Stanislav Volgushev



Sprechzeiten:

Nach Vereinbarung.

Arbeitsgebiet:

Quantilsregression, nichtparametrische Statistik, zensierte Daten, Copulas.

Statistische Beratung:

Statistische Beratung

Publikationen:

Veröffentlichungen:

Volgushev, S., Birke, M., Dette, H and Neumeyer, N. (2012). Significance testing in quantile regression. Erscheint in Electronic Journal of Statistics (PDF)

Dette, H., Wagener, J. and Volgushev, S. (2012). Nonparametric comparison of quantile curves: A stochastic process approach. Erscheint in Journal of Nonparametric Statistics (PDF).

Bücher, A., Dette, H. und Volgushev, S. (2012). A test for Archimedeanity in bivariate copula models. Journal of Multivariate Analysis, Vol. 110, 121-132.

Volgushev, S. and Dette, H. (2012). Nonparametric quantile regression for twice censored data. Erscheint in: Bernoulli, (PDF).

Wagener, J., Volgushev, S. and Dette, H. (2012). The quantile process under random censoring. Mathematical Methods of Statistics, Vol. 21(2), 127-141.

Bücher, A., Dette, H. and Volgushev, S. (2011). New estimators of the Pickands dependence function and a test for extreme-value dependence. Annals of Statistics, Vol. 39, No. 4, 1963-2006.

Dette, H., Wagener, J. and Volgushev, S. (2011). Comparing conditional quantile curves. Scandinavian Journal of Statistics , Vol. 38, 63-88.

Hoch, T., Volgushev, S., Malyshev, A., Obermayer, K. and Volgushev, M. (2011). Modulation of the amplitude of γ-band activity by stimulus phase enhances signal encoding. European Journal of Neuroscience, Vol. 33, 1223-1239.

Dette, H. and Volgushev, S. (2008). Non-crossing nonparametric estimates of quantile curves, Journal of the Royal Statistical Society: Series B, Vol. 70(3), 609-627.

Volgushev, M., Malyshev, A., Balaban, P., Chistiakova, M., Volgushev, S., et al. (2008). Onset Dynamics of Action Potentials in Rat Neocortical Neurons and Identified Snail Neurons: Quantification of the Difference. PLoS ONE 3(4): e1962. doi:10.1371/journal.pone.0001962

Eingereicht:

Gralla, R., Kraft, K. and Volgushev, S. The effects of works councils on overtime hours - a censored quantile regression approach, (PDF)

Dette, H., Titoff, S., Volgushev, S. and Bretz, F. (2012). Model identification for dose response signal detection, (PDF)

Volgushev, S., Wagener, J. and Dette, H. (2012). Censored quantile regression processes under dependence and penalization, (PDF)

Dette, H., Hallin, M., Kley, T. and Volgushev, S. (2011). Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis. (PDF) - ArXiv

Bücher, A. and Volgushev, S. (2011). Empirical and sequential empirical copula processes under serial dependence. (PDF)