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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
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Applied nonparametric methods
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000831909
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How sensitive are average derivatives?
Härdle, Wolfgang; Cybakov, Aleksandr B. - 1992
Persistent link: https://www.econbiz.de/10000834352
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Modeling dependencies with copulae
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - In: Applied quantitative finance, (pp. 3-36). 2009
Persistent link: https://www.econbiz.de/10003745932
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Numerics of implied binomial trees
Härdle, Wolfgang; Mysicková, Alena - In: Applied quantitative finance, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003746028
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Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2007
Persistent link: https://www.econbiz.de/10003656441
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Robust estimation of dimension reduction space
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
Persistent link: https://www.econbiz.de/10002744203
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Testing parametric versus semiparametric modelling in generalized linear models
Härdle, Wolfgang; Mammen, Enno; Müller, Marlene - 1996
Persistent link: https://www.econbiz.de/10000933986
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A review of nonparametric time series analysis
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996
Persistent link: https://www.econbiz.de/10000949642
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Credit rating score analysis
Härdle, Wolfgang; Phoon, K.P.; Lee, D.K.C. - In: Applied quantitative finance, (pp. 223-244). 2017
Persistent link: https://www.econbiz.de/10011794964