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From animal baits to investors' preference : estimating and demixing of the weight function in semiparametric models for biased samples
Ritov, Ya'acov (contributor); Härdle, Wolfgang (contributor) - 2007
We consider two semiparametric models for the weight function in a bias sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of...
Persistent link: https://www.econbiz.de/10003633700
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Large sample theory in a semiparametric partially linear errors-in-variables models
Liang, Hua; Härdle, Wolfgang; Carroll, Raymond J. - 1997
estimator of ß is shown to be consistent and its asymptotic distribution theory is derived. Consistent standard error estimates …
Persistent link: https://www.econbiz.de/10009657130
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Applied nonparametric methods
Härdle, Wolfgang; Linton, Oliver - 1994
Persistent link: https://www.econbiz.de/10000147122
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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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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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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Testomg increasing dispersion
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000839552
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Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10000971105
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On saving, updating and dynamic programming : an experimental analysis
Anderhub, Vital; Güth, Werner; Härdle, Wolfgang; … - 1997
Persistent link: https://www.econbiz.de/10000971601