The following pages link to Stanislav Volgushev (Q282564):
Displayed 45 items.
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- (Q358125) (redirect page) (← links)
- Nonparametric quantile regression for twice censored data (Q358126) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- (Q443783) (redirect page) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Censored quantile regression processes under dependence and penalization (Q471971) (← links)
- (Q502903) (redirect page) (← links)
- Weak convergence of the empirical copula process with respect to weighted metrics (Q502904) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- (Q893068) (redirect page) (← links)
- The quantile process under random censoring (Q893069) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
- Quantile processes for semi and nonparametric regression (Q2408237) (← links)
- Distributed inference for quantile regression processes (Q2414100) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Dose response signal detection under model uncertainty (Q2809526) (← links)
- Comparing Conditional Quantile Curves (Q2911653) (← links)
- ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA (Q2937716) (← links)
- Non-Crossing Non-Parametric Estimates of Quantile Curves (Q3631464) (← links)
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS (Q4569586) (← links)
- The independence process in conditional quantile location-scale models and an application to testing for monotonicity (Q4601255) (← links)
- Quantile Spectral Analysis for Locally Stationary Time Series (Q4603803) (← links)
- Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
- On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities (Q4640218) (← links)
- Equivalence of Regression Curves (Q4962438) (← links)
- Some Comments on Copula-Based Regression (Q4975580) (← links)
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization (Q5087150) (← links)
- SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS (Q5221311) (← links)
- Nonparametric comparison of quantile curves: a stochastic process approach (Q5299876) (← links)
- Structure Learning for Extremal Tree Models (Q6044103) (← links)
- Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
- Testing relevant hypotheses in functional time series via self-normalization (Q6306819) (← links)
- Learning extremal graphical structures in high dimensions (Q6381847) (← links)
- The integrated copula spectrum (Q6385570) (← links)