WorldCat Identities

Härdle, Wolfgang

Overview
Works: 415 works in 1,058 publications in 3 languages and 13,459 library holdings
Genres: Conference proceedings  Handbooks, manuals, etc  Examinations, questions, etc  Charts, diagrams, etc 
Roles: Author, Editor, Contributor, Creator, Redactor
Classifications: QA278, 519.536
Publication Timeline
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Most widely held works by Wolfgang Härdle
Applied nonparametric regression by Wolfgang Härdle( Book )

46 editions published between 1990 and 2002 in 3 languages and held by 707 WorldCat member libraries worldwide

Applied multivariate statistical analysis by Wolfgang Härdle( Book )

51 editions published between 2003 and 2015 in English and German and held by 524 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
Statistics of financial markets : an introduction by Jürgen Franke( Book )

51 editions published between 2004 and 2015 in English and held by 484 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 quantitative finance : theory and computational tools by Wolfgang Härdle( Book )

32 editions published between 2002 and 2010 in English and held by 335 WorldCat member libraries worldwide

Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. "Applied Quantitative Finance" (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling.The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance. Themes that are dominant in current research and which are presented in this book include among others the valuation of Collaterized Debt Obligations (CDOs), the high-frequency analysis of market liquidity, the pricing of Bermuda options and realized volatility. All Quantlets for the calculation of the given examples are downloadable from the Springer web pages
Smoothing techniques : with implementation in S by Wolfgang Härdle( Book )

15 editions published between 1990 and 2012 in English and held by 320 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
Wavelets, approximation, and statistical applications by Wolfgang Härdle( Book )

14 editions published in 1998 in English and held by 318 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
Nonparametric and semiparametric models by Wolfgang Härdle( Book )

12 editions published between 2004 and 2013 in English and held by 278 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
Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983 by Jürgen Franke( Book )

15 editions published in 1984 in English and Undetermined and held by 270 WorldCat member libraries worldwide

Handbook of computational statistics : concepts and methods by James E Gentle( Book )

19 editions published between 2004 and 2012 in English and held by 241 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
Measuring risk in complex stochastic systems( Book )

10 editions published in 2000 in English and held by 236 WorldCat member libraries worldwide

This collection of articles by leading researchers will be of interest to people working in the area of mathematical finance
Statistical tools for finance and insurance by Pavel Čižek( Book )

36 editions published between 2004 and 2011 in English and held by 230 WorldCat member libraries worldwide

Statistical Tools in 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.Covering topics such as heavy tailed distributions, implied trinomial trees, support vector machines, valuation of mortgage-backed securities, pricing of CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners insight into new methods for their applications, but it also gives theoreticians insight into the applicability of the stochastic technology. Additionally, the book provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations.Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The design of the text links theory and computational tools in an innovative way.; All Quantlets for the calculation of examples given in the text are supported by the academic edition of XploRe and may be executed via XploRe Quantlet Server (XQS). The downloadable electronic edition of the book enables one to run, modify, and enhance all Quantlets on the spot
Statistical methods for biostatistics and related fields by Wolfgang Härdle( Book )

13 editions published in 2007 in English and held by 196 WorldCat member libraries worldwide

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. 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
Partially linear models by Wolfgang Härdle( Book )

12 editions published in 2000 in English and held by 191 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
Multivariate statistics : exercises and solutions by Wolfgang Härdle( Book )

19 editions published between 2007 and 2015 in English and held by 181 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. The corresponding libraries are downloadable from the Springer link web pages and from the author's home pages. Wolfgang Hardle is Professor of Statistics at Humboldt-Universitat zu Berlin. He studied mathematics, computer science and physics at the University of Karlsruhe and received his Dr.rer.nat. at the University of Heidelberg. Later he had positions at Frankfurt and Bonn before he became professeur ordinaire at Universite Catholique de Louvain. His current research topic is modelling of implied volatilities and the quantitative analysis of financial markets. Zdenek Hlavka studied mathematics at the Charles University in Prague and biostatistics at Limburgs Universitair Centrum in Diepenbeek. Later he held a position at Humboldt-Universitat zu Berlin before he became a member of the Department of Probability and Mathematical Statistics at Charles University in Prague
Handbook of data visualization by Chun-houh Chen( Book )

15 editions published between 2006 and 2008 in English and held by 142 WorldCat member libraries worldwide

Antony Unwin, Chun-houh Chen, Wolfgang K. Härdle 1. 1 Computational Statistics and Data Visualization . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Data Visualization and Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Presentation and Exploratory Graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Graphics and Computing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1. 2 The Chapters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 Summary and Overview; Part II. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 Summary and Overview; Part III. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Summary and Overview; Part IV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 The Authors. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 1. 3 Outlook . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 4 Antony Unwin, Chun-houh Chen, Wolfgang K. Härdle Computational Statistics 1. 1 and Data Visualization Tis book is the third volume of the Handbook of Computational Statistics and c- ers the ?eld of data visualization. In line with the companion volumes, it contains a collection of chapters by experts in the ?eld to present readers with an up-to-date and comprehensive overview of the state of the art. Data visualization is an active area of application and research, and this is a good time to gather together a summary of current knowledge. Graphic displays are ofen very e?ective at communicating information. Tey are also very ofen not e?ective at communicating information. Two important reasons for this state of a?airs are that graphics can be produced with a few clicks of the mouse without any thought and the design of graphics is not taken seriously in many scienti?c textbooks
Statistics of financial markets : exercises and solutions by Szymon Borak( Book )

23 editions published between 2010 and 2013 in English and held by 126 WorldCat member libraries worldwide

"Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123. The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges."--Publisher's website
The art of semiparametrics by Stefan Sperlich( Book )

13 editions published in 2006 in English and held by 97 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 applied and partly even empirical studies. Although each article represents an original contribution to its own field, they all are written in a self-contained way to be read also by non-experts of the particular topic. This volume therefore offers a collection of individual works that together show the actual large spectrum of semiparametric statistics
Handbook of computational finance by Jin-Chuan Duan( Book )

12 editions published between 2011 and 2012 in English and held by 52 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 futu
Copulae in mathematical and quantitative finance : proceedings of the workshop Held in Cracow, 10-11 July 2012 by Piotr Jaworski( Book )

10 editions published in 2013 in English and held by 49 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"--Page 4 of cover
Basics of modern mathematical statistics : exercises and solutions by Wolfgang Härdle( Book )

10 editions published between 2013 and 2014 in English and held by 41 WorldCat member libraries worldwide

The complexity of todays statistical data calls for modern mathematical tools. Many fields of science make use of mathematical statistics and require continuous updating on statistical technologies. Practice makes perfect, since mastering the tools makes them applicable. Our book of exercises and solutions offers a wide range of applications and numerical solutions based on R. In modern mathematical statistics, the purpose is to provide statistics students with a number of basic exercises and also an understanding of how the theory can be applied to real-world problems. The application aspect is also quite important, as most previous exercise books are mostly on theoretical derivations. Also we add some problems from topics often encountered in recent research papers. The book was written for statistics students with one or two years of coursework in mathematical statistics and probability, professors who hold courses in mathematical statistics, and researchers in other fields who would like to do some exercises on math statistics
 
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Audience level: 0.62 (from 0.42 for Statistica ... to 0.75 for Nonparamet ...)

Applied nonparametric regression
Alternative Names
Haerdle, Wolfgang

Hrdle, W.

Hrdle, W. 1953-

Hrdle, W. (Wolfgang)

Hardle, Wolfgang

Hrdle, Wolfgang K.

Hrdle, Wolfgang K. 1953-

Hrdle, Wolfgang Karl.

Hrdle, Wolfgang Karl 1953-

Languages
English (423)

German (1)

Russian (1)

Covers
Applied multivariate statistical analysisStatistics of financial markets : an introductionApplied quantitative finance : theory and computational toolsSmoothing techniques : with implementation in SWavelets, approximation, and statistical applicationsNonparametric and semiparametric modelsHandbook of computational statistics : concepts and methodsMeasuring risk in complex stochastic systems