93 citations · 284 across the 23 of their papers we have counts for
6 papers · 1 filter
K-expectiles clustering
Bingling Wang, Yinxing Li, Wolfgang Karl Härdle
-means clustering is one of the most widely-used partitioning algorithm in cluster analysis due to its simplicity and computational efficiency. However, -means does not provi…
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models
Lenka Zboňáková, Ricardo Pio Monti, Wolfgang Karl Härdle
High-dimensional, streaming datasets are ubiquitous in modern applications. Examples range from finance and e-commerce to the study of biomedical and neuroimaging data. As a result…
Statistical Inference for Generalized Additive Partially Linear Model
Rong Liu, Wolfgang Karl Härdle
The Generalized Additive Model (GAM) is a powerful tool and has been well studied. This model class helps to identify additive regression structure. Via available test procedures o…
Factorisable Multitask Quantile Regression
Shih-Kang Chao, Wolfgang Karl Härdle, Ming Yuan
A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantil…
Principal Component Analysis in an Asymmetric Norm
Ngoc Mai Tran, Maria Osipenko, Wolfgang Karl Haerdle
Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engi…
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
P. Čížek, W. Härdle, V. Spokoiny
This paper offers a new method for estimation and forecasting of the volatility of financial time series when the stationarity assumption is violated. Our general local parametric…