WorldCat Identities

Härdle, Wolfgang

Overview
Works: 338 works in 864 publications in 2 languages and 11,819 library holdings
Genres: Conference proceedings  Handbooks, manuals, etc 
Roles: Editor, Creator, Redactor, Contributor
Classifications: HG176.5, 332.015195
Publication Timeline
Key
Publications about  Wolfgang Härdle Publications about Wolfgang Härdle
Publications by  Wolfgang Härdle Publications by Wolfgang Härdle
Most widely held works by Wolfgang Härdle
Statistics of financial markets an introduction by Jürgen Franke ( )
57 editions published between 2004 and 2013 in English and held by 1,754 WorldCat member libraries worldwide
"Statistics Of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour." "The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic." "For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management."--Jacket
Applied multivariate statistical analysis by Wolfgang Härdle ( )
40 editions published between 2003 and 2012 in English and held by 1,116 WorldCat member libraries worldwide
"A state of the art presentation of the tools and concepts of multivariate data analysis with a strong focus on applications. The first part is devoted to graphical techniques describing the distributions of the involved variables. The second part deals with multivariate random variables and presents distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide variety of tools for multivariate data analysis."--BOOK JACKET
Statistical tools for finance and insurance by Pavel Čižek ( )
29 editions published between 2004 and 2011 in English and held by 1,096 WorldCat member libraries worldwide
"Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field this book offers a unique combination of topics from which every market analyst and risk manager will benefit."--Jacket
Applied quantitative finance by Wolfgang Härdle ( )
30 editions published between 2002 and 2009 in English and held by 736 WorldCat member libraries worldwide
Offers solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. This book reflects the synthesis of theory and practice supported by computational tools in the selection of topics
Applied nonparametric regression by Wolfgang Härdle ( Book )
38 editions published between 1990 and 2002 in English and Undetermined and held by 690 WorldCat member libraries worldwide
Statistical methods for biostatistics and related fields by Wolfgang Härdle ( )
13 editions published in 2007 in English and held by 558 WorldCat member libraries worldwide
Biostatistics is one of the scientific fields for which the recent developments have been extremely important. It is also strongly related to other scientific disciplines involving statistical methodology. The aim of this book is to cover a wide scope of recent statistical methods used by scientists in biostatistics as well as in other related fields such as chemometrics, environmetrics and geophysics. The contributed papers, coming from internationally recognized researchers, present various statistical methodologies together with a selected scope of their main mathematical properties and their applications in real case studies, making this book of interest to a wide audience among researchers and students in statistics. Each method is accompanied with interactive and automatic Xplore routines, available on-line, allowing people to reproduce the proposed examples or to apply the methods to their own real datasets. Thus, this book will also be of special interest to practitioners
Handbook of computational statistics concepts and methods by James E Gentle ( )
16 editions published between 2004 and 2012 in English and held by 523 WorldCat member libraries worldwide
The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with 'How Computational Statistics became the backbone of modern data science' (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications
Multivariate statistics exercises and solutions by Wolfgang Härdle ( )
16 editions published between 2007 and 2013 in English and held by 506 WorldCat member libraries worldwide
"The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether 234 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R or XploRe languages."--Jacket
The art of semiparametrics by Stefan Sperlich ( )
12 editions published in 2006 in English and held by 461 WorldCat member libraries worldwide
This selection of articles has emerged from different works presented at the conference "The Art of Semiparametrics" celebrated in 2003 in Berlin. The idea was to bring together junior and senior researchers but also practitioners working on semiparametric statistics in rather different fields. The meeting succeeded in welcoming a group that presents a broad range of areas where research on, respectively with, semiparametric methods is going on. It contains mathematical statistics, econometrics, finance, business statistics, etc. and thus combines theoretical contributions with more
Handbook of data visualization by Chun-houh Chen ( )
16 editions published between 2006 and 2008 in English and held by 416 WorldCat member libraries worldwide
Visualizing the data is an essential part of any data analysis. Modern computing developments have led to big improvements in graphic capabilities and there are many new possibilities for data displays. This book gives an overview of modern data visualization methods, both in theory and practice. It details modern graphical tools such as mosaic plots, parallel coordinate plots, and linked views. Coverage also examines graphical methodology for particular areas of statistics, for example Bayesian analysis, genomic data and cluster analysis, as well software for graphics. Specialists from all over the world have contributed papers on their areas of expertise to this volume
Handbook of computational finance by Jin-Chuan Duan ( )
12 editions published between 2011 and 2012 in English and held by 336 WorldCat member libraries worldwide
Anything that is openly traded has a market price that may be more or less than its "fair" price. For shares of corporate stock, the fair price is likely to be some complicated function of the intrinsic current value (or "book" value) of identifiable assets owned by the company, the expected rate of growth, future dividends, and other factors. Some of these factors that affect the price can be measured at the time of a stock transaction, or at least within a relatively narrow time window that includes the time of the transaction. Most factors, however, relate to expectations about the future a
Wavelets, approximation, and statistical applications ( Book )
11 editions published in 1998 in English and held by 320 WorldCat member libraries worldwide
The mathematical theory of wavelets was developed by Yes Meyer and many collaborators about ten years ago. It was designed for approximation of possibly irregular functions and surfaces and was successfully applied in data compression, turbulence analysis, and image and signal processing. Five years ago wavelet theory progressively appeared to be a powerful framework for nonparametric statistical problems. Efficient computation implementations are beginning to surface in the nineties. This book brings toghether these three streams of wavelet theory and introduces the novice in this field to these aspects. Readers interested in the theory and construction of wavelets will find in a condensed form results that are scattered in the research literature. A practitioner will be able to use wavelets via the available software code
Smoothing techniques : with implementation in S by Wolfgang Härdle ( Book )
15 editions published between 1990 and 2012 in English and held by 317 WorldCat member libraries worldwide
The author has attempted to present a book that provides a non-technical introduction into the area of non-parametric density and regression function estimation. The application of these methods is discussed in terms of the S computing environment. Smoothing in high dimensions faces the problem of data sparseness. A principal feature of smoothing, the averaging of data points in a prescribed neighborhood, is not really practicable in dimensions greater than three if we have just one hundred data points. Additive models provide a way out of this dilemma; but, for their interactiveness and recursiveness, they require highly effective algorithms. For this purpose, the method of WARPing (Weighted Averaging using Rounded Points) is described in great detail
Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983 by Jürgen Franke ( Book )
13 editions published in 1984 in English and Undetermined and held by 279 WorldCat member libraries worldwide
Nonparametric and semiparametric models by Wolfgang Härdle ( Book )
11 editions published between 2004 and 2013 in English and held by 273 WorldCat member libraries worldwide
The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlyingstructure. The book considers high dimensional objects, as density functions and regression. The semiparametric modeling technique compromises the two aims, flexibility and simplicity of statistical procedures, by introducing partial parametric components. These components allow to match structural conditions like e.g. linearity in some variables and may be used to model the influence of discrete variables. The aim of this monograph is to present the statistical and mathematical principles of smoothing with a focus on applicable techniques. The necessary mathematical treatment is easily understandable and a wide variety of interactive smoothing examples are given. The book does naturally split into two parts: Nonparametric models (histogram, kernel density estimation, nonparametric regression) and semiparametric models (generalized regression, single index models, generalized partial linear models, additive and generalized additive models). The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity
Copulae in mathematical and quantitative finance proceedings of the Workshop Held in Cracow, 10-11 July 2012 by Piotr Jaworski ( )
8 editions published in 2013 in English and held by 271 WorldCat member libraries worldwide
"Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 1950s, copulas have gained considerable popularity in several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula models severely underestimate the risk of the occurrence of joint extreme events. Recent theoretical investigations have put new tools for detecting and estimation dependence and risk (like tail dependence, time-varying models, etc) in the spotlight. All such investigations need to be further developed and promoted, a goal this book pursues. The book includes surveys that provide an up-to-date account of essential aspects of copula models in quantitative finance, as well as the extended versions of talks selected from papers presented at the workshop in Cracow"--P. [4] of cover
Measuring risk in complex stochastic systems ( Book )
9 editions published in 2000 in English and held by 244 WorldCat member libraries worldwide
This collection of articles by leading researchers will be of interest to people working in the area of mathematical finance
Partially linear models by Wolfgang Härdle ( Book )
10 editions published in 2000 in English and held by 196 WorldCat member libraries worldwide
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models
Einführung in die Statistik der Finanzmärkte by Jürgen Franke ( Book )
6 editions published between 1999 and 2004 in German and held by 181 WorldCat member libraries worldwide
XploRe : an interactive statistical computing environment by Wolfgang Härdle ( Book )
10 editions published between 1995 and 2013 in English and held by 168 WorldCat member libraries worldwide
This book describes the statistical computing environment called XploRe which is a widely available package (details on how to obtain it are provided in the book). As its name suggests, XploRe provides a highly interactive graphics interface for exploratory statistical analysis and provides for user-written macros and smoothing procedures for effective high-dimensional data analysis. The main aim of the book is to show how XploRe can be used for a wide variety of statistical tasks ranging from basic data manipulation to interactive customizing of graphs and dynamic fitting of high-dimensional statistical models. As a result, it may be used as the basis of a course in model building, computational statistics, applied multivariate analysis, and econometrics
 
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Alternative Names
Härdle, W.
Härdle, W., 1953-
Härdle, W. (Wolfgang)
Hardle, Wolfgang.
Härdle, Wolfgang K.
Härdle, Wolfgang K., 1953-
Härdle, Wolfgang Karl.
Härdle, Wolfgang Karl, 1953-
Languages
English (363)
German (6)
Covers