Stanislav Volgushev
Identifiers
- name variant Stanislav Volgushev 0.60 · backfill
Papers (26)
- Adaptivity of the NPMLE to finitely discrete mixing distributions in Gaussian/Poisson mixtures math.ST · 2026 · author #2
- Multiple block sizes and overlapping blocks for multivariate time series extremes math.ST · 2019 · author #2
- On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method math.ST · 2018 · author #2
- Model assessment for time series dynamics using copula spectral densities: a graphical tool stat.ME · 2018 · author #3
- Panel Data Quantile Regression with Grouped Fixed Effects econ.EM · 2018 · author #2
- Fourier analysis of serial dependence measures math.ST · 2017 · author #2
- Distributed inference for quantile regression processes math.ST · 2017 · author #1
- On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities math.ST · 2016 · author #5
- The independence process in conditional quantile location-scale models and an application to testing for monotonicity math.ST · 2016 · author #3
- Quantile Processes for Semi and Nonparametric Regression math.ST · 2016 · author #2
- A subsampled double bootstrap for massive data stat.ME · 2015 · author #2
- Equivalence of dose response curves stat.ME · 2015 · author #3
- Weak convergence of the empirical copula process with respect to weighted metrics math.ST · 2014 · author #3
- Quantile Spectral Analysis for Locally Stationary Time Series math.ST · 2014 · author #2
- Quantile spectral processes: Asymptotic analysis and inference math.ST · 2014 · author #2
- Misspecification in copula-based regression stat.ME · 2013 · author #3
- When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs math.ST · 2013 · author #3
- A general approach to the joint asymptotic analysis of statistics from sub-samples math.ST · 2013 · author #1
- Testing for Homogeneity in Mixture Models stat.ME · 2013 · author #3
- Censored quantile regression processes under dependence and penalization math.ST · 2012 · author #1
- Significance testing in quantile regression stat.ME · 2012 · author #1
- Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis math.ST · 2011 · author #4
- Empirical and sequential empirical copula processes under serial dependence math.ST · 2011 · author #2
- A test for Archimedeanity in bivariate copula models math.ST · 2011 · author #3
- New estimators of the Pickands dependence function and a test for extreme-value dependence math.ST · 2011 · author #3
- Nonparametric quantile regression for twice censored data stat.ME · 2010 · author #1
Mentions
- 1208.5467 #1 · backfill · confidence 0.70 Stanislav Volgushev
- 1206.3125 #1 · backfill · confidence 0.70 Stanislav Volgushev
- 1111.7205 #4 · backfill · confidence 0.70 Stanislav Volgushev
- 1111.2778 #2 · backfill · confidence 0.70 Stanislav Volgushev
- 1109.6501 #3 · backfill · confidence 0.70 Stanislav Volgushev
- 1102.0405 #3 · backfill · confidence 0.70 Stanislav Volgushev
- 1007.3376 #1 · backfill · confidence 0.70 Stanislav Volgushev
Frequent Coauthors
- Holger Dette 12 shared papers
- Axel B\"ucher 7 shared papers
- Tobias Kley 5 shared papers
- Marc Hallin 4 shared papers
- Stefan Birr 3 shared papers
- Guang Cheng 2 shared papers
- Jiaying Gu 2 shared papers
- Melanie Birke 2 shared papers
- Nan Zou 2 shared papers
- Natalie Neumeyer 2 shared papers
- Ria Van Hecke 2 shared papers
- Shih-Kang Chao 2 shared papers
- Xiaofeng Shao 2 shared papers
- Betina Berghaus 1 shared papers
- Frank Bretz 1 shared papers
- Jens Wagener 1 shared papers
- Johan Segers 1 shared papers
- Kathrin M\"ollenhoff 1 shared papers
- Roger Koenker 1 shared papers
- Srijan Sengupta 1 shared papers