Person:308410

Available identifiers

zbMath Open hardle.wolfgang-karlDBLP47/4598WikidataQ24562076 ScholiaQ24562076MaRDI QIDQ308410

List of research outcomes

Publication	Date of Publication	Type
Surrogate models for optimization of dynamical systems	2024-03-22	Paper
Hedging cryptocurrency options	2024-03-19	Paper
Robustifying Markowitz	2024-03-06	Paper
A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection	2024-03-04	Paper
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual	2023-11-08	Paper
Use generalized linear models or generalized partially linear models?	2023-08-16	Paper
Imputed quantile tensor regression for near-sited spatial-temporal data	2023-07-11	Paper
Data-driven support for policy and decision-making in university research management: a case study from Germany	2023-07-10	Paper
Hedging cryptos with Bitcoin futures	2023-06-20	Paper
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series	2022-07-26	Paper
SONIC: social network analysis with influencers and communities	2022-06-09	Paper
Media-expressed tone, option characteristics, and stock return predictability	2022-03-15	Paper
\(K\)-expectiles clustering	2022-03-01	Paper
Financial risk meter FRM based on expectiles	2022-03-01	Paper
Lasso-driven inference in time and space	2021-09-28	Paper
FACTORISABLE MULTITASK QUANTILE REGRESSION	2021-09-10	Paper
TERES: Tail Event Risk Expectile Shortfall	2021-06-02	Paper
Simultaneous inference of the partially linear model with a multivariate unknown function	2021-05-07	Paper
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study	2020-12-03	Paper
Bayesian networks for sex-related homicides: structure learning and prediction	2020-10-26	Paper
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid	2020-10-06	Paper
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models	2020-09-09	Paper
Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk	2020-07-28	Paper
e-Learning statistics — a selective review	2020-07-15	Paper
Model-driven statistical arbitrage on LETF option markets	2020-01-24	Paper
Dynamic credit default swap curves in a network topology	2019-10-11	Paper
Applied Multivariate Statistical Analysis	2019-09-27	Paper
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics	2019-09-26	Paper
Statistics of Financial Markets	2019-09-26	Paper
Network quantile autoregression	2019-09-02	Paper
Dynamic semi-parametric factor model for functional expectiles	2019-06-03	Paper
Principal component analysis in an asymmetric norm	2019-05-27	Paper
Tail event driven networks of SIFIs	2019-04-26	Paper
Spatial functional principal component analysis with applications to brain image data	2019-03-21	Paper
Risk related brain regions detection and individual risk classification with 3D image FPCA	2019-01-11	Paper
Simultaneous confidence bands for expectile functions	2018-12-19	Paper
De copulis non est disputandum. Copulae: an overview	2018-12-18	Paper
TVICA -- time varying independent component analysis and its application to financial data	2018-11-23	Paper
Functional Principal Component Analysis for Derivatives of Multivariate Curves	2018-11-22	Paper
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle*	2018-11-20	Paper
Testing monotonicity of pricing kernels	2018-11-09	Paper
Adaptive Interest Rate Modelling	2018-10-12	Paper
Multivariate factorizable expectile regression with application to fMRI data	2018-08-17	Paper
Statistical inference for generalized additive partially linear models	2017-11-09	Paper
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION	2017-10-13	Paper
The Implied Market Price of Weather Risk	2017-10-05	Paper
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection	2017-08-14	Paper
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data	2017-08-04	Paper
Company rating with support vector machines	2017-05-22	Paper
Comment	2017-01-20	Paper
An Extended Single‐index Model with Missing Response at Random	2016-12-02	Paper
Portfolio decisions and brain reactions via the CEAD method	2016-09-27	Paper
Implied basket correlation dynamics	2016-09-06	Paper
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns	2016-08-12	Paper
Common factors in credit defaults swap markets	2016-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q2993349	2016-08-10	Paper
Dynamics of state price densities	2016-07-04	Paper
HMM and HAC	2016-05-13	Paper
TENET: tail-event driven network risk	2016-05-10	Paper
Nonparametric state price density estimation using constrained least squares and the bootstrap	2016-04-25	Paper
A semiparametric factor model for CDO surfaces dynamics	2016-04-15	Paper
Dynamic semiparametric factor models in risk neutral density estimation	2016-02-25	Paper
Functional data analysis of generalized regression quantiles	2016-02-23	Paper
COPICA -- independent component analysis via copula techniques	2016-02-23	Paper
Introduction to Statistics	2016-01-08	Paper
3. Statistical Models for Biomedical Research	2015-12-18	Paper
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE	2015-11-20	Paper
State price densities implied from weather derivatives	2015-09-14	Paper
Time Series Modelling With Semiparametric Factor Dynamics	2015-06-22	Paper
Localized Realized Volatility Modeling	2015-06-17	Paper
A simultaneous confidence corridor for varying coefficient regression with sparse functional data	2015-04-29	Paper
Copula dynamics in CDOs	2015-04-16	Paper
Applied Multivariate Statistical Analysis	2015-04-08	Paper
Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study	2015-03-30	Paper
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China	2015-03-05	Paper
Using wiki to build an e-learning system in statistics in the Arabic language	2015-02-18	Paper
Statistics of financial markets. An introduction	2015-02-16	Paper
Tie the straps: uniform bootstrap confidence bands for semiparametric additive models	2015-02-04	Paper
Variable selection in Cox regression models with varying coefficients	2014-03-13	Paper
Variance swap dynamics	2014-02-20	Paper
Local quantile regression	2014-02-06	Paper
Rejoinder on: ``Local quantile regression	2014-02-06	Paper
Dynamic structured copula models	2014-01-22	Paper
Oracally Efficient Two-Step Estimation of Generalized Additive Model	2013-08-07	Paper
Multivariate Statistics	2013-05-10	Paper
Statistics of financial markets. Exercises and solutions	2012-10-05	Paper
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE	2012-08-30	Paper
Bootstrap confidence bands and partial linear quantile regression	2012-05-07	Paper
CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum	2012-04-24	Paper
Difference based ridge and Liu type estimators in semiparametric regression models	2012-03-13	Paper
Computational Finance: An Introduction	2012-01-10	Paper
Modeling Asset Prices	2012-01-10	Paper
Volatility Investing with Variance Swaps	2012-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q3112462	2012-01-10	Paper
The EFM approach for single-index models	2011-09-14	Paper
Modeling default risk with support vector machines	2011-04-29	Paper
Applied Multivariate Statistical Analysis	2011-03-18	Paper
Nonparametric Risk Management With Generalized Hyperbolic Distributions	2011-02-01	Paper
Forecasting volatility with support vector machine-based GARCH model	2011-01-06	Paper
Statistics of financial markets. An introduction.	2010-12-03	Paper
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models	2010-10-15	Paper
CONFIDENCE BANDS IN QUANTILE REGRESSION	2010-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q3561143	2010-05-25	Paper
On extracting information implied in options	2010-04-22	Paper
Statistics of financial markets. Exercises and solutions.	2010-04-07	Paper
The Bayesian additive classification tree applied to credit risk modelling	2010-04-06	Paper
A generalized ARFIMA process with Markov-switching fractional differencing parameter	2009-10-27	Paper
Smoothed L-estimation of regression function	2009-06-16	Paper
Robust estimation of dimension reduction space	2009-04-06	Paper
Time Dependent Relative Risk Aversion	2009-02-26	Paper
Common functional principal components	2009-02-25	Paper
Modeling Dependencies with Copulae	2008-12-01	Paper
Numerics of Implied Binomial Trees	2008-12-01	Paper
Measuring and Modeling Risk Using High-Frequency Data	2008-12-01	Paper
Semiparametric diffusion estimation and application to a stock market index	2008-08-07	Paper
Statistics of financial markets. An introduction.	2008-01-30	Paper
Colour harmonization in car manufacturing processes	2007-12-16	Paper
Multivariate Statistics	2007-09-07	Paper
Semiparametric Regression Analysis With Missing Response at Random	2007-08-20	Paper
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration	2007-08-20	Paper
Applied Multivariate Statistical Analysis	2007-07-17	Paper
Portfolio value at risk based on independent component analysis	2007-07-17	Paper
On the appropriateness of inappropriate VaR models	2007-04-26	Paper
Semi-parametric estimation of partially linear single-index models	2006-06-09	Paper
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS	2005-10-18	Paper
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study	2005-08-30	Paper
An Empirical Likelihood Goodness-of-Fit Test for Time Series	2005-04-29	Paper
Statistical Tools for Finance and Insurance	2005-04-25	Paper
Bootstrap Methods for Time Series	2005-01-03	Paper
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility	2004-11-29	Paper
Statistics of financial markets. An introduction.	2004-10-04	Paper
Nonparametric and semiparametric models.	2004-10-04	Paper
Structural Tests in Additive Regression	2004-06-10	Paper
The dynamics of implied volatilities: a common principal components approach	2004-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q4425019	2003-09-09	Paper
Efficient estimation in conditional single-index regression	2003-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4418853	2003-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q4552707	2003-08-04	Paper
Derivative estimation and testing in generalized additive models	2003-07-30	Paper
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY	2003-05-18	Paper
On adaptive smoothing in partial linear models	2003-02-10	Paper
Second order minimax estimation in partial linear models	2003-02-10	Paper
MD*ReX: Linking XploRe to standard spreadsheet applications	2003-02-06	Paper
A bootstrap test for single index models	2002-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q4543482	2002-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q4543487	2002-08-13	Paper
Testing Parametric versus Semiparametric Modeling in Generalized Linear Models	2002-07-30	Paper
Web quantlets for time series analysis	2002-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q4524039	2002-02-18	Paper
Estimation in a semiparametric partially linear errors-in-variables model	2002-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q2752735	2001-10-17	Paper
Internet-based econometric computing	2001-09-17	Paper
Bootstrap approximation in a partially linear regression model	2001-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q2718875	2001-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q4518939	2001-01-18	Paper
XploRe® - Application Guide	2000-12-21	Paper
https://portal.mardi4nfdi.de/entity/Q4516961	2000-11-20	Paper
Discrete time option pricing with flexible volatility estimation	2000-11-01	Paper
Nonparametric vector autoregression	2000-06-13	Paper
Integration and backfitting methods in additive models -- finite sample properties and comparison	2000-06-13	Paper
Computerassisted semiparametric generalized linear models	2000-03-02	Paper
Nonparametric Autoregression with Multiplicative Volatility and Additive mean	2000-03-01	Paper
Testing a Regression Model When We Have Smooth Alternatives in Mind	2000-03-01	Paper
Large sample theory of the estimation of the error distribution for a semiparametric model	1999-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q3835973	1999-11-29	Paper
Direct estimation of low-dimensional components in additive models.	1999-11-09	Paper
Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market	1999-11-08	Paper
Teaching wavelets in XploRe	1999-09-14	Paper
Local polynomial estimators of the volatility function in nonparametric autoregression	1999-01-27	Paper
Wavelets, approximation, and statistical applications	1998-06-24	Paper
A Review of Nonparametric Time Series Analysis	1998-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q4376099	1998-03-24	Paper
Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates	1998-02-25	Paper
An Analysis of Transformations for Additive Nonparametric Regression	1998-02-08	Paper
On the inconsistency of bootstrap distribution estimators	1997-11-10	Paper
Semiparametric single index versus fixed link function modelling	1997-09-09	Paper
Additive nonparametric regression on principal components	1997-03-02	Paper
Fast and simple scatterplot smoothing	1997-02-28	Paper
Testing increasing dispersion	1997-02-28	Paper
Estimation of additive regression models with known links	1996-12-08	Paper
Search for significant variables in nonparametric additive regression	1996-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q4894497	1996-10-07	Paper
Better Bootstrap Confidence Intervals for Regression Curve Estimation	1996-05-06	Paper
Estimation of non-sharp support boundaries	1996-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4311944	1995-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4837268	1995-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q4323988	1995-03-23	Paper
https://portal.mardi4nfdi.de/entity/Q3138534	1994-12-12	Paper
https://portal.mardi4nfdi.de/entity/Q3137074	1994-05-16	Paper
Comparing nonparametric versus parametric regression fits	1994-04-18	Paper
How sensitive are average derivatives?	1993-08-25	Paper
Optimal smoothing in single-index models	1993-08-23	Paper
On the backfitting algorithm for additive regression models	1993-05-16	Paper
Bandwidth Choice for Average Derivative Estimation	1993-04-01	Paper
Regression Smoothing Parameters That Are Not Far From Their Optimum	1993-04-01	Paper
KERNEL REGRESSION SMOOTHING OF TIME SERIES	1992-09-27	Paper
On bootstrapping kernel spectral estimates	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3999325	1992-09-17	Paper
Nonparametric curve estimation from time series	1992-09-17	Paper
Smoothing techniques. With implementation in S	1992-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q3349792	1991-01-01	Paper
Empirical Evidence on the Law of Demand	1991-01-01	Paper
Bootstrap simultaneous error bars for nonparametric regression	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3477819	1990-01-01	Paper
Semiparametric comparison of regression curves	1990-01-01	Paper
Investigating Smooth Multiple Regression by the Method of Average Derivatives	1989-01-01	Paper
On the use of nonparametric regression for model checking	1989-01-01	Paper
Semiparametric weighted lease squares	1989-01-01	Paper
Asymptotic maximal deviation of M-smoothers	1989-01-01	Paper
Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands	1988-01-01	Paper
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?	1988-01-01	Paper
Robust nonparametric regression with simultaneous scale curve estimation	1988-01-01	Paper
Strong uniform consistency rates for estimators of conditional functionals	1988-01-01	Paper
Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth	1987-01-01	Paper
Nonparametric sequential estimation of zeros and extrema of regression functions	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3826099	1987-01-01	Paper
Algorithm AS 222: Resistant Smoothing Using the Fast Fourier Transform	1987-01-01	Paper
An effective selection of regression variables when the error distribution is incorrectly specified	1987-01-01	Paper
A note on prediction via estimation of the conditional mode function	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3028152	1986-01-01	Paper
SOME THEORY ON M-SMOOTHING OF TIME SERIES	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3773105	1986-01-01	Paper
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators	1986-01-01	Paper
Random approximations to some measures of accuracy in nonparametric curve estimation	1986-01-01	Paper
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3685005	1985-01-01	Paper
Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3736722	1985-01-01	Paper
Optimal bandwidth selection in nonparametric regression function estimation	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3332084	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3702307	1984-01-01	Paper
Robust regression function estimation	1984-01-01	Paper
Uniform consistency of a class of regression function estimators	1984-01-01	Paper
A law of the iterated logarithm for nonparametric regression function estimators	1984-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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