Wolfgang Karl Härdle
L.v.Bortkiewicz Chair of Statistics
C.A.S.E. Centre f. Appl. Stat. & Econ.
School of Business and Economics
Humboldt-Universität zu Berlin
Berlin, Germany
Léopold Simar
Inst. Statistics
Center of Operations Research
& Econometrics (CORE)
Katholieke Universiteit Leuven
Leuven, Belgium
The majority of chapters have quantlet codes in Matlab or R. These quantlets may be down-
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ISBN 978-3-642-17228-1 e-ISBN 978-3-642-17229-8
DOI 10.1007/978-3-642-17229-8
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Mathematics Subject Classification (2000): 62H10, 62H12, 62H15, 62H17, 62H20, 62H25, 62H30,
62F25
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