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Härdle, Wolfgang Karl

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Author ID: hardle.wolfgang-karl Recent zbMATH articles by "Härdle, Wolfgang Karl"
Published as: Härdle, Wolfgang; Härdle, Wolfgang Karl; Härdle, Wolfgang K.; Härdle, W.; Härdle, W. K.; Hardle, Wolfgang Karl
Homepage: https://www.wiwi.hu-berlin.de/de/professuren/quantitativ/statistik/members/perso...
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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
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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

Publications by Year

Citations contained in zbMATH Open

190 Publications have been cited 5,432 times in 3,721 Documents Cited by Year
Applied nonparametric regression. Zbl 0714.62030
Härdle, Wolfgang
440
1990
Comparing nonparametric versus parametric regression fits. Zbl 0795.62036
Härdle, W.; Mammen, E.
415
1993
Optimal smoothing in single-index models. Zbl 0770.62049
Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko
301
1993
Investigating smooth multiple regression by the method of average derivatives. Zbl 0703.62052
Härdle, Wolfgang; Stoker, Thomas M.
227
1989
Wavelets, approximation, and statistical applications. Zbl 0899.62002
Härdle, Wolfgang; Kerkyacharian, Gerard; Picard, Dominique; Tsybakov, Alexander
202
1998
Estimation in a semiparametric partially linear errors-in-variables model. Zbl 0977.62036
Liang, Hua; Härdle, Wolfgang; Carroll, Raymond J.
198
1999
Optimal bandwidth selection in nonparametric regression function estimation. Zbl 0594.62043
Härdle, Wolfgang; Marron, James Stephen
148
1985
Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050
Xia, Yingcun; Härdle, Wolfgang
144
2006
Nonparametric and semiparametric models. Zbl 1059.62032
Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel
136
2004
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
132
2004
How far are automatically chosen regression smoothing parameters from their optimum? Zbl 0644.62048
Härdle, Wolfgang; Hall, Peter; Marron, J. S.
127
1988
Partially linear models. Zbl 0968.62006
Härdle, Wolfgang; Liang, Hua; Gao, Jiti
113
2000
Nonparametric curve estimation from time series. Zbl 0697.62038
Györfi, Lázló; Härdle, Wolfgang; Sarda, Pascal; Vieu, Philippe
100
1989
The EFM approach for single-index models. Zbl 1221.62062
Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing
91
2011
Bootstrap simultaneous error bars for nonparametric regression. Zbl 0725.62037
Härdle, W.; Marron, J. S.
89
1991
Local polynomial estimators of the volatility function in nonparametric autoregression. Zbl 0904.62047
Härdle, W.; Tsybakov, A.
87
1997
Direct estimation of low-dimensional components in additive models. Zbl 1073.62527
Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno
84
1998
Direct semiparametric estimation of single-index models with discrete covariates. Zbl 0881.62037
Horowitz, 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 0612.62127
Collomb, Gérard; Härdle, Wolfgang
79
1986
Smoothing techniques. With implementation in S. Zbl 0716.62040
Härdle, Wolfgang
73
1991
Semiparametric comparison of regression curves. Zbl 0703.62053
Härdle, W.; Marron, J. S.
69
1990
Common functional principal components. Zbl 1169.62057
Benko, Michal; Härdle, Wolfgang; Kneip, Alois
69
2009
On bootstrapping kernel spectral estimates. Zbl 0757.62048
Franke, Jürgen; Härdle, W.
63
1992
Kernel regression smoothing of time series. Zbl 0759.62016
Härdle, Wolfgang; Vieu, Philippe
60
1992
Asymptotic maximal deviation of M-smoothers. Zbl 0667.62028
Härdle, Wolfgang
57
1989
Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. Zbl 0644.62047
Härdle, Wolfgang; Bowman, Adrian W.
57
1988
Strong uniform consistency rates for estimators of conditional functionals. Zbl 0672.62050
Härdle, W.; Janssen, P.; Serfling, R.
53
1988
Estimation of additive regression models with known links. Zbl 0866.62017
Linton, O. B.; Härdle, W.
53
1996
A note on prediction via estimation of the conditional mode function. Zbl 0614.62045
Collomb, G.; Härdle, W.; Hassani, S.
48
1987
Estimation of non-sharp support boundaries. Zbl 0863.62030
Härdle, W.; Park, B. U.; Tsybakov, A. B.
45
1995
On the use of nonparametric regression for model checking. Zbl 0663.62096
Azzalini, A.; Bowman, A. W.; Härdle, W.
45
1989
Random approximations to some measures of accuracy in nonparametric curve estimation. Zbl 0608.62045
Marron, James Stephen; Härdle, Wolfgang
44
1986
An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064
Chen, Song Xi; Härdle, Wolfgang; Li, Ming
43
2003
Bootstrap methods for time series. Zbl 1114.62347
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter
40
2003
Efficient estimation in conditional single-index regression. Zbl 1019.62035
Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian
39
2003
Robust nonparametric regression with simultaneous scale curve estimation. Zbl 0668.62025
Härdle, 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 0538.62029
Härdle, Wolfgang
36
1984
Testing parametric versus semiparametric modeling in generalized linear models. Zbl 1064.62543
Härdle, Wolfgang; Mammen, Enno; Müller, Marlene
35
1998
Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; Sperlich, Stefan
35
2004
Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030
Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria
34
2012
Nonparametric vector autoregression. Zbl 0937.62042
Härdle, W.; Tsybakov, A.; Yang, L.
32
1998
A review of nonparametric time series analysis. Zbl 0887.62043
Härdle, 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 1414.62038
Ehm, Werner; Gneiting, Tilmann; Jordan, Alexander; Krüger, Fabian
32
2016
Robust non-parametric function fitting. Zbl 0543.62034
Härdle, W.; Gasser, T.
32
1984
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.
29
1999
Bandwidth choice for average derivative estimation. Zbl 0781.62044
Härdle, W.; Hart, J.; Marron, J. S.; Tsybakov, A. B.
27
1992
Uniform consistency of a class of regression function estimators. Zbl 0544.62037
Härdle, W.; Luckhaus, S.
26
1984
How sensitive are average derivatives? Zbl 0772.62021
Härdle, Wolfgang; Tsybakov, A. B.
25
1993
Estimation and testing for varying coefficients in additive models with marginal integration. Zbl 1120.62317
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang
25
2006
Time series modelling with semiparametric factor dynamics. Zbl 1388.62264
Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon
24
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
Smoothing by weighted averaging of rounded points. Zbl 0775.62096
Härdle, W. K.; Scott, D. W.
22
1992
Bandwidth choice for density derivatives. Zbl 0699.62036
Härdle, 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 1345.62130
Yatchew, Adonis; Härdle, Wolfgang
21
2006
A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K.
20
2014
Applied multivariate statistical analysis. Zbl 1028.62039
Härdle, Wolfgang; Simar, Léopold
19
2003
Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057
Härdle, Wolfgang; Simar, Léopold
19
2007
Derivative estimation and testing in generalized additive models. Zbl 1015.62071
Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang
18
2003
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. Zbl 0981.62035
Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; Schmidt, Peter
18
2000
Oracally efficient two-step estimation of generalized additive model. Zbl 06195965
Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
17
2013
A simultaneous confidence corridor for varying coefficient regression with sparse functional data. Zbl 1312.62051
Gu, Lijie; Wang, Li; Härdle, Wolfgang K.; Yang, Lijian
17
2014
Empirical evidence on the law of demand. Zbl 0729.91014
Härdle, Wolfgang; Hildenbrand, Werner; Jerison, Michael
17
1991
Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032
Härdle, Wolfgang Karl; Simar, Léopold
16
2012
Confidence bands in quantile regression. Zbl 1294.62145
Härdle, Wolfgang K.; Song, Song
15
2010
TENET: tail-event driven network risk. Zbl 1420.62443
Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining
15
2016
Localized realized volatility modeling. Zbl 1388.62305
Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta
15
2010
The dynamics of implied volatilities: a common principal components approach. Zbl 1059.91038
Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe
15
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.
14
2016
Statistical tools for finance and insurance. Zbl 1078.62112
Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał
14
2005
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
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
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
12
2013
Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh
12
2008
Fast and simple scatterplot smoothing. Zbl 0875.62015
Härdle, W.; Marron, J. S.
11
1995
Structural tests in additive regression. Zbl 1051.62036
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
11
2001
The implied market price of weather risk. Zbl 1372.91108
Härdle, Wolfgang Karl; Cabrera, Brenda López
10
2012
Dynamics of state price densities. Zbl 1429.62470
Härdle, Wolfgang; Hlávka, Zdeněk
10
2009
Handbook of computational statistics. Concepts and methods. Zbl 1066.62001
10
2004
XploRe - application guide. Zbl 0963.62001
Härdle, Wolfgang; Hlávka, Zděnk; Klinke, Sigbert
10
2000
Second order effects in semiparametric weighted least squares regression. Zbl 0669.62020
Carroll, Raymond J.; Härdle, Wolfgang
10
1989
A consistent nonparametric test for causality in quantile. Zbl 1419.62102
Jeong, 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 0912.62048
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
On the backfitting algorithm for additive regression models. Zbl 0764.62054
Härdle, W.; Hall, P.
9
1993
Search for significant variables in nonparametric additive regression. Zbl 0866.62016
Härdle, W.; Korostelev, A.
9
1996
Semiparametric single index versus fixed link function modelling. Zbl 0869.62033
Härdle, W.; Spokoiny, V.; Sperlich, S.
9
1997
Estimation in an additive model when the components are linked parametrically. Zbl 1109.62309
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno
8
2002
Bootstrap approximation in a partially linear regression model. Zbl 0965.62034
Liang, Hua; Härdle, Wolfgang; Sommerfeld, Volker
8
2000
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
8
2007
A law of the iterated logarithm for nonparametric regression function estimators. Zbl 0591.62030
Härdle, Wolfgang
8
1984
Resistant smoothing using the fast Fourier transform (Algorithm AS 222). Zbl 0613.62053
Härdle, W.
7
1987
Portfolio value at risk based on independent component analysis. Zbl 1117.91379
Chen, 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 1308.62205
van 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 0826.62001
Härdle, W.; Klinke, S.; Turlach, B. A.
6
1995
Lasso-driven inference in time and space. Zbl 1475.62208
Chernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining
3
2021
Network quantile autoregression. Zbl 1452.62688
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, Wolfgang Karl
6
2019
Tail event driven networks of SIFIs. Zbl 1452.62749
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema
6
2019
Principal component analysis in an asymmetric norm. Zbl 1418.62249
Tran, Ngoc M.; Burdejová, Petra; Osipenko, Maria; Härdle, Wolfgang K.
3
2019
Dynamic semi-parametric factor model for functional expectiles. Zbl 1417.62163
Burdejová, Petra; Härdle, Wolfgang K.
2
2019
Spatial functional principal component analysis with applications to brain image data. Zbl 1415.62117
Li, Yingxing; Huang, Chen; Härdle, Wolfgang 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
Statistics of financial markets. An introduction. 5th updated and revised edition. Zbl 1432.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
1
2019
Multivariate factorizable expectile regression with application to fMRI data. Zbl 1469.62034
Chao, Shih-Kang; Härdle, Wolfgang K.; Huang, Chen
2
2018
Functional principal component analysis for derivatives of multivariate curves. Zbl 1406.62063
Grith, 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 1396.62240
Belomestny, Denis; Härdle, Wolfgang Karl; Krymova, Ekaterina
1
2017
Statistical inference for generalized additive partially linear models. Zbl 1403.62062
Liu, Rong; Härdle, Wolfgang K.; Zhang, Guoyi
1
2017
Reference-dependent preferences and the empirical pricing kernel puzzle. Zbl 1402.91784
Grith, 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 1414.62038
Ehm, Werner; Gneiting, Tilmann; Jordan, Alexander; Krüger, Fabian
32
2016
TENET: tail-event driven network risk. Zbl 1420.62443
Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining
15
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.
14
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
2
2016
Portfolio decisions and brain reactions via the CEAD method. Zbl 1345.62158
Majer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K.
1
2016
Applied multivariate statistical analysis. 4th revised and updated ed. Zbl 1308.62002
Härdle, Wolfgang Karl; Simar, Léopold
6
2015
Functional data analysis of generalized regression quantiles. Zbl 1331.62031
Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Härdle, Wolfgang Karl
6
2015
Common factors in credit defaults swap markets. Zbl 1342.65026
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl
3
2015
Statistics of financial markets. An introduction. 4th revised and updated ed. Zbl 1305.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
2
2015
Mean volatility regressions. Zbl 1349.62135
Lin, 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 1342.65027
Chen, Shiyi; Jeong, Kiho; Härdle, Wolfgang K.
1
2015
State price densities implied from weather derivatives. Zbl 1348.62238
Härdle, Wolfgang Karl; López-Cabrera, Brenda; Teng, Huei-Wen
1
2015
Tie the straps: uniform bootstrap confidence bands for semiparametric additive models. Zbl 1305.62171
Härdle, Wolfgang Karl; Ritov, Ya’acov; Wang, Weining
1
2015
Hidden Markov structures for dynamic copulae. Zbl 1441.62723
Härdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining
1
2015
COPICA – independent component analysis via copula techniques. Zbl 1331.65027
Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang K.; Huang, Shih-Feng
1
2015
A smooth simultaneous confidence corridor for the mean of sparse functional data. Zbl 1367.62151
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K.
20
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
17
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
Variable selection in Cox regression models with varying coefficients. Zbl 1432.62338
Honda, Toshio; Härdle, Wolfgang Karl
5
2014
Testing monotonicity of pricing kernels. Zbl 1443.62350
Golubev, Yuri; Härdle, Wolfgang K.; Timofeev, Roman
5
2014
TVICA – time varying independent component analysis and its application to financial data. Zbl 06983930
Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K.
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
21
2013
Oracally efficient two-step estimation of generalized additive model. Zbl 06195965
Liu, Rong; Yang, Lijian; Härdle, Wolfgang K.
17
2013
Local quantile regression. Zbl 1279.62098
Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl
12
2013
Dynamic structured copula models. Zbl 1279.62185
Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
2
2013
Statistics of financial markets. Exercises and solutions. 2nd updated ed. Zbl 1284.62007
Borak, Szymon; Härdle, Wolfgang Karl; López-Cabrera, Brenda
1
2013
Variance swap dynamics. Zbl 1281.91159
Detlefsen, K.; Härdle, W. K.
1
2013
Difference based ridge and Liu type estimators in semiparametric regression models. Zbl 1236.62030
Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria
34
2012
Applied multivariate statistical analysis. 3rd revised and updated ed. Zbl 1266.62032
Härdle, Wolfgang Karl; Simar, Léopold
16
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
10
2012
A consistent nonparametric test for causality in quantile. Zbl 1419.62102
Jeong, Kiho; Härdle, Wolfgang K.; Song, Song
10
2012
Simultaneous confidence bands for expectile functions. Zbl 1443.62081
Guo, 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 1229.91309
Härdle, Wolfgang Karl; Silyakova, Elena
1
2012
Nonparametric estimation of risk-neutral densities. Zbl 1229.91356
Grith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie
1
2012
The EFM approach for single-index models. Zbl 1221.62062
Cui, 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 1210.91148
Chen, Shiyi; Härdle, W. K.; Moro, R. A.
3
2011
Statistics of financial markets. An introduction. 3rd ed. Zbl 1211.91001
Franke, Jürgen; Härdle, Wolfgang Karl; Hafner, Christian Matthias
1
2011
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
37
2010
Confidence bands in quantile regression. Zbl 1294.62145
Härdle, Wolfgang K.; Song, Song
15
2010
Localized realized volatility modeling. Zbl 1388.62305
Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta
15
2010
De copulis non est disputandum. Copulae: an overview. Zbl 1443.62134
Härdle, Wolfgang Karl; Okhrin, Ostap
5
2010
Forecasting volatility with support vector machine-based GARCH model. Zbl 1205.91172
Chen, Shiyi; Härdle, Wolfgang K.; Jeong, Kiho
3
2010
The Bayesian additive classification tree applied to credit risk modelling. Zbl 1464.62196
Zhang, Junni L.; Härdle, Wolfgang K.
3
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
69
2009
Time series modelling with semiparametric factor dynamics. Zbl 1388.62264
Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; Borak, Szymon
24
2009
Dynamics of state price densities. Zbl 1429.62470
Härdle, Wolfgang; Hlávka, Zdeněk
10
2009
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484
Čížek, P.; Härdle, W.; Spokoiny, V.
6
2009
A generalized ARFIMA process with Markov-switching fractional differencing parameter. Zbl 1186.62111
Tsay, Wen-Jen; Härdle, Wolfgang Karl
3
2009
Applied quantitative finance. 2nd ed. Zbl 1145.91005
2
2009
Modeling dependencies with copulae. 2nd ed. Zbl 1258.91224
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema
1
2009
Measuring and modeling risk using high-frequency data. 2nd ed. Zbl 1307.91195
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta
1
2009
Time dependent relative risk aversion. Zbl 1154.91503
Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang K.
1
2009
Dynamic semiparametric factor models in risk neutral density estimation. Zbl 1331.62216
Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker
1
2009
Nonparametric risk management with generalized hyperbolic distributions. Zbl 1205.62157
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh
12
2008
Semiparametric diffusion estimation and application to a stock market index. Zbl 1140.91463
Härdle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard
3
2008
Statistics of financial markets. An introduction. 2n ed. Zbl 1146.91001
Franke, Jürgen; Härdle, Wolfgang K.; Hafner, Christian M.
2
2008
Handbook of data visualization. Zbl 1187.68001
1
2008
Smoothed L-estimation of regression function. Zbl 1452.62279
Čížek, P.; Tamine, J.; Härdle, W.
1
2008
Applied multivariate statistical analysis. 2nd extended ed. Zbl 1115.62057
Härdle, Wolfgang; Simar, Léopold
19
2007
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
8
2007
Portfolio value at risk based on independent component analysis. Zbl 1117.91379
Chen, 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 1183.62090
Härdle, Wolfgang; Hlávka, Zdeněk
1
2007
Semi-parametric estimation of partially linear single-index models. Zbl 1089.62050
Xia, Yingcun; Härdle, Wolfgang
144
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
25
2006
Nonparametric state price density estimation using constrained least squares and the bootstrap. Zbl 1345.62130
Yatchew, Adonis; Härdle, Wolfgang
21
2006
Robust estimation of dimension reduction space. Zbl 1157.62382
Čížek, 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 1078.62112
Čížek, Pavel; Härdle, Wolfgang; Weron, Rafał
14
2005
Nonparametric and semiparametric models. Zbl 1059.62032
Härdle, Wolfgang; Müller, Marlene; Sperlich, Stefan; Werwatz, Axel
136
2004
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
132
2004
Bootstrap inference in semiparametric generalized additive models. Zbl 1072.62034
Härdle, 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 1059.91001
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian
4
2004
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study. Zbl 1073.62023
Wang, Qihua; Härdle, Wolfgang
3
2004
An empirical likelihood goodness-of-fit test for time series. Zbl 1063.62064
Chen, Song Xi; Härdle, Wolfgang; Li, Ming
43
2003
Bootstrap methods for time series. Zbl 1114.62347
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter
40
2003
Efficient estimation in conditional single-index regression. Zbl 1019.62035
Delecroix, Michel; Härdle, Wolfgang; Hristache, Marian
39
2003
Applied multivariate statistical analysis. Zbl 1028.62039
Härdle, Wolfgang; Simar, Léopold
19
2003
Derivative estimation and testing in generalized additive models. Zbl 1015.62071
Yang, Lijian; Sperlich, Stefan; Härdle, Wolfgang
18
2003
...and 90 more Documents
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
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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. Theory and Methods
177 Journal of Nonparametric Statistics
146 Statistics & Probability Letters
87 Annals of the Institute of Statistical Mathematics
78 Communications in Statistics. Simulation and Computation
76 Electronic Journal of Statistics
72 Computational Statistics
69 Journal of Statistical Computation and Simulation
68 Econometric Theory
66 Test
62 Statistics
58 Bernoulli
54 Statistical Papers
53 Econometric Reviews
42 Scandinavian Journal of Statistics
41 Acta Mathematicae Applicatae Sinica. English Series
40 Metrika
40 Journal of the Korean Statistical Society
39 The Canadian Journal of Statistics
38 Journal of Applied Statistics
29 Journal of Systems Science and Complexity
27 Journal of Time Series Analysis
26 Quantitative Finance
26 Comptes Rendus. Mathématique. Académie des Sciences, Paris
25 Journal of the American Statistical Association
25 AStA. Advances in Statistical Analysis
24 Statistics and Computing
23 Science China. Mathematics
22 Economics Letters
21 Biometrics
21 Stochastic Processes and their Applications
20 Journal of Computational and Applied Mathematics
17 The Annals of Applied Statistics
16 Journal of Inequalities and Applications
15 Statistical Science
15 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
14 Applied Mathematics and Computation
14 Statistica Sinica
13 Journal of Economic Dynamics & Control
13 Statistical Methodology
12 European Journal of Operational Research
11 Probability Theory and Related Fields
11 Science in China. Series A
11 Mathematical Methods of Statistics
11 Journal of the Royal Statistical Society. Series B. Statistical Methodology
11 Statistical Modelling
11 Statistical Methods and Applications
10 Insurance Mathematics & Economics
9 Physica A
9 Kybernetika
9 Statistical Inference for Stochastic Processes
9 Dependence Modeling
8 Australian & New Zealand Journal of Statistics
8 International Journal of Wavelets, Multiresolution and Information Processing
8 Journal of Statistical Theory and Practice
8 Journal of Probability and Statistics
7 Biometrical Journal
7 Automation and Remote Control
7 The Econometrics Journal
7 Acta Mathematica Sinica. English Series
7 Methodology and Computing in Applied Probability
7 Sankhyā. Series A
6 Psychometrika
6 Journal of Mathematical Economics
6 Lifetime Data Analysis
6 Applied Stochastic Models in Business and Industry
6 Brazilian Journal of Probability and Statistics
6 Computational Management Science
6 Journal of Agricultural, Biological, and Environmental Statistics
6 Statistics & Risk Modeling
5 International Journal of Systems Science
5 Automatica
5 Fuzzy Sets and Systems
5 Metron
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Annals of Operations Research
5 Neural Computation
5 Soft Computing
5 International Journal of Theoretical and Applied Finance
5 Review of Derivatives Research
5 Journal of Forecasting
5 Frontiers of Mathematics in China
5 Advances in Data Analysis and Classification. ADAC
5 Statistics Surveys
5 Journal of Computational and Graphical Statistics
4 The Annals of Probability
4 Information Sciences
4 Mathematics and Computers in Simulation
4 Chinese Annals of Mathematics. Series B
4 Physica D
4 Sequential Analysis
4 Mathematical and Computer Modelling
4 Pattern Recognition
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Applied Mathematics. Series B (English Edition)
...and 204 more Serials
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Cited in 41 Fields

3,489 Statistics (62-XX)
586 Numerical analysis (65-XX)
296 Probability theory and stochastic processes (60-XX)
281 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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9 Statistical mechanics, structure of matter (82-XX)
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6 Operator theory (47-XX)
6 Fluid mechanics (76-XX)
5 Measure and integration (28-XX)
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4 Combinatorics (05-XX)
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4 Astronomy and astrophysics (85-XX)
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