The following pages link to Wolfgang K. Härdle (Q308410):
Displaying 50 items.
- (Q145617) (redirect page) (← links)
- Berwin A. Turlach (Q145620) (← links)
- (Q169497) (redirect page) (← links)
- A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Dynamics of state price densities (Q302157) (← links)
- Implied basket correlation dynamics (Q308412) (← links)
- Portfolio decisions and brain reactions via the CEAD method (Q316742) (← links)
- (Q413776) (redirect page) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Statistics of financial markets. Exercises and solutions (Q455369) (← links)
- (Q495456) (redirect page) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- The EFM approach for single-index models (Q638808) (← links)
- Fast and simple scatterplot smoothing (Q672425) (← links)
- Testing increasing dispersion (Q672959) (← links)
- Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075) (← links)
- Common factors in credit defaults swap markets (Q740092) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk (Q782620) (← links)
- Robust regression function estimation (Q793460) (← links)
- Uniform consistency of a class of regression function estimators (Q796924) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Simultaneous inference of the partially linear model with a multivariate unknown function (Q830711) (← links)
- On the appropriateness of inappropriate VaR models (Q878314) (← links)
- (Q916264) (redirect page) (← links)
- Semiparametric comparison of regression curves (Q916265) (← links)
- The Bayesian additive classification tree applied to credit risk modelling (Q962375) (← links)
- Statistics of financial markets. Exercises and solutions. (Q962974) (← links)
- On extracting information implied in options (Q964639) (← links)
- Common functional principal components (Q1002147) (← links)
- Robust estimation of dimension reduction space (Q1010389) (← links)
- Smoothed L-estimation of regression function (Q1023886) (← links)
- Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (Q1068436) (← links)
- A law of the iterated logarithm for nonparametric regression function estimators (Q1074976) (← links)
- Optimal bandwidth selection in nonparametric regression function estimation (Q1077110) (← links)
- Random approximations to some measures of accuracy in nonparametric curve estimation (Q1085912) (← links)
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (Q1088357) (← links)
- An effective selection of regression variables when the error distribution is incorrectly specified (Q1100830) (← links)
- Asymptotic maximal deviation of M-smoothers (Q1117633) (← links)
- Robust nonparametric regression with simultaneous scale curve estimation (Q1118285) (← links)
- Strong uniform consistency rates for estimators of conditional functionals (Q1120220) (← links)
- Nonparametric curve estimation from time series (Q1188594) (← links)
- Smoothing techniques. With implementation in S (Q1188769) (← links)
- On bootstrapping kernel spectral estimates (Q1192961) (← links)
- How sensitive are average derivatives? (Q1260681) (← links)
- Teaching wavelets in XploRe (Q1297842) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Comparing nonparametric versus parametric regression fits (Q1317257) (← links)
