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Biased crossvalidation for a kernel regression estimator and its derivatives
Härdle, Wolfgang; Carroll, Raymond J. - 1989
Persistent link: https://www.econbiz.de/10000774582
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000774583
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Optimal smoothing in single index models
Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko - 1991
Persistent link: https://www.econbiz.de/10000818197
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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
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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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Testing a regression model when we have smooth alternatives in mind
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000858566
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Semiparametric additive indices for binary response and generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - 1998
Persistent link: https://www.econbiz.de/10000998098
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Internet based econometric computing
Härdle, Wolfgang; Horowitz, Joel - 1998
Persistent link: https://www.econbiz.de/10000992256
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362