Wolfgang Karl Härdle

40 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5600-3014

Publications

• LASSO-driven inference in time and space — The Annals of Statistics 2021
• Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle — Review of Finance 2017
• Localizing Temperature Risk — Journal of the American Statistical Association 2016
• A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data — Journal of the American Statistical Association 2014
• Oracally Efficient Two-Step Estimation of Generalized Additive Model — Journal of the American Statistical Association 2013
• The EFM approach for single-index models — The Annals of Statistics 2011
• Localized Realized Volatility Modeling — Journal of the American Statistical Association 2010
• Time Series Modelling With Semiparametric Factor Dynamics — Journal of the American Statistical Association 2009
• Nonparametric Risk Management With Generalized Hyperbolic Distributions — Journal of the American Statistical Association 2008
• Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration — Journal of the American Statistical Association 2006
• Semiparametric Regression Analysis With Missing Response at Random — Journal of the American Statistical Association 2004
• An empirical likelihood goodness-of-fit test for time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2003
• Structural Tests in Additive Regression — Journal of the American Statistical Association 2001
• Estimation in a semiparametric partially linear errors-in-variables model — The Annals of Statistics 1999
• Direct estimation of low-dimensional components in additive models — The Annals of Statistics 1998
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models — Journal of the American Statistical Association 1998
• An Analysis of Transformations for Additive Nonparametric Regression — Journal of the American Statistical Association 1997
• Semiparametric single index versus fixed link function modelling — The Annals of Statistics 1997
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates — Journal of the American Statistical Association 1996
• Search for significant variables in nonparametric additive regression — Biometrika 1996 (name-matched, not ORCID-linked)
• Estimation of additive regression models with known links — Biometrika 1996 (name-matched, not ORCID-linked)
• Comparing Nonparametric Versus Parametric Regression Fits — The Annals of Statistics 1993
• Optimal Smoothing in Single-Index Models — The Annals of Statistics 1993
• Bandwidth Choice for Average Derivative Estimation — Journal of the American Statistical Association 1992
• On Bootstrapping Kernel Spectral Estimates — The Annals of Statistics 1992
• Regression Smoothing Parameters that are not Far from their Optimum — Journal of the American Statistical Association 1992
• Comment — Journal of the American Statistical Association 1991
• Bandwidth Choice for Density Derivatives — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1990
• Semiparametric Comparison of Regression Curves — The Annals of Statistics 1990
• Investigating Smooth Multiple Regression by the Method of Average Derivatives — Journal of the American Statistical Association 1989
• On the use of nonparametric regression for model checking — Biometrika 1989
• Rejoinder — Journal of the American Statistical Association 1988
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands — Journal of the American Statistical Association 1988
• Strong Uniform Consistency Rates for Estimators of Conditional Functionals — The Annals of Statistics 1988
• How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum? — Journal of the American Statistical Association 1988
• Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression — Biometrika 1985
• Optimal Bandwidth Selection in Nonparametric Regression Function Estimation — The Annals of Statistics 1985
• Robust Non-Parametric Function Fitting — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1984
• A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators — The Annals of Statistics 1984
• Uniform Consistency of a Class of Regression Function Estimators — The Annals of Statistics 1984