Actions
Incoming Resources
- Nonparametric and semiparametric models, Wolfgang Härdle ... [and others]
- On the inconsistency of bootstrap distribution estimators
- Handbook of data visualization, Chuh-houh Chen, Wolfgang Härdle, Antony Unwin
- Derivative estimation and testing in generalized additive models
- Integration and backfitting methods in additive models, finite sample properties and comparison
- On the choice of Kernel regression estimators, a discussion
- Testing a parametric model against a semiparametric alternative
- Iterated bootstrap with applications to frontier models
- Statistics of financial markets, an introduction, Jürgen Franke, Wolfgang Härdle, Christian M. Hafner
- On bootstrapping kernel spectral estimates
- Statistics of financial markets, an introduction, Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner
- Optimal smoothing in single index models
- Testing parametric versus semiparametric modelling in generalized linear models
- A review of nonparametric time series analysis
- Better bootstrap confidence intervals for regression curve estimation
- Multivariate Statistics, Exercises and Solutions, by Wolfgang Karl Härdle, Zdeněk Hlávka
- Smoothing techniques, with implementation in S, Wolfgang Härdle
- A bootstrap test for single index models
- Nonparametric approaches to generalized linear models
- On an efficient smoothing parameter selector proposed by Hall and Johnstone
- Kernel regression smoothing of time series
- Cross section Engel curves over time
- Applied quantitative finance, theory and computational tools, W. Härdle, T. Kleinow, G. Stahl
- Remarks on sliced inverse regression
- Bootstrap confidence bands
- Fast and simple scatterplot smoothing
- Multivariate statistics, exercises and solutions, Wolfgang Härdle, Zdeněk Hlávka
- A bootstrap test for positive definiteness of income effect matrices
- Basics of Modern Mathematical Statistics, Exercises and Solutions, by Wolfgang Karl Härdle, Vladimir Spokoiny, Vladimir Panov, Weining Wang
- A bootstrap test for single index models
- How sensitive are average derivatives?
- Bandwith choice for average derivative estimation
- How sensitive are average derivatives?
- Applied multivariate statistical analysis, Wolfgang Härdle, Léopold Simar
- How many terms should be added into an additive model?
- Optimal median smoothing
- Bootstrap methods in nonparametric regression
- Applied nonparametric regression, Wolfgang Härdle
- Structural tests in additive regression
- Kernel estimation, the equivalent spline smoothing method
- Applied nonparametric methods
- Applied nonparametric methods
- Robust locally adaptive nonparametric regression
- Smoothing by weighted averaging of rounded points
- Testing increasing dispersion
- Applied nonparametric methods
- Discrete time option pricing with flexible volatility estimation
- Rating companies with support vector machines
- Comparing nonparametric versus parametric regression fits
- Bootstrap inference in semiparametric generalized additive models