Weining Wang
Weining Wang
Bestätigte E-Mail-Adresse bei york.ac.uk
TitelZitiert vonJahr
Tenet: Tail-event driven network risk
WK Härdle, W Wang, L Yu
Journal of Econometrics 192 (2), 499-513, 2016
Local quantile regression
V Spokoiny, W Wang, WK Härdle
Journal of Statistical Planning and Inference 143 (7), 1109-1129, 2013
Nonparametric estimates for conditional quantiles of time series
J Franke, P Mwita
Uniform confidence bands for pricing kernels
WK Härdle, Y Okhrin, W Wang
Journal of Financial Econometrics 13 (2), 376-413, 2014
Composite quantile regression for the single-index model
Y Fan, WK Härdle, W Wang, L Zhu
SFB 649 Discussion Paper 2013-010, 2013
Quantile regression in risk calibration
SK Chao, WK Härdle, W Wang
SFB 649 Discussion Paper 2012-006, 2012
Testing for increasing weather risk
W Wang, I Bobojonov, WK Härdle, M Odening
Stochastic environmental research and risk assessment 27 (7), 1565-1574, 2013
Localising temperature risk
WK Härdle, BL Cabrera, O Okhrin, W Wang
SFB 649 Discussion Paper 2011-001, 2010
Pricing Cryptocurrency options: the case of CRIX and Bitcoin
CYH Chen, WK Härdle, AJ Hou, W Wang
Available at SSRN 3159130, 2018
Network quantile autoregression
X Zhu, W Wang, H Wang, WK Härdle
Journal of Econometrics, 2019
Hidden Markov structures for dynamic copulae
W Wang, O Okhrin, WK Härdle
Single-index-based CoVaR with very high-dimensional covariates
Y Fan, WK Härdle, W Wang, L Zhu
Journal of Business & Economic Statistics 36 (2), 212-226, 2018
LASSO-driven inference in time and space
V Chernozhukov, WK Härdle, C Huang, W Wang
arXiv preprint arXiv:1806.05081, 2018
Local quantile regression (with rejoinder). J. of Statistical Planing and Inference, 143 (7): 1109–1129
V Spokoiny, W Wang, W Härdle
arXiv preprint ArXiv:1208.5384, 2013
Localizing temperature risk
WK Härdle, B López Cabrera, O Okhrin, W Wang
Journal of the American Statistical Association 111 (516), 1491-1508, 2016
Time Varying Quantile Lasso
L Zbonakova, WK Härdle, W Wang
SFB 649 Discussion Paper 2016-047, 2016
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
WK Härdle, Y Ritov, W Wang
Journal of Multivariate Analysis 134, 129-145, 2015
Basics of Modern Mathematical Statistics
WK Härdle, V Spokoiny, V Panov, W Wang
Springer, 2013
Prognose mit nichtparametrischen Verfahren
W Härdle, R Schulz, W Wang
Prognoserechnung, 167-181, 2012
Robust Estimation of Nonparametric Function via Addition Sequence
W Wang, W Shen, T Tong
Resubmitted to Journal of Statistical Planning and Inference, 2019
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