Search Results - Härdle, Wolfgang

Testing Parametric versus Semiparametric Modeling in Generalized Linear Models

by Hardle, Wolfgang in Journal of the American Statistical Association : JASA : the premier journal of statistical science Vol. 93, No. 444 (1998), p. 1461-1474

“...10.2307/2670060 doi 2670060 2670060 ger GBVCP eng Hardle, Wolfgang Testing Parametric versus...”

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Bootstrap Methods for Time Series

by Härdle, Wolfgang in International statistical review Vol. 71, No. 2 (2003), p. 435-459

“...1403897 1403897 ger GBVCP eng Härdle, Wolfgang Bootstrap Methods for Time Series Elektronische...”

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Optimal Bandwidth Selection in Nonparametric Regression Function Estimation

by Hardle, Wolfgang in The annals of statistics : an official journal of the Institute of Mathematical Statistics Vol. 13, No. 4 (1985), p. 1465-1481

“... estimators MSC optimal bandwidth MSC smoothing parameter MSC cross validation MSC Hardle, Wolfgang Optimal...”

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A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators

by Hardle, Wolfgang in The annals of statistics : an official journal of the Institute of Mathematical Statistics Vol. 12, No. 2 (1984), p. 624-635

“... Hardle, Wolfgang A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators...”

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A Bootstrap Test for Positive Definiteness of Income Effect Matrices

by Härdle, Wolfgang in Econometric theory Vol. 8, No. 2 (1992), p. 276-290

“...3532444 3532444 ger GBVCP eng Härdle, Wolfgang A Bootstrap Test for Positive Definiteness of Income...”

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Optimal Smoothing in Single-Index Models

by Hardle, Wolfgang in The annals of statistics : an official journal of the Institute of Mathematical Statistics Vol. 21, No. 1 (1993), p. 157-178

“... estimator MSC projection pursuit MSC regression MSC single index model MSC smoothing MSC Hardle, Wolfgang...”

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A Review of Nonparametric Time Series Analysis

by Härdle, Wolfgang in International statistical review Vol. 65, No. 1 (1997), p. 49-72

“...10.2307/1403432 doi 1403432 1403432 ger GBVCP eng Härdle, Wolfgang A Review of Nonparametric Time...”

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Bootstrap Inference in Semiparametric Generalized Additive Models

by Härdle, Wolfgang in Econometric theory Vol. 20, No. 2 (2004), p. 265-300

“...3533381 3533381 ger GBVCP eng Härdle, Wolfgang Bootstrap Inference in Semiparametric Generalized...”

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On Robust Kernel Estimation of Derivatives of Regression Functions

by Härdle, Wolfgang in Scandinavian journal of statistics : SJS : theory and applications Vol. 12, No. 3 (1985), p. 233-240

“...4615992 4615992 ger GBVCP eng Härdle, Wolfgang On Robust Kernel Estimation of Derivatives of...”

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How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?

by Hardle, Wolfgang in Journal of the American Statistical Association : JASA : the premier journal of statistical science Vol. 83, No. 401 (1988), p. 86-95

“...10.2307/2288922 doi 2288922 2288922 ger GBVCP eng Hardle, Wolfgang How Far Are Automatically Chosen...”

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Investigating Smooth Multiple Regression by the Method of Average Derivatives

by Hardle, Wolfgang in Journal of the American Statistical Association : JASA : the premier journal of statistical science Vol. 84, No. 408 (1989), p. 986-995

“...10.2307/2290074 doi 2290074 2290074 ger GBVCP eng Hardle, Wolfgang Investigating Smooth Multiple...”

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Empirical Evidence on the Law of Demand

by Härdle, Wolfgang in Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics Vol. 59, No. 6 (1991), p. 1525-1549

“...10.2307/2938277 doi 2938277 2938277 ger GBVCP eng Härdle, Wolfgang Empirical Evidence on the Law of...”

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Structural Tests in Additive Regression

by Härdle, Wolfgang in Journal of the American Statistical Association : JASA : the premier journal of statistical science Vol. 96, No. 456 (2001), p. 1333-1347

“...3085903 3085903 ger GBVCP eng Härdle, Wolfgang Structural Tests in Additive Regression...”

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How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?: Rejoinder

by Hardle, Wolfgang in Journal of the American Statistical Association : JASA : the premier journal of statistical science Vol. 83, No. 401 (1988), p. 100-101

“...10.2307/2288925 doi 2288925 2288925 ger GBVCP eng Hardle, Wolfgang How Far Are Automatically Chosen...”

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Testing a Regression Model When We Have Smooth Alternatives in Mind

by Härdle, Wolfgang in Scandinavian journal of statistics : SJS : theory and applications Vol. 26, No. 2 (1999), p. 221-238

“...4616552 4616552 ger GBVCP eng Härdle, Wolfgang Testing a Regression Model When We Have Smooth...”

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Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands

by Hardle, Wolfgang in Journal of the American Statistical Association : JASA : the premier journal of statistical science Vol. 83, No. 401 (1988), p. 102-110

“...10.2307/2288926 doi 2288926 2288926 ger GBVCP eng Hardle, Wolfgang Bootstrapping in Nonparametric...”

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On the Utility of E-Learning in Statistics

by Härdle, Wolfgang in International statistical review Vol. 75, No. 3 (2007), p. 355-364

“...41509876 41509876 ger GBVCP eng Härdle, Wolfgang On the Utility of E-Learning in Statistics...”

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Bandwidth Choice for Density Derivatives

by Hardle, Wolfgang in Journal of the Royal Statistical Society Vol. 52, No. 1 (1990), p. 223-232

“...2345661 2345661 ger GBVCP eng Hardle, Wolfgang Bandwidth Choice for Density Derivatives...”

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Cross Section Engel Curves over Time

by HÄRDLE, Wolfgang in Recherches économiques de Louvain Vol. 57, No. 4 (1991), p. 391-431

“...40723969 40723969 ger GBVCP eng HÄRDLE, Wolfgang Cross Section Engel Curves over Time Elektronische...”

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<bold>Calibrating CAT Bonds for Mexican Earthquakes</bold>

by Härdle, Wolfgang Karl in The journal of risk & insurance Vol. 77, No. 3 (2010), p. 625-650

“...40783698 40783698 ger GBVCP eng Härdle, Wolfgang Karl <bold>Calibrating CAT Bonds for Mexican...”

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