Wolfgang Karl Härdle
Wolfgang Karl Härdle
Humboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of Statistics
Verified email at hu-berlin.de - Homepage
TitleCited byYear
Applied nonparametric regression
W Hardle
Cambridge University Press, 1990
Applied multivariate statistical analysis
W Härdle, L Simar
Springer 22007, 1051-8215, 2007
Nonparametric and semiparametric models
W Härdle, A Werwatz, M Müller, S Sperlich
Springer Berlin Heidelberg, 2004
Smoothing techniques: with implementation in S
W Hèardle
Springer Science & Business Media, 1991
Comparing nonparametric versus parametric regression fits
W Hardle, E Mammen
The Annals of Statistics 21 (4), 1926-1947, 1993
Wavelets, approximation, and statistical applications
W Härdle, G Kerkyacharian, D Picard, A Tsybakov
Springer Science & Business Media, 2012
Investigating smooth multiple regression by the method of average derivatives
W Härdle, TM Stoker
Journal of the American statistical Association 84 (408), 986-995, 1989
Optimal smoothing in single-index models
W Hardle, P Hall, H Ichimura
The Annals of Statistics 21 (1), 157-178, 1993
How far are automatically chosen regression smoothing parameters from their optimum?
W Härdle, P Hall, JS Marron
Journal of the American Statistical Association 83 (401), 86-95, 1988
Optimal bandwidth selection in nonparametric regression function estimation
W Hardle, JS Marron
The Annals of Statistics, 1465-1481, 1985
Nonparametric curve estimation from time series
L Györfi, W Härdle, P Sarda, P Vieu
Springer, 2013
Copulae in mathematical and quantitative finance
P Jaworski, F Durante, WK Härdle
Lecture Notes in Statistics-Proceedings 213, 2013
Applied nonparametric methods
W Härdle, O Linton
Handbook of econometrics 4, 2295-2339, 1994
Statistics of financial markets
J Franke, WK Härdle, CM Hafner
Springer, 2004
Handbook of computational statistics: concepts and methods
JE Gentle, WK Härdle, Y Mori
Springer Science & Business Media, 2012
Combinatorics, Algorithms, Probabilistic and Experimental Methodologies: First International Symposium, ESCAPE 2007, Hangzhou, China, April 7-9, 2007, Revised Selected Papers
B Chen, M Paterson, G Zhang
Springer, 2007
Bootstrap simultaneous error bars for nonparametric regression
W Hardle, JS Marron
The Annals of Statistics, 778-796, 1991
Statistical tools for finance and insurance
P Cizek, WK Härdle, R Weron
Springer Science & Business Media, 2005
Estimation in a semiparametric partially linear errors-in-variables model
H Liang, W Härdle, RJ Carroll
The Annals of Statistics 27 (5), 1519-1535, 1999
Local polynomial estimators of the volatility function in nonparametric autoregression
W Härdle, A Tsybakov
Journal of econometrics 81 (1), 223-242, 1997
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