Wolfgang K. Härdle

According to our database1, Wolfgang K. Härdle authored at least 21 papers between 1986 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Homepages:

On csauthors.net:

Bibliography

2019
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models.
Pattern Recognit. Lett., 2019

Principal component analysis in an asymmetric norm.
J. Multivar. Anal., 2019

Spatial functional principal component analysis with applications to brain image data.
J. Multivar. Anal., 2019

2018
How to measure the performance of a Collaborative Research Center.
Scientometrics, 2018

Improving crime count forecasts using Twitter and taxi data.
Decis. Support Syst., 2018

Multivariate factorizable expectile regression with application to fMRI data.
Comput. Stat. Data Anal., 2018

2017
Statistical inference for generalized additive partially linear models.
J. Multivar. Anal., 2017

2016
A semiparametric factor model for CDO surfaces dynamics.
J. Multivar. Anal., 2016

2015
Functional data analysis of generalized regression quantiles.
Statistics and Computing, 2015

COPICA - independent component analysis via copula techniques.
Statistics and Computing, 2015

Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models.
J. Multivar. Anal., 2015

2014
TVICA - Time varying independent component analysis and its application to financial data.
Comput. Stat. Data Anal., 2014

2012
Bootstrap confidence bands and partial linear quantile regression.
J. Multivar. Anal., 2012

Difference based ridge and Liu type estimators in semiparametric regression models.
J. Multivar. Anal., 2012

HMM and HAC.
Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012

2010
The Bayesian Additive Classification Tree applied to credit risk modelling.
Comput. Stat. Data Anal., 2010

2008
Smoothed L-estimation of regression function.
Comput. Stat. Data Anal., 2008

2006
Robust estimation of dimension reduction space.
Comput. Stat. Data Anal., 2006

2000
Discrete time option pricing with flexible volatility estimation.
Finance and Stochastics, 2000

1987
Nonparametric sequential estimation of zeros and extrema of regression functions.
IEEE Trans. Information Theory, 1987

1986
A note on jackknifing kernel regression function estimators.
IEEE Trans. Information Theory, 1986


  Loading...