A note on jackknifing kernel regression function estimators. - Wolfgang K. Härdle (IEEE Trans. Inf. Theory, 1986)

Nonparametric sequential estimation of zeros and extrema of regression functions. - Wolfgang K. Härdle; Rainer Nixdorf (IEEE Trans. Inf. Theory, 1987)

Discrete time option pricing with flexible volatility estimation. - Wolfgang K. Härdle; Christian M. Hafner (Finance Stochastics, 2000)

MD*ReX: Linking XploRe to Standard Spreadsheet Applications. - Gökhan Aydinli; Wolfgang K. Härdle; Torsten Kleinow; Hizir Sofyan (Comput. Stat., 2002)

Robust estimation of dimension reduction space. - Pavel Cízek; Wolfgang K. Härdle (Comput. Stat. Data Anal., 2006)

On extracting information implied in options. - M. Benko; Matthias R. Fengler; Wolfgang K. Härdle; Milos Kopa (Comput. Stat., 2007)

Smoothed L-estimation of regression function. - Pavel Cízek; J. Tamine; Wolfgang K. Härdle (Comput. Stat. Data Anal., 2008)

The Bayesian Additive Classification Tree applied to credit risk modelling. - Junni L. Zhang; Wolfgang K. Härdle (Comput. Stat. Data Anal., 2010)

HMM and HAC. - Weining Wang 004; Ostap Okhrin; Wolfgang K. Härdle (SMPS, 2012)

Difference based ridge and Liu type estimators in semiparametric regression models. - Esra Akdeniz Duran; Wolfgang K. Härdle; Maria Osipenko (J. Multivar. Anal., 2012)

Bootstrap confidence bands and partial linear quantile regression. - Song Song; Yaacov Ritov; Wolfgang K. Härdle (J. Multivar. Anal., 2012)

Using wiki to build an e-learning system in statistics in the Arabic language. - Taleb Ahmad; Wolfgang K. Härdle; Sigbert Klinke; Shafiqah A. Al-Awadhi (Comput. Stat., 2013)

TVICA - Time varying independent component analysis and its application to financial data. - Ray-Bing Chen; Ying Chen; Wolfgang K. Härdle (Comput. Stat. Data Anal., 2014)

Dynamic activity analysis model-based win-win development forecasting under environment regulations in China. - Shiyi Chen; Wolfgang K. Härdle (Comput. Stat., 2014)

Common factors in credit defaults swap markets. - Cathy Yi-Hsuan Chen; Wolfgang Karl Härdle (Comput. Stat., 2015)

Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China. - Shiyi Chen; Wolfgang K. Härdle (Comput. Stat., 2015)

Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns. - Shiyi Chen; Kiho Jeong; Wolfgang K. Härdle (Comput. Stat., 2015)

Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models. - Wolfgang K. Härdle; Yaacov Ritov; Weining Wang 004 (J. Multivar. Anal., 2015)

COPICA - independent component analysis via copula techniques. - Ray-Bing Chen; Meihui Guo; Wolfgang K. Härdle; Shih-Feng Huang (Stat. Comput., 2015)

Functional data analysis of generalized regression quantiles. - Mengmeng Guo; Lan Zhou; Jianhua Z. Huang; Wolfgang Karl Härdle (Stat. Comput., 2015)

A semiparametric factor model for CDO surfaces dynamics. - Barbara Choros-Tomczyk; Wolfgang Karl Härdle; Ostap Okhrin (J. Multivar. Anal., 2016)

Statistical inference for generalized additive partially linear models. - Rong Liu; Wolfgang K. Härdle; Guoyi Zhang (J. Multivar. Anal., 2017)

Multivariate factorizable expectile regression with application to fMRI data. - Shih-Kang Chao; Wolfgang K. Härdle; Chen Huang (Comput. Stat. Data Anal., 2018)

Improving crime count forecasts using Twitter and taxi data. - Lara Vomfell; Wolfgang Karl Härdle; Stefan Lessmann (Decis. Support Syst., 2018)

How to measure the performance of a Collaborative Research Center. - Alona Zharova; Janine Tellinger-Rice; Wolfgang Karl Härdle (Scientometrics, 2018)

Dynamic semi-parametric factor model for functional expectiles. - Petra Burdejová; Wolfgang K. Härdle (Comput. Stat., 2019)

Spatial functional principal component analysis with applications to brain image data. - Yingxing Li; Chen Huang; Wolfgang K. Härdle (J. Multivar. Anal., 2019)

Principal component analysis in an asymmetric norm. - Ngoc Mai Tran; Petra Burdejová; Maria Ospienko; Wolfgang K. Härdle (J. Multivar. Anal., 2019)

Towards the interpretation of time-varying regularization parameters in streaming penalized regression models. - Lenka Zbonáková; Ricardo Pio Monti; Wolfgang Karl Härdle (Pattern Recognit. Lett., 2019)

Blockchain mechanism and distributional characteristics of cryptos. - Min-Bin Lin; Kainat Khowaja; Cathy Yi-Hsuan Chen; Wolfgang Karl Härdle (CoRR, 2020)

Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk. - Shiyi Chen; Wolfgang K. Härdle; Li Wang 066 (Comput. Stat., 2020)

Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid. - Marius Lux; Wolfgang Karl Härdle; Stefan Lessmann (Comput. Stat., 2020)

Service data analytics and business intelligence 2017. - Desheng Dash Wu; Wolfgang Karl Härdle (Comput. Stat., 2020)

Antisocial online behavior detection using deep learning. - Elizaveta Zinovyeva; Wolfgang Karl Härdle; Stefan Lessmann (Decis. Support Syst., 2020)

Corrigendum to "Principal component analysis in an asymmetric norm" [J. Multivariate Anal. 171 (2019) 1-21]. - Ngoc Mai Tran; Petra Burdejová; Maria Osipenko; Wolfgang K. Härdle (J. Multivar. Anal., 2020)

A Data-driven Case-based Reasoning in Bankruptcy Prediction. - Wei Li; Wolfgang Karl Härdle; Stefan Lessmann (CoRR, 2022)

Quantinar: a blockchain p2p ecosystem for honest scientific research. - Raul Bag; Bruno Spilak; Julian Winkel; Wolfgang Karl Härdle (CoRR, 2022)

Shapley Curves: A Smoothing Perspective. - Ratmir Miftachov; Georg Keilbar; Wolfgang Karl Härdle (CoRR, 2022)

Robustifying Markowitz. - Wolfgang Karl Härdle; Yegor Klochkov; Alla Petukhina; Nikita Zhivotovskiy (CoRR, 2022)

Financial Risk Meter FRM based on Expectiles. - Rui Ren; Meng-Jou Lu; Yingxing Li; Wolfgang Karl Härdle (J. Multivar. Anal., 2022)

K-expectiles clustering. - Bingling Wang; Yingxing Li; Wolfgang Karl Härdle (J. Multivar. Anal., 2022)

Forecasting Cryptocurrency Prices Using Deep Learning: Integrating Financial, Blockchain, and Text Data. - Vincent Gurgul; Stefan Lessmann; Wolfgang Karl Härdle (CoRR, 2023)

Imputed quantile tensor regression for near-sited spatial-temporal data. - Jinwen Liang; Wolfgang Karl Härdle; Maozai Tian (Comput. Stat. Data Anal., 2023)

Data-driven support for policy and decision-making in university research management: A case study from Germany. - Alona Zharova; Wolfgang Karl Härdle; Stefan Lessmann (Eur. J. Oper. Res., 2023)

Use generalized linear models or generalized partially linear models? - Xinmin Li; Haozhe Liang; Wolfgang K. Härdle; Hua Liang (Stat. Comput., 2023)

Emoji Driven Crypto Assets Market Reactions. - Xiaorui Zuo; Yao-Tsung Chen; Wolfgang Karl Härdle (CoRR, 2024)

A comprehensive comparison of goodness-of-fit tests for logistic regression models. - Huiling Liu; Xinmin Li; Feifei Chen; Wolfgang K. Härdle; Hua Liang (Stat. Comput., 2024)

Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression. - Ling-Nan Tai; Li Tao; Jianxin Pan; Man-Lai Tang; Keming Yu; Wolfgang Karl Härdle; Maozai Tian (Comput. Stat. Data Anal., 2025)

Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics. - Raul Bag; Bruno Spilak; Julian Winkel; Wolfgang Karl Härdle (Comput. Stat., 2025)

A machine learning based regulatory risk index for cryptocurrencies. - Xinwen Ni; Taojun Xie; Wolfgang Karl Härdle; Xiaorui Zuo (Comput. Stat., 2025)

In the beginning was the Word: LLM-VaR and LLM-ES. - Daniel Traian Pele; Vlad Bolovaneanu; Min-Bin Lin; Rui Ren; Andrei Theodor Ginavar; Bruno Spilak; Alexandru-Victor Andrei; Filip-Mihai Toma; Stefan Lessmann; Wolfgang Karl Härdle (Expert Syst. Appl., 2026)