dependent preferences and the empirical pricing kernel puzzle. Zbl 1402.91784Grith, Maria; Härdle, Wolfgang K.; Krätschmer, Volker 1 2017 Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. With discussion and authors’ reply. Zbl 1414.62038Ehm, Werner; Gneiting, Tilmann; Jordan, Alexander; Krüger, Fabian 32 2016 TENET: tail-event driven network risk. Zbl 1420.62443Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining 15 2016 Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. Zbl 1422.62155Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 14 2016 An extended single-index model with missing response at random. Zbl 1373.62163Wang, Qihua; Zhang, Tao; Härdle, Wolfgang Karl 3 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 6 2015 Functional data analysis of generalized regression quantiles. Zbl 1331.62031Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Härdle, Wolfgang Karl 6 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 Mean volatility regressions. Zbl 1349.62135Lin, Lu; Li, Feng; Zhu, Lixing; Hardle, Wolfgang Karl 1 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 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 Hidden Markov structures for dynamic copulae. Zbl 1441.62723Härdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining 1 2015 COPICA – independent component analysis via copula techniques. Zbl 1331.65027Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang K.; Huang, Shih-Feng 1 2015 A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K. 20 2014 A simultaneous confidence corridor for varying coefficient regression with sparse functional data. Zbl 1312.62051Gu, Lijie; Wang, Li; Härdle, Wolfgang K.; Yang, Lijian 17 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. 7 2014 Variable selection in Cox regression models with varying coefficients. Zbl 1432.62338Honda, Toshio; Härdle, Wolfgang Karl 5 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. 3 2014 Copula dynamics in CDOs. Zbl 1402.91765Choroś-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 21 2013 Oracally efficient two-step estimation of generalized additive model. Zbl 06195965Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. 17 2013 Local quantile regression. Zbl 1279.62098Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl 12 2013 Dynamic structured copula models. Zbl 1279.62185Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema 2 2013 Statistics of financial markets. Exercises and solutions. 2nd updated ed. Zbl 1284.62007Borak, Szymon; Härdle, Wolfgang Karl; López-Cabrera, Brenda 1 2013 Variance swap dynamics. Zbl 1281.91159Detlefsen, K.; Härdle, W. K. 1 2013 Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria 34 2012 Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032Härdle, Wolfgang Karl; Simar, Léopold 16 2012 Bootstrap confidence bands and partial linear quantile regression. Zbl 1236.62035Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K. 13 2012 The implied market price of weather risk. Zbl 1372.91108Härdle, Wolfgang Karl; Cabrera, Brenda López 10 2012 A consistent nonparametric test for causality in quantile. Zbl 1419.62102Jeong, Kiho; Härdle, Wolfgang K.; Song, Song 10 2012 Simultaneous confidence bands for expectile functions. Zbl 1443.62081Guo, Mengmeng; Härdle, Wolfgang Karl 6 2012 Handbook of computational statistics. Concepts and methods. 2nd revised and updated ed. Zbl 1243.62001 5 2012 Handbook of computational finance. Zbl 1259.91001 2 2012 Volatility investing with variance swaps. Zbl 1229.91309Härdle, Wolfgang Karl; Silyakova, Elena 1 2012 Nonparametric estimation of risk-neutral densities. Zbl 1229.91356Grith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie 1 2012 The EFM approach for single-index models. Zbl 1221.62062Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing 91 2011 Statistical tools for finance and insurance. 2nd revised ed. Zbl 1258.62100 10 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 1194.62077 37 2010 Confidence bands in quantile regression. Zbl 1294.62145Härdle, Wolfgang K.; Song, Song 15 2010 Localized realized volatility modeling. Zbl 1388.62305Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta 15 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 The Bayesian additive classification tree applied to credit risk modelling. Zbl 1464.62196Zhang, Junni L.; Härdle, Wolfgang K. 3 2010 Statistics of financial markets. Exercises and solutions. Zbl 1282.00005Borak, Szymon; Härdle, Wolfgang Karl; López Cabrera, Brenda 1 2010 Common functional principal components. Zbl 1169.62057Benko, Michal; Härdle, Wolfgang; Kneip, Alois 69 2009 Time series modelling with semiparametric factor dynamics. Zbl 1388.62264Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon 24 2009 Dynamics of state price densities. Zbl 1429.62470Härdle, Wolfgang; Hlávka, Zdeněk 10 2009 Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484Čížek, P.; Härdle, W.; Spokoiny, V. 6 2009 A generalized ARFIMA process with Markov-switching fractional differencing parameter. Zbl 1186.62111Tsay, Wen-Jen; Härdle, Wolfgang Karl 3 2009 Applied quantitative finance. 2nd ed. Zbl 1145.91005 2 2009 Modeling dependencies with copulae. 2nd ed. Zbl 1258.91224Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema 1 2009 Measuring and modeling risk using high-frequency data. 2nd ed. Zbl 1307.91195Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta 1 2009 Time dependent relative risk aversion. Zbl 1154.91503Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang K. 1 2009 Dynamic semiparametric factor models in risk neutral density estimation. Zbl 1331.62216Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker 1 2009 Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh 12 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 Handbook of data visualization. Zbl 1187.68001 1 2008 Smoothed L-estimation of regression function. Zbl 1452.62279Čížek, P.; Tamine, J.; Härdle, W. 1 2008 Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057Härdle, Wolfgang; Simar, Léopold 19 2007 On extracting information implied in options. Zbl 1199.62030Benko, M.; Fengler, M.; Härdle, W.; Kopa, M. 8 2007 Portfolio value at risk based on independent component analysis. Zbl 1117.91379Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir 7 2007 Statistical methods for biostatistics and related fields. Zbl 1098.62572 4 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 144 2006 Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang 25 2006 Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130Yatchew, Adonis; Härdle, Wolfgang 21 2006 Robust estimation of dimension reduction space. Zbl 1157.62382Čížek, P.; Härdle, W. 13 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 2 2006 Statistical tools for finance and insurance. Zbl 1078.62112Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał 14 2005 Nonparametric and semiparametric models. Zbl 1059.62032Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel 136 2004 Semiparametric regression analysis with missing response at random. Zbl 1117.62441Wang, Qihua; Linton, Oliver; Härdle, Wolfgang 132 2004 Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan 35 2004 Handbook of computational statistics. Concepts and methods. Zbl 1066.62001 10 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 An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064Chen, Song Xi; Härdle, Wolfgang; Li, Ming 43 2003 Bootstrap methods for time series. Zbl 1114.62347Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter 40 2003 Efficient estimation in conditional single-index regression. Zbl 1019.62035Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian 39 2003 Applied multivariate statistical analysis. Zbl 1028.62039Härdle, Wolfgang; Simar, Léopold 19 2003 Derivative estimation and testing in generalized additive models. Zbl 1015.62071Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang 18 2003 ...and 90 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,966 Authors 83 Härdle, Wolfgang Karl 74 Zhu, Lixing 49 Vieu, Philippe 45 Liang, Hua 44 Zhang, Jun 39 Zhang, Riquan 37 González-Manteiga, Wenceslao 37 Huang, Zhensheng 37 You, Jinhong 35 Van Keilegom, Ingrid 34 Dette, Holger 34 Xue, Liugen 34 Yang, Lijian 30 Boente, Graciela 30 Wang, Qihua 29 Linton, Oliver Bruce 26 Laksaci, Ali 26 Lian, Heng 26 Liang, Hanying 25 Hall, Peter Gavin 25 Park, Byeong Uk 24 Sperlich, Stefan 23 Li, Gaorong 23 Lin, Lu 23 Ould-Saïd, Elias 22 Li, Qi 22 Roozbeh, Mahdi 21 Yang, Hu 20 Mammen, Enno 20 Neumeyer, Natalie 19 Cui, Hengjian 19 Fan, Jianqing 19 Girard, Stéphane 18 Gao, Jiti 18 Politis, Dimitris Nicolas 17 Bouzebda, Salim 17 Guo, Xu 17 Xu, Wangli 17 Zhou, Yong 16 Durante, Fabrizio 16 Fan, Guoliang 16 Sun, Zhihua 16 Wang, Li 15 Chen, Gemai 15 Gai, Yujie 15 Lu, Xuewen 14 Aneiros-Pérez, Germán 14 Chen, Songxi 14 Chesneau, Christophe 14 Feng, Zhenghui 14 Paparoditis, Efstathios 14 Rodríguez-Póo, Juan Manuel 14 Tsybakov, Alexandre B. 14 Vilar Fernandez, Juan Manuel 13 Fernández-Sánchez, Juan 13 Horowitz, Joel L. 13 Kauermann, Goran 13 Kreiß, Jens-Peter 13 Su, Liangjun 12 Cui, Xia 12 Jiang, Rong 12 Kim, Taeyoon 12 Li, Degui 12 Marron, James Stephen 12 Patilea, Valentin 12 Quintela-Del-Río, Alejandro 12 Spokoiny, Vladimir G. 12 Wang, Suojin 12 Xia, Yingcun 11 Cai, Zongwu 11 Carroll, Raymond James 11 Escanciano, Juan Carlos 11 Feng, Sanying 11 Ferraty, Frédéric 11 Francisco-Fernandez, Mario 11 Hidalgo, Javier 11 Hu, Xuemei 11 Li, Linyuan 11 Li, Runze 11 Qin, Yongsong 11 Tjøstheim, Dag B. 11 Yang, Yiping 11 Zhao, Weihua 11 Zhou, Xian 11 Zhou, Xiao-Hua Andrew 11 Zhou, Zhangong 10 Bianco, Ana M. 10 de Uña-Álvarez, Jacobo 10 Fan, Yanqin 10 Guo, Chaohui 10 Hart, Jeffrey D. 10 Lai, Peng 10 Lin, Jinguan 10 Ling, Nengxiang 10 Lu, Zudi 10 Lv, Jing 10 Rachdi, Mustapha 10 Simar, Léopold 10 Tran, Lanh Tat 10 Wei, Chuanhua ...and 3,866 more Authors all top 5 Cited in 304 Serials 254 Journal of Multivariate Analysis 221 Computational Statistics and Data Analysis 215 The Annals of Statistics 214 Journal of Econometrics 206 Journal of Statistical Planning and Inference 195 Communications in Statistics. 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