Wolfgang Polonik

Available identifiers

zbMath Open polonik.wolfgangMaRDI QIDQ292889

List of research outcomes

Publication	Date of Publication	Type
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	2024-10-28	Paper
A flexible approach for normal approximation of geometric and topological statistics	2024-08-20	Paper
Bootstrapping persistent Betti numbers and other stabilizing statistics	2024-01-04	Paper
A Flexible Approach for Normal Approximation of Geometric and Topological Statistics	2022-10-19	Paper
On approximation theorems for the Euler characteristic with applications to the bootstrap	2021-10-11	Paper
Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications	2021-07-05	Paper
Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method	2020-07-14	Paper
Nonparametric inference for continuous-time event counting and link-based dynamic network models	2019-09-13	Paper
On the choice of weight functions for linear representations of persistence diagrams	2019-09-11	Paper
Nonparametric confidence regions for level sets: statistical properties and geometry	2019-05-17	Paper
On the asymptotic normality of persistent Betti numbers	2019-03-07	Paper
Extrema of rescaled locally stationary Gaussian fields on manifolds	2018-02-15	Paper
Neighborhood selection with application to social networks	2017-11-16	Paper
Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity	2017-01-12	Paper
Testing for multivariate volatility functions using minimum volume sets and inverse regression	2016-06-22	Paper
Theoretical analysis of nonparametric filament estimation	2016-06-09	Paper
Extrema of locally stationary Gaussian fields on growing manifolds	2015-10-23	Paper
Confidence regions for level sets	2014-01-13	Paper
Mode Identification of Volatility in Time-Varying Autoregression	2012-11-09	Paper
Comment	2012-01-18	Paper
Empirical spectral processes for locally stationary time series	2010-11-15	Paper
PRIM analysis	2010-02-12	Paper
Asymptotic normality of plug-in level set estimates	2009-07-17	Paper
Multivariate mode hunting: Data analytic tools with measures of significance	2009-04-21	Paper
Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional	2007-08-20	Paper
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes	2007-07-12	Paper
Estimation of regression contour clusters -- an application of the excess mass approach to regression	2005-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4410083	2003-07-01	Paper
Set-indexed conditional empirical and quantile processes based on dependent data	2002-09-20	Paper
Conditional Minimum Volume Predictive Regions for Stochastic Processes	2002-07-30	Paper
Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods	2001-01-30	Paper
The silhouette, concentration functions and ML-density estimation under order restrictions.	1999-11-09	Paper
Minimum volume sets and generalized quantile processes	1999-01-14	Paper
Density estimation under qualitative assumptions in higher dimensions	1996-10-08	Paper
Measuring mass concentrations and estimating density contour clusters -- An excess mass approach	1996-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q4023764	1993-01-23	Paper
Multivariate Gaussian Approximation for Random Forest via Region-based Stabilization	N/A	Paper

Research outcomes over time

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