← All authors Wolfgang Karl Härdle Humboldt-Universität zu Berlin (from arXiv:2212.13996, 2022) · ORCID · OpenAlex
155 papers in scope · 154 published · 4 on the econ.EM arXiv · 9,208 citations · h-index 52 (over the papers listed here)
Identity warning. This OpenAlex author record appears to combine more than one person. Treat the list below with caution. Evidence: works_count 1,525 >= 800; alternative names carry 3 different surnames: ardle, liang, rdle; 8 top-level fields at >=2% share; 8 distinct last-known institutions; corroborated by 3 coauthors on its econ.EM paper(s).
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Chen Huang Huang Chen Stephan Smeekes Ning Wang Erkal Ersoy Haoyang Li Jonas Striaukas Éric Ghysels Andrii Babii Ines Wilms Sander Barendse Kaicheng Chen Jooyoung Cha Rui Fan Luca Margaritella Jesper Sørensen Alain Hecq Francesco Ravazzolo Jan Ditzen Etiënne Wijler Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (4 of 155)
COOLING MEASURES AND HOUSING WEALTH: EVIDENCE FROM SINGAPORE
published 2026 · The Singapore Economic Review · first circulated 2019
with Rainer Schulz, Taojun Sie, Taojun Xie
Tensor-on-vector regression with interactions with application to fMRI data
published 2026 · Journal of Multivariate Analysis
with Jinwen Liang, Keming Yu, Jianxin Pan, Maozai Tian
Hybrid LASSO-SVQR Framework for Modeling Nonlinear Systemic Risk Dependencies
published 2026 · IEEE Access
with Hasri Wiji Aqsari, Dedy Dwi Prastyo, Muhammad Sjahid Akbar, Muhammad Hisyam Lee
GEVReg-MIDAS-SSVS for Mixed-Frequency Time Series Interval Forecasting
published 2026 · IEEE Access
with Fairuz Iqbal Zayyan, Dedy Dwi Prastyo, Muhammad Sjahid Akbar, Muhammad Hisyam Lee
Cryptocurrencies in a Changing Financial Landscape: A Systematic Review
published 2025 · Proceedings of the ... International Conference on Business Excellence · 1 citations
with Siang-Li Jheng, Alexandra Conda, Daniel Traian Pele
INTRODUCTION TO THE SPECIAL ISSUE ON ARTIFICIAL INTELLIGENCE (AI) AND ECONOMICS
published 2025 · The Singapore Economic Review
A machine learning based regulatory risk index for cryptocurrencies
published 2025 · Computational Statistics · 5 citations · first circulated 2020
with Xinwen Ni, Taojun Xie, Xiaorui Zuo
Deep learning and NLP in cryptocurrency forecasting: Integrating financial, blockchain, and social media data
published 2025 · International Journal of Forecasting · 14 citations · first circulated 2023
Regime switching forecasting for cryptocurrencies
published 2025 · Digital Finance
with Ilyas Agakishiev, Denis Becker, Xiaorui Zuo
ETF construction on CRIX
published 2025 · Financial Innovation
with Konstantin Häusler
Regime switching forecasting for cryptocurrencies
published 2025 · Digital Finance · 6 citations · first circulated 2024
with Ilyas Agakishiev, Denis Becker, Xiaorui Zuo
Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
published 2025 · Computational Statistics & Data Analysis
with Lingnan Tai, Tao Li, Jianxin Pan, Man-Lai Tang, Keming Yu, Maozai Tian
Scenario based merger & acquisition forecasting
published 2024 · Management & Marketing
with Kainat Khowaja, Danial Saef, Sergej Sizov
Multivariate probabilistic forecasting of electricity prices with trading applications
published 2024 · Energy Economics · 11 citations · first circulated 2023
A comprehensive comparison of goodness-of-fit tests for logistic regression models
published 2024 · Statistics and Computing · 10 citations
with Huiling Liu, Xinmin Li, Feifei Chen, Hua Liang
Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data
published 2024 · Digital Finance · 2 citations
with Danial Saef, Odett Nagy, Sergej Sizov
Shapley Curves: A Smoothing Perspective
published 2024 · Journal of Business and Economic Statistics · 1 citations · first circulated 2022
Sampling Importance Resampling Algorithm with Nonignorable Missing Response Variable Based on Smoothed Quantile Regression
published 2023 · Mathematics
with Jingxuan Guo, Fuguo Liu, Xueliang Zhang, Kai Wang, Ting Zeng, Liping Yang, Maozai Tian
Model checking for generalized partially linear models
published 2023 · Test · 2 citations
with Xinmin Li, Haozhe Liang, Hua Liang
Use generalized linear models or generalized partially linear models?
published 2023 · Statistics and Computing · 2 citations
with Xinmin Li, Haozhe Liang, Hua Liang
Smoothed quantile regression for partially functional linear models in high dimensions
published 2023 · Biometrical Journal · 8 citations
with Zhihao Wang, Yongxin Bai, Maozai Tian
Weighted Competing Risks Quantile Regression Models and Variable Selection
published 2023 · Mathematics
with Erqian Li, Jianxin Pan, Man-Lai Tang, Keming Yu, Xiaowen Dai, Maozai Tian
Imputed quantile tensor regression for near-sited spatial-temporal data
published 2023 · Computational Statistics & Data Analysis · 7 citations
with Jinwen Liang, Maozai Tian
published 2023 · Journal of Econometrics · 13 citations · first circulated 2021
published 2022 · Journal of Business and Economic Statistics · 19 citations · first circulated 2018
FINANCIAL RISK METER FOR CRYPTOCURRENCIES AND TAIL RISK NETWORK-BASED PORTFOLIO CONSTRUCTION
published 2022 · The Singapore Economic Review · 7 citations
with Rui Ren, Michael Althof
working paper 2022 · arXiv · 1 citations
VCRIX — A volatility index for crypto-currencies
published 2021 · International Review of Financial Analysis · 17 citations · first circulated 2019
with Alisa Kim, Simon Trimborn
Are cryptos becoming alternative assets?
published 2021 · European Journal of Finance · 28 citations
with Daniel Traian Pele, Niels Wesselhöfft, Michalis Kolossiatis, Yannis G. Yatracos
Pricing Wind Power Futures
published 2021 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 9 citations
with Brenda López Cabrera, Awdesch Melzer
published 2021 · The Annals of Statistics · 63 citations · first circulated 2018
The common and specific components of inflation expectations across European countries
published 2021 · Empirical Economics · first circulated 2017
Simultaneous inference of the partially linear model with a multivariate unknown function
published 2020 · Journal of Statistical Planning and Inference · 2 citations · first circulated 2016
FACTORISABLE MULTITASK QUANTILE REGRESSION
published 2020 · Econometric Theory · 5 citations · first circulated 2015
Forex exchange rate forecasting using deep recurrent neural networks
published 2020 · Digital Finance · 88 citations
AN AI APPROACH TO MEASURING FINANCIAL RISK
published 2019 · The Singapore Economic Review · 22 citations
with Lining Yu, Lukas Borke, Thijs Benschop
Understanding Cryptocurrencies*
published 2019 · Journal of Financial Econometrics · 182 citations
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics
published 2019 · Quantitative Finance · 8 citations
with Ying Chen, Wee Song Chua
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models
published 2019 · Pattern Recognition Letters · 4 citations · first circulated 2018
with Lenka Zboňáková, Ricardo Pio Monti
Network quantile autoregression
published 2019 · Journal of Econometrics · 86 citations · first circulated 2016
Spatial functional principal component analysis with applications to brain image data
published 2018 · Journal of Multivariate Analysis · 12 citations · first circulated 2017
Principal component analysis in an asymmetric norm
published 2018 · Journal of Multivariate Analysis · 42 citations
with Ngoc Mai Tran, Petra Burdejová, Maria Ospienko
Tail event driven networks of SIFIs
published 2018 · Journal of Econometrics · 85 citations · first circulated 2017
with Cathy Yi-Hsuan Chen, Yarema Okhrin
Functional Principal Component Analysis for Derivatives of Multivariate Curves
published 2018 · Statistica Sinica · 4 citations · first circulated 2016
Multivariate factorizable expectile regression with application to fMRI data
published 2017 · Computational Statistics & Data Analysis · 7 citations
Calculating joint confidence bands for impulse response functions using highest density regions
published 2017 · Empirical Economics · 18 citations · first circulated 2016
Statistical inference for generalized additive partially linear models
published 2017 · Journal of Multivariate Analysis · 8 citations
with Rong Liu, Guoyi Zhang
Data science and digital society
published 2017 · Proceedings of the ... International Conference on Business Excellence · 1 citations
with Cathy Yi-Hsuan Chen
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
published 2017 · Journal of Business and Economic Statistics · 2 citations
with Li-Shan Huang
Company rating with support vector machines
published 2017 · Statistics & Risk Modeling · 5 citations
with Russ Moro, Dorothea Schäfer
An Extended Single‐index Model with Missing Response at Random
published 2016 · Scandinavian Journal of Statistics · 10 citations
with Qihua Wang, Tao Zhang
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
published 2016 · Test · 29 citations · first circulated 2014
with Shuzhuan Zheng, Rong Liu, Lijian Yang
Distillation of News Flow Into Analysis of Stock Reactions
published 2015 · Journal of Business and Economic Statistics · 58 citations
with Junni L. Zhang, Cathy Y. Chen, Elisabeth Bommes
Confidence Corridors for Multivariate Generalized Quantile Regression
published 2015 · Journal of Business and Economic Statistics · 8 citations · first circulated 2014
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
published 2014 · Journal of Multivariate Analysis · 7 citations
with Ya’acov Ritov, Weining Wang
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
published 2014 · Computational Statistics · 14 citations · first circulated 2008
with Shiyi Chen, Kiho Jeong
Nonparametric regression ‐ Theory
published 2014 · Wiley StatsRef: Statistics Reference Online
A simultaneous confidence corridor for varying coefficient regression with sparse functional data
published 2014 · Test · 38 citations
with Lijie Gu, Li Wang, Lijian Yang
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China
published 2014 · Computational Statistics · 22 citations
with Shiyi Chen
Comment
published 2014 · Journal of Business and Economic Statistics
Mathematical Statistics of Partially Identified Objects
published 2014 · Oberwolfach Reports
Variable selection in Cox regression models with varying coefficients
published 2013 · Journal of Statistical Planning and Inference · 22 citations · first circulated 2012
with Toshio Honda
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data
published 2013 · Journal of the American Statistical Association · 62 citations
with Shuzhuan Zheng, Lijian Yang
Functional data analysis of generalized regression quantiles
published 2013 · Statistics and Computing · 31 citations
with Mengmeng Guo, Lan Zhou, Jianhua Z. Huang, Lhan Zhou
Local quantile regression
published 2013 · Journal of Statistical Planning and Inference · 42 citations · first circulated 2010
with Vladimir Spokoiny, Weining Wang, Wolfgang K. HHrdle, Ning Wang
Bayesian networks for sex-related homicides: structure learning and prediction
published 2013 · Journal of Applied Statistics · 17 citations · first circulated 2011
with Stephan Stahlschmidt, Helmut Tausendteufel
Rejoinder: Local quantile regression
published 2013 · Journal of Statistical Planning and Inference
Oracally Efficient Two-Step Estimation of Generalized Additive Model
published 2013 · Journal of the American Statistical Association · 61 citations
with Rong Liu, Lijian Yang
Bootstrap confidence bands and partial linear quantile regression
published 2012 · Journal of Multivariate Analysis · 29 citations · first circulated 2010
with Song Song, Ya’acov Ritov
Simultaneous confidence bands for expectile functions
published 2011 · AStA Advances in Statistical Analysis · 18 citations
with Mengmeng Guo
Difference based ridge and Liu type estimators in semiparametric regression models
published 2011 · Journal of Multivariate Analysis · 79 citations
with Esra Akdenız, Maria Osipenko, Esra Akdeniz Duran
The EFM approach for single-index models
published 2011 · The Annals of Statistics · 168 citations
with Xia Cui, Lixing Zhu
Modeling default risk with support vector machines
published 2010 · Quantitative Finance · 67 citations
with Shiyi Chen, Rouslan Moro
The Bayesian Additive Classification Tree applied to credit risk modelling
published 2009 · Computational Statistics & Data Analysis · 52 citations · first circulated 2008
with Junni L. Zhang
CONFIDENCE BANDS IN QUANTILE REGRESSION
published 2009 · Econometric Theory · 49 citations
with Song Song
Forecasting volatility with support vector machine‐based GARCH model
published 2009 · Journal of Forecasting · 86 citations
with Shiyi Chen, Kiho Jeong
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
published 2009 · Econometrics Journal · 47 citations
with Pavel Čížek, Vladimir Spokoiny
Time Series Modelling With Semiparametric Factor Dynamics
published 2009 · Journal of the American Statistical Association · 105 citations
with Byeong U. Park, Enno Mammen, Szymon Borak
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
published 2008 · Journal of Forecasting · 87 citations
with Yuh-Jye Lee, Dorothea Schäfer, Yi-Ren Yeh
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
published 2006 · Journal of the American Statistical Association · 75 citations · first circulated 2002
with Lijian Yang, Byeong U. Park, Lan Xue
On the appropriateness of inappropriate VaR models
published 2006 · Allgemeines Statistisches Archiv · 64 citations
with Zdeněk Hlávka, Gerhard Stahl
Semi-parametric estimation of partially linear single-index models
published 2006 · Journal of Multivariate Analysis · 249 citations · first circulated 2005
Robust estimation of dimension reduction space
published 2005 · Computational Statistics & Data Analysis · 21 citations
with Pavel Čížek
Transactions that did not happen and their influence on prices
published 2005 · 41 citations
with Alan Kirman, Rainer Schulz, Axel Werwatz
Semiparametric Regression Analysis With Missing Response at Random
published 2004 · Journal of the American Statistical Association · 228 citations · first circulated 2003
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
published 2004 · Econometric Theory · 104 citations · first circulated 2000
The Dynamics of Implied Volatilities: A Common Principal Components Approach
published 2003 · Review of Derivatives Research · 132 citations
with Matthias R. Fengler, Christophe Villa
An Empirical Likelihood Goodness-of-Fit Test for Time Series
published 2003 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 113 citations · first circulated 2000
Efficient estimation in conditional single-index regression
published 2003 · Journal of Multivariate Analysis · 81 citations
with Michel Delecroix, Marian Hristache
Derivative estimation and testing in generalized additive models
published 2003 · Journal of Statistical Planning and Inference · 40 citations · first circulated 2000
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility
published 2003 · Applicationes Mathematicae
with D. Feldmann, Christian Hafner, Marc Hoffmann, Oleg Lepski, A. B. Tsybakov
MD*ReX: Linking XploRe to Standard Spreadsheet Applications
published 2002 · Computational Statistics
with Gökhan Aydınlı, Torsten Kleinow, Hizir Sofyan
A bootstrap test for single index models
published 2001 · Statistics
with Enno Mammen, Isabel Proença
Bootstrap approximation in a partially linear regression model
published 2000 · Journal of Statistical Planning and Inference · 16 citations
with Hua Liang, Volker Sommerfeld
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
published 2000 · Statistical Inference for Stochastic Processes · 35 citations
Integration and backfitting methods in additive models-finite sample properties and comparison
published 1999 · Test · 85 citations · first circulated 1998
Estimation in a semiparametric partially linear errors-in-variables model
published 1999 · The Annals of Statistics · 343 citations
with Hua Liang, Raymond J. Carroll
Testing a Regression Model When We Have Smooth Alternatives in Mind
published 1999 · Scandinavian Journal of Statistics · 19 citations · first circulated 1992
Large sample theory of the estimation of the error distribution for a semiparametric model
published 1999 · Communication in Statistics-Theory and Methods · 19 citations
with Hua Liang
Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
published 1998 · Journal of the American Statistical Association · 115 citations · first circulated 1997
with Enno Mammen, Marlene Müller
Direct estimation of low-dimensional components in additive models
published 1998 · The Annals of Statistics · 235 citations
Nonparametric vector autoregression
published 1998 · Journal of Statistical Planning and Inference · 111 citations · first circulated 1996
An Analysis of Transformations for Additive Nonparametric Regression
published 1997 · Journal of the American Statistical Association · 40 citations
Semiparametric single index versus fixed link function modelling
published 1997 · The Annals of Statistics · 23 citations · first circulated 1995
Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
published 1996 · Journal of the American Statistical Association · 226 citations · first circulated 1995
Estimation of Non-sharp Support Boundaries
published 1995 · Journal of Multivariate Analysis · 75 citations
with Byeong-Uk Park, A. B. Tsybakov
Fast and simple scatterplot smoothing
published 1995 · Computational Statistics & Data Analysis · 35 citations · first circulated 1991
with J. S. Marron, Assaf Marron
Testing increasing dispersion
published 1995 · Computational Statistics & Data Analysis · 3 citations · first circulated 1994
with B.U. Park, Byeong Park
Nonclassical demand
published 1995 · Journal of Econometrics · 83 citations
with Alan Kirman
Better Bootstrap Confidence Intervals for Regression Curve Estimation
published 1995 · Statistics · 16 citations · first circulated 1994
with Sylvie Huet, E. Jolivet
Additive nonparametric regression on principal components
published 1995 · Journal of nonparametric statistics · 19 citations · first circulated 1994
Testing a Parametric Model Against a Semiparametric Alternative
published 1994 · Econometric Theory · 112 citations · first circulated 1992
How sensitive are average derivatives?
published 1993 · Journal of Econometrics · 67 citations · first circulated 1992
On the inconsistency of bootstrap distribution estimators
published 1993 · Computational Statistics & Data Analysis · 25 citations · first circulated 1991
with Peter Hall, Léopold Simar
Bandwidth Choice for Average Derivative Estimation
published 1993 · Journal of the American Statistical Association
with Jeffrey D. Hart, J. S. Marron, A. B. Tsybakov
Applied Nonparametric Regression.
published 1993 · Technometrics · 442 citations · first circulated 1990
with R. L. Eubank, John T. Coshall, Paul L. Speckman, M. C. Jones, Daniel Barry
On the backfitting algorithm for additive regression models
published 1993 · Statistica Neerlandica · 27 citations
with Peter A. Hall
A Bootstrap Test for Positive Definiteness of Income Effect Matrices
published 1992 · Econometric Theory · 14 citations · first circulated 1990
with Jeffrey D. Hart
KERNEL REGRESSION SMOOTHING OF TIME SERIES
published 1992 · Journal of Time Series Analysis · 200 citations · first circulated 1990
with Philippe Vieu
On Bootstrapping Kernel Spectral Estimates
published 1992 · The Annals of Statistics · 219 citations
with Jürgen Franke
Regression Smoothing Parameters that are not Far from their Optimum
published 1992 · Journal of the American Statistical Association · 98 citations
with Peter Hall, J. S. Marron
Bandwidth Choice for Average Derivative Estimation
published 1992 · Journal of the American Statistical Association · 80 citations
with Jeffrey D. Hart, J. S. Marron, A. B. Tsybakov
Bandwith choice for average derivative estimation
published 1992 · LIDAM Reprints CORE
with Jeffrey D. Hart, Steve Marron, A. B. Tsybakov
no link
Empirical Evidence on the Law of Demand
published 1991 · Econometrica · 110 citations · first circulated 1988
with Werner Hildenbrand, Michael Jerison
[Choosing a Kernel Regression Estimator]: Comment
published 1991 · Statistical Science
with Birgit Grund
Cross Section Engel Curves over Time
published 1991 · Recherches économiques de Louvain · 45 citations
with Michael Jerison
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron
published 1991 · LIDAM Reprints CORE
with Birgit Grund
no link
Biased crossvalidation for a kernel regression estimator and its derivatives
published 1991 · LIDAM Reprints CORE
with Raymond J. Carroll
no link
Xplore 2.0-a Computing Environment for Exploratory Regression and Data Analysis.
published 1990 · The Economic Journal · 8 citations
with Glenn Stone, T. Broich, Andreas Krause
Semiparametric Comparison of Regression Curves
published 1990 · The Annals of Statistics · 197 citations
with J. S. Marron, Steve Marron
Investigating Smooth Multiple Regression by the Method of Average Derivatives
published 1989 · Journal of the American Statistical Association · 628 citations
with Thomas M. Stoker
Robertson, T., WrighT, F.T. and R.L. Dykstra: Order restricted statistical inference
published 1989 · Statistical Papers · 6 citations
Asymptotic maximal deviation of M-smoothers
published 1989 · Journal of Multivariate Analysis · 132 citations
Symmetrized nearest neighbor regression estimates
published 1989 · Statistics & Probability Letters · 14 citations
with R. J. Carroll
On the use of nonparametric regression for model checking
published 1989 · Biometrika · 171 citations
with Adelchi Azzalini, A. W. Bowman
Strong Uniform Consistency Rates for Estimators of Conditional Functionals
published 1988 · The Annals of Statistics · 119 citations
with Paul Janssen, Robert Serfling
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?: Rejoinder
published 1988 · Journal of the American Statistical Association · 365 citations
with Peter Hall, J. S. Marron
Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
published 1988 · Journal of the American Statistical Association · 192 citations
with Adrian Bowman
Rejoinder
published 1988 · Journal of the American Statistical Association · 1 citations
with Peter A. Hall, J. S. Marron
An effective selection of regression variables when the error distribution is incorrectly specified
published 1987 · Annals of the Institute of Statistical Mathematics · 5 citations
Nonparametric sequential estimation of zeros and extrema of regression functions
published 1987 · IEEE Transactions on Information Theory · 16 citations
with Rainer Nixdorf
Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth
published 1987 · Statistics · 16 citations
with Gabrielle Kelly
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
published 1986 · Stochastic Processes and their Applications · 188 citations
with Gérard Collomb
Random approximations to some measures of accuracy in nonparametric curve estimation
published 1986 · Journal of Multivariate Analysis · 96 citations
with J. S. Marron
SOME THEORY ON M ‐SMOOTHING OF TIME SERIES
published 1986 · Journal of Time Series Analysis · 27 citations
with Pham-Dinh Tuan
A note on jackknifing kernel regression function estimators (Corresp.)
published 1986 · IEEE Transactions on Information Theory · 19 citations
A note on prediction via estimation of the conditional mode function
published 1986 · Journal of Statistical Planning and Inference · 101 citations
with Gérard Collomb, S. Hassani
What regression model should be chosen when the statistician misspecifies the error distribution?
published 1986 · Contemporary mathematics - American Mathematical Society
Optimal Bandwidth Selection in Nonparametric Regression Function Estimation
published 1985 · The Annals of Statistics · 432 citations
with J. S. Marron
On robust kernel estimation of derivatives of regression functions
published 1985 · Scandinavian Journal of Statistics · 38 citations
with Théo Gasser
no link
Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
published 1985 · Biometrika · 35 citations
with J. S. Marron
Robust Non-Parametric Function Fitting
published 1984 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 124 citations
with Thomas Gasser
Uniform Consistency of a Class of Regression Function Estimators
published 1984 · The Annals of Statistics · 71 citations
with Stephan Luckhaus
A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators
published 1984 · The Annals of Statistics · 22 citations
Robust regression function estimation
published 1984 · Journal of Multivariate Analysis · 85 citations
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