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DateTitle Authors
2014 Confidence corridors for multivariate generalized quantile regressionChao, Shih-kang / Proksch, Katharina / Dette, Holger / Härdle, Wolfgang
2009 Optimal smoothing for a computationally and statistically efficient single index estimatorXia, Yingcun / Härdle, Wolfgang Karl / Linton, Oliver
2009 Localized realized volatility modellingChen, Ying / Härdle, Wolfgang Karl / Pigorsch, Uta
2009 De copulis non est disputandum Copulae: An overviewHärdle, Wolfgang Karl / Okhrin, Ostap
2008 Recursive portfolio selection with decision treesAndriyashin, Anton / Härdle, Wolfgang Karl / Timofeev, Roman
2008 The default risk of firms examined with smooth support vector machinesHärdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2014 Estimating the spot covariation of asset prices: Statistical theory and empirical evidenceBibinger, Markus / Hautsch, Nikolaus / Malec, Peter / Reiss, Markus
2008 Independent component analysis via copula techniquesChen, Ray-Bing / Guo, Meihui / Härdle, Wolfgang Karl / Huang, Shih-Feng
2008 The bayesian additive classification tree applied to credit risk modellingZhang, Junni L. / Härdle, Wolfgang Karl
2003 Analyzing E-Learning Adoption via Recursive PartitioningKöllinger, Philipp / Schade, Christian

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