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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).

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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

(4 of 155)

COOLING MEASURES AND HOUSING WEALTH: EVIDENCE FROM SINGAPORE
published2026 · 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
published2026 · Journal of Multivariate Analysis
with Jinwen Liang, Keming Yu, Jianxin Pan, Maozai Tian
Hybrid LASSO-SVQR Framework for Modeling Nonlinear Systemic Risk Dependencies
published2026 · 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
published2026 · IEEE Access
with Fairuz Iqbal Zayyan, Dedy Dwi Prastyo, Muhammad Sjahid Akbar, Muhammad Hisyam Lee
Cryptocurrencies in a Changing Financial Landscape: A Systematic Review
published2025 · 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
published2025 · The Singapore Economic Review
A machine learning based regulatory risk index for cryptocurrencies
published2025 · 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
published2025 · International Journal of Forecasting · 14 citations · first circulated 2023
with Vincent Gurgul, Stefan Lessmann
Regime switching forecasting for cryptocurrencies
published2025 · Digital Finance
with Ilyas Agakishiev, Denis Becker, Xiaorui Zuo
ETF construction on CRIX
published2025 · Financial Innovation
with Konstantin Häusler
Regime switching forecasting for cryptocurrencies
published2025 · 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
published2025 · Computational Statistics & Data Analysis
with Lingnan Tai, Tao Li, Jianxin Pan, Man-Lai Tang, Keming Yu, Maozai Tian
Scenario based merger & acquisition forecasting
published2024 · Management & Marketing
with Kainat Khowaja, Danial Saef, Sergej Sizov
Multivariate probabilistic forecasting of electricity prices with trading applications
published2024 · Energy Economics · 11 citations · first circulated 2023
with Ilyas Agakishiev, Miloš Kopa, Karel Kozmík, Alla Petukhina
A comprehensive comparison of goodness-of-fit tests for logistic regression models
published2024 · 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
published2024 · Digital Finance · 2 citations
with Danial Saef, Odett Nagy, Sergej Sizov
Shapley Curves: A Smoothing Perspective
published2024 · Journal of Business and Economic Statistics · 1 citations · first circulated 2022
with Ratmir Miftachov, Georg Keilbar
Sampling Importance Resampling Algorithm with Nonignorable Missing Response Variable Based on Smoothed Quantile Regression
published2023 · Mathematics
with Jingxuan Guo, Fuguo Liu, Xueliang Zhang, Kai Wang, Ting Zeng, Liping Yang, Maozai Tian
Model checking for generalized partially linear models
published2023 · Test · 2 citations
with Xinmin Li, Haozhe Liang, Hua Liang
Use generalized linear models or generalized partially linear models?
published2023 · Statistics and Computing · 2 citations
with Xinmin Li, Haozhe Liang, Hua Liang
Smoothed quantile regression for partially functional linear models in high dimensions
published2023 · Biometrical Journal · 8 citations
with Zhihao Wang, Yongxin Bai, Maozai Tian
Weighted Competing Risks Quantile Regression Models and Variable Selection
published2023 · 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
published2023 · Computational Statistics & Data Analysis · 7 citations
with Jinwen Liang, Maozai Tian
published2023 · Journal of Econometrics · 13 citations · first circulated 2021
published2022 · Journal of Business and Economic Statistics · 19 citations · first circulated 2018
FINANCIAL RISK METER FOR CRYPTOCURRENCIES AND TAIL RISK NETWORK-BASED PORTFOLIO CONSTRUCTION
published2022 · The Singapore Economic Review · 7 citations
with Rui Ren, Michael Althof
working paper2022 · arXiv · 1 citations
VCRIX — A volatility index for crypto-currencies
published2021 · International Review of Financial Analysis · 17 citations · first circulated 2019
with Alisa Kim, Simon Trimborn
Are cryptos becoming alternative assets?
published2021 · European Journal of Finance · 28 citations
with Daniel Traian Pele, Niels Wesselhöfft, Michalis Kolossiatis, Yannis G. Yatracos
Pricing Wind Power Futures
published2021 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 9 citations
with Brenda López Cabrera, Awdesch Melzer
published2021 · The Annals of Statistics · 63 citations · first circulated 2018
with Victor Chernozhukov, Chen Huang, Ning Wang, Wolfgang H auml rdle
The common and specific components of inflation expectations across European countries
published2021 · Empirical Economics · first circulated 2017
with Shi Chen, Ning Wang
Simultaneous inference of the partially linear model with a multivariate unknown function
published2020 · Journal of Statistical Planning and Inference · 2 citations · first circulated 2016
with Kun Ho Kim, Shih-Kang Chao
FACTORISABLE MULTITASK QUANTILE REGRESSION
published2020 · Econometric Theory · 5 citations · first circulated 2015
with Shih-Kang Chao, Ming Yuan
Forex exchange rate forecasting using deep recurrent neural networks
published2020 · Digital Finance · 88 citations
with Alexander Jakob Dautel, Stefan Lessmann, Hsin-Vonn Seow
AN AI APPROACH TO MEASURING FINANCIAL RISK
published2019 · The Singapore Economic Review · 22 citations
with Lining Yu, Lukas Borke, Thijs Benschop
Understanding Cryptocurrencies*
published2019 · Journal of Financial Econometrics · 182 citations
with Campbell R. Harvey, Raphael Constantin Georg Reule
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics
published2019 · Quantitative Finance · 8 citations
with Ying Chen, Wee Song Chua
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models
published2019 · Pattern Recognition Letters · 4 citations · first circulated 2018
with Lenka Zboňáková, Ricardo Pio Monti
Network quantile autoregression
published2019 · Journal of Econometrics · 86 citations · first circulated 2016
with Xuening Zhu, Ning Wang, Hansheng Wang, Karl Wolfgang, Hangsheng Wang, Wolfgang K. HHrdle
Spatial functional principal component analysis with applications to brain image data
published2018 · Journal of Multivariate Analysis · 12 citations · first circulated 2017
with Yingxing Li, Chen Huang, Wolfgang K. HHrdle
Principal component analysis in an asymmetric norm
published2018 · Journal of Multivariate Analysis · 42 citations
with Ngoc Mai Tran, Petra Burdejová, Maria Ospienko
Tail event driven networks of SIFIs
published2018 · Journal of Econometrics · 85 citations · first circulated 2017
with Cathy Yi-Hsuan Chen, Yarema Okhrin
Functional Principal Component Analysis for Derivatives of Multivariate Curves
published2018 · Statistica Sinica · 4 citations · first circulated 2016
with Maria Grith, Heiko Wagner, Aloïs Kneip
Multivariate factorizable expectile regression with application to fMRI data
published2017 · Computational Statistics & Data Analysis · 7 citations
with Shih-Kang Chao, Chen Huang
Calculating joint confidence bands for impulse response functions using highest density regions
published2017 · Empirical Economics · 18 citations · first circulated 2016
with Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker, Chen Huang, Shih-Kang Chao
Statistical inference for generalized additive partially linear models
published2017 · Journal of Multivariate Analysis · 8 citations
with Rong Liu, Guoyi Zhang
Data science and digital society
published2017 · 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
published2017 · Journal of Business and Economic Statistics · 2 citations
with Li-Shan Huang
Company rating with support vector machines
published2017 · Statistics & Risk Modeling · 5 citations
with Russ Moro, Dorothea Schäfer
An Extended Single‐index Model with Missing Response at Random
published2016 · Scandinavian Journal of Statistics · 10 citations
with Qihua Wang, Tao Zhang
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
published2016 · Test · 29 citations · first circulated 2014
with Shuzhuan Zheng, Rong Liu, Lijian Yang
Distillation of News Flow Into Analysis of Stock Reactions
published2015 · Journal of Business and Economic Statistics · 58 citations
with Junni L. Zhang, Cathy Y. Chen, Elisabeth Bommes
Confidence Corridors for Multivariate Generalized Quantile Regression
published2015 · Journal of Business and Economic Statistics · 8 citations · first circulated 2014
with Shih-Kang Chao, Katharina Proksch, Holger Dette
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
published2014 · 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
published2014 · Computational Statistics · 14 citations · first circulated 2008
with Shiyi Chen, Kiho Jeong
Nonparametric regression ‐ Theory
published2014 · Wiley StatsRef: Statistics Reference Online
A simultaneous confidence corridor for varying coefficient regression with sparse functional data
published2014 · Test · 38 citations
with Lijie Gu, Li Wang, Lijian Yang
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China
published2014 · Computational Statistics · 22 citations
with Shiyi Chen
Comment
published2014 · Journal of Business and Economic Statistics
Mathematical Statistics of Partially Identified Objects
published2014 · Oberwolfach Reports
with Victor Chernozhukov, Joël L. Horowitz, Ya’acov Ritov
Variable selection in Cox regression models with varying coefficients
published2013 · 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
published2013 · Journal of the American Statistical Association · 62 citations
with Shuzhuan Zheng, Lijian Yang
Functional data analysis of generalized regression quantiles
published2013 · Statistics and Computing · 31 citations
with Mengmeng Guo, Lan Zhou, Jianhua Z. Huang, Lhan Zhou
Local quantile regression
published2013 · 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
published2013 · Journal of Applied Statistics · 17 citations · first circulated 2011
with Stephan Stahlschmidt, Helmut Tausendteufel
Rejoinder: Local quantile regression
published2013 · Journal of Statistical Planning and Inference
with Vladimir Spokoiny, Ning Wang
Oracally Efficient Two-Step Estimation of Generalized Additive Model
published2013 · Journal of the American Statistical Association · 61 citations
with Rong Liu, Lijian Yang
Bootstrap confidence bands and partial linear quantile regression
published2012 · Journal of Multivariate Analysis · 29 citations · first circulated 2010
with Song Song, Ya’acov Ritov
Simultaneous confidence bands for expectile functions
published2011 · AStA Advances in Statistical Analysis · 18 citations
with Mengmeng Guo
Difference based ridge and Liu type estimators in semiparametric regression models
published2011 · Journal of Multivariate Analysis · 79 citations
with Esra Akdenız, Maria Osipenko, Esra Akdeniz Duran
The EFM approach for single-index models
published2011 · The Annals of Statistics · 168 citations
with Xia Cui, Lixing Zhu
Modeling default risk with support vector machines
published2010 · Quantitative Finance · 67 citations
with Shiyi Chen, Rouslan Moro
The Bayesian Additive Classification Tree applied to credit risk modelling
published2009 · Computational Statistics & Data Analysis · 52 citations · first circulated 2008
with Junni L. Zhang
CONFIDENCE BANDS IN QUANTILE REGRESSION
published2009 · Econometric Theory · 49 citations
with Song Song
Forecasting volatility with support vector machine‐based GARCH model
published2009 · Journal of Forecasting · 86 citations
with Shiyi Chen, Kiho Jeong
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
published2009 · Econometrics Journal · 47 citations
with Pavel Čížek, Vladimir Spokoiny
Time Series Modelling With Semiparametric Factor Dynamics
published2009 · 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
published2008 · 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
published2006 · 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
published2006 · Allgemeines Statistisches Archiv · 64 citations
with Zdeněk Hlávka, Gerhard Stahl
Semi-parametric estimation of partially linear single-index models
published2006 · Journal of Multivariate Analysis · 249 citations · first circulated 2005
Robust estimation of dimension reduction space
published2005 · Computational Statistics & Data Analysis · 21 citations
with Pavel Čížek
Transactions that did not happen and their influence on prices
published2005 · 41 citations
with Alan Kirman, Rainer Schulz, Axel Werwatz
Semiparametric Regression Analysis With Missing Response at Random
published2004 · Journal of the American Statistical Association · 228 citations · first circulated 2003
with Qihua Wang, Oliver Linton, Wolfgang H auml rdle
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
published2004 · Econometric Theory · 104 citations · first circulated 2000
with Sylvie Huet, Enno Mammen, Stefan Sperlich
The Dynamics of Implied Volatilities: A Common Principal Components Approach
published2003 · Review of Derivatives Research · 132 citations
with Matthias R. Fengler, Christophe Villa
An Empirical Likelihood Goodness-of-Fit Test for Time Series
published2003 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 113 citations · first circulated 2000
with Song Xi Chen, Ming Li, Torsten Kleinow
Efficient estimation in conditional single-index regression
published2003 · Journal of Multivariate Analysis · 81 citations
with Michel Delecroix, Marian Hristache
Derivative estimation and testing in generalized additive models
published2003 · Journal of Statistical Planning and Inference · 40 citations · first circulated 2000
with Lijian Yang, Stefan Sperlich
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility
published2003 · Applicationes Mathematicae
with D. Feldmann, Christian Hafner, Marc Hoffmann, Oleg Lepski, A. B. Tsybakov
MD*ReX: Linking XploRe to Standard Spreadsheet Applications
published2002 · Computational Statistics
with Gökhan Aydınlı, Torsten Kleinow, Hizir Sofyan
A bootstrap test for single index models
published2001 · Statistics
with Enno Mammen, Isabel Proença
Bootstrap approximation in a partially linear regression model
published2000 · 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
published2000 · Statistical Inference for Stochastic Processes · 35 citations
with Peter Hall, Torsten Kleinow, Peter Schmidt
Integration and backfitting methods in additive models-finite sample properties and comparison
published1999 · Test · 85 citations · first circulated 1998
with Stefan Sperlich, Oliver B. Linton
Estimation in a semiparametric partially linear errors-in-variables model
published1999 · The Annals of Statistics · 343 citations
with Hua Liang, Raymond J. Carroll
Testing a Regression Model When We Have Smooth Alternatives in Mind
published1999 · Scandinavian Journal of Statistics · 19 citations · first circulated 1992
with Aloïs Kneip, Wolfgang Haerdle
Large sample theory of the estimation of the error distribution for a semiparametric model
published1999 · Communication in Statistics-Theory and Methods · 19 citations
with Hua Liang
Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
published1998 · 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
published1998 · The Annals of Statistics · 235 citations
with Jianqing Fan, Enno Mammen
Nonparametric vector autoregression
published1998 · Journal of Statistical Planning and Inference · 111 citations · first circulated 1996
with A. B. Tsybakov, Lijian Yang, Alexandre B. Tsybakov
An Analysis of Transformations for Additive Nonparametric Regression
published1997 · Journal of the American Statistical Association · 40 citations
with Oliver B. Linton, Rong Chen, Naiysin Wang
Semiparametric single index versus fixed link function modelling
published1997 · The Annals of Statistics · 23 citations · first circulated 1995
with Vladimir Spokoiny, Stefan Sperlich, Wolfgang Haerdle
Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
published1996 · Journal of the American Statistical Association · 226 citations · first circulated 1995
Estimation of Non-sharp Support Boundaries
published1995 · Journal of Multivariate Analysis · 75 citations
with Byeong-Uk Park, A. B. Tsybakov
Fast and simple scatterplot smoothing
published1995 · Computational Statistics & Data Analysis · 35 citations · first circulated 1991
with J. S. Marron, Assaf Marron
Testing increasing dispersion
published1995 · Computational Statistics & Data Analysis · 3 citations · first circulated 1994
with B.U. Park, Byeong Park
Nonclassical demand
published1995 · Journal of Econometrics · 83 citations
with Alan Kirman
Better Bootstrap Confidence Intervals for Regression Curve Estimation
published1995 · Statistics · 16 citations · first circulated 1994
with Sylvie Huet, E. Jolivet
Additive nonparametric regression on principal components
published1995 · Journal of nonparametric statistics · 19 citations · first circulated 1994
with A. B. Tsybakov, Alexandre B. Tsybakov
Testing a Parametric Model Against a Semiparametric Alternative
published1994 · Econometric Theory · 112 citations · first circulated 1992
How sensitive are average derivatives?
published1993 · Journal of Econometrics · 67 citations · first circulated 1992
with A. B. Tsybakov, Alexandre B. Tsybakov
On the inconsistency of bootstrap distribution estimators
published1993 · Computational Statistics & Data Analysis · 25 citations · first circulated 1991
with Peter Hall, Léopold Simar
Bandwidth Choice for Average Derivative Estimation
published1993 · Journal of the American Statistical Association
with Jeffrey D. Hart, J. S. Marron, A. B. Tsybakov
Applied Nonparametric Regression.
published1993 · 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
published1993 · Statistica Neerlandica · 27 citations
with Peter A. Hall
A Bootstrap Test for Positive Definiteness of Income Effect Matrices
published1992 · Econometric Theory · 14 citations · first circulated 1990
with Jeffrey D. Hart
KERNEL REGRESSION SMOOTHING OF TIME SERIES
published1992 · Journal of Time Series Analysis · 200 citations · first circulated 1990
with Philippe Vieu
On Bootstrapping Kernel Spectral Estimates
published1992 · The Annals of Statistics · 219 citations
with Jürgen Franke
Regression Smoothing Parameters that are not Far from their Optimum
published1992 · Journal of the American Statistical Association · 98 citations
with Peter Hall, J. S. Marron
Bandwidth Choice for Average Derivative Estimation
published1992 · Journal of the American Statistical Association · 80 citations
with Jeffrey D. Hart, J. S. Marron, A. B. Tsybakov
Bandwith choice for average derivative estimation
published1992 · LIDAM Reprints CORE
with Jeffrey D. Hart, Steve Marron, A. B. Tsybakov
Empirical Evidence on the Law of Demand
published1991 · Econometrica · 110 citations · first circulated 1988
with Werner Hildenbrand, Michael Jerison
[Choosing a Kernel Regression Estimator]: Comment
published1991 · Statistical Science
with Birgit Grund
Cross Section Engel Curves over Time
published1991 · Recherches économiques de Louvain · 45 citations
with Michael Jerison
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron
published1991 · LIDAM Reprints CORE
with Birgit Grund
Biased crossvalidation for a kernel regression estimator and its derivatives
published1991 · LIDAM Reprints CORE
with Raymond J. Carroll
Xplore 2.0-a Computing Environment for Exploratory Regression and Data Analysis.
published1990 · The Economic Journal · 8 citations
with Glenn Stone, T. Broich, Andreas Krause
Semiparametric Comparison of Regression Curves
published1990 · The Annals of Statistics · 197 citations
with J. S. Marron, Steve Marron
Investigating Smooth Multiple Regression by the Method of Average Derivatives
published1989 · 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
published1989 · Statistical Papers · 6 citations
Asymptotic maximal deviation of M-smoothers
published1989 · Journal of Multivariate Analysis · 132 citations
Symmetrized nearest neighbor regression estimates
published1989 · Statistics & Probability Letters · 14 citations
with R. J. Carroll
On the use of nonparametric regression for model checking
published1989 · Biometrika · 171 citations
with Adelchi Azzalini, A. W. Bowman
Strong Uniform Consistency Rates for Estimators of Conditional Functionals
published1988 · The Annals of Statistics · 119 citations
with Paul Janssen, Robert Serfling
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?: Rejoinder
published1988 · Journal of the American Statistical Association · 365 citations
with Peter Hall, J. S. Marron
Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
published1988 · Journal of the American Statistical Association · 192 citations
with Adrian Bowman
Rejoinder
published1988 · 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
published1987 · Annals of the Institute of Statistical Mathematics · 5 citations
Nonparametric sequential estimation of zeros and extrema of regression functions
published1987 · IEEE Transactions on Information Theory · 16 citations
with Rainer Nixdorf
Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth
published1987 · Statistics · 16 citations
with Gabrielle Kelly
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
published1986 · Stochastic Processes and their Applications · 188 citations
with Gérard Collomb
Random approximations to some measures of accuracy in nonparametric curve estimation
published1986 · Journal of Multivariate Analysis · 96 citations
with J. S. Marron
SOME THEORY ON M ‐SMOOTHING OF TIME SERIES
published1986 · Journal of Time Series Analysis · 27 citations
with Pham-Dinh Tuan
A note on jackknifing kernel regression function estimators (Corresp.)
published1986 · IEEE Transactions on Information Theory · 19 citations
A note on prediction via estimation of the conditional mode function
published1986 · 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?
published1986 · Contemporary mathematics - American Mathematical Society
Optimal Bandwidth Selection in Nonparametric Regression Function Estimation
published1985 · The Annals of Statistics · 432 citations
with J. S. Marron
On robust kernel estimation of derivatives of regression functions
published1985 · Scandinavian Journal of Statistics · 38 citations
with Théo Gasser
Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
published1985 · Biometrika · 35 citations
with J. S. Marron
Robust Non-Parametric Function Fitting
published1984 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 124 citations
with Thomas Gasser
Uniform Consistency of a Class of Regression Function Estimators
published1984 · The Annals of Statistics · 71 citations
with Stephan Luckhaus
A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators
published1984 · The Annals of Statistics · 22 citations
Robust regression function estimation
published1984 · Journal of Multivariate Analysis · 85 citations

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.