← All authors Stanislav Volgushev University of Toronto (from arXiv:1807.11863, 2018) · OpenAlex
39 papers in scope · 39 published · 2 on the econ.EM arXiv · 1,013 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Thomas Parker T.E. Parker Carlos Lamarche Antonio F. Galvao Xiaorong Yang Chia-Min Wei Runze Li Martina Pons Jia Chen Chen Jia Jiaying Gu Degui Li Hajo Holzmann Stefan Hoderlein Harold D. Chiang Iván Fernández-Val Victor Chernozhukov Xi Wang Jiahao Lin David Van Dijcke Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 39)
Learning extremal graphical structures in high dimensions
published 2026 · The Annals of Statistics · 4 citations
with Sebastian Engelke, Michaël Lalancette
Spectral clustering with variance information for group structure estimation in panel data
published 2024 · Journal of Econometrics · 4 citations · first circulated 2022
The integrated copula spectrum
published 2022 · The Annals of Statistics
Structure Learning for Extremal Tree Models
published 2022 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 23 citations · first circulated 2020
with Sebastian Engelke
Inference for change points in high-dimensional data via selfnormalization
published 2022 · The Annals of Statistics · 37 citations · first circulated 2019
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
published 2021 · The Annals of Statistics
with Michaël Lalancette, Sebastian Engelke
Multiple block sizes and overlapping blocks for multivariate time series extremes
published 2021 · The Annals of Statistics · 15 citations · first circulated 2019
with Nan Zou, Axel Bücher
Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
published 2020 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 7 citations
published 2020 · Journal of Econometrics · 5 citations · first circulated 2018
published 2019 · Journal of Econometrics · 55 citations · first circulated 2018
On second order conditions in the multivariate block maxima and peak over threshold method
published 2019 · Journal of Multivariate Analysis · 10 citations · first circulated 2018
with Axel Bücher, Nan Zou
SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS
published 2019 · Econometric Theory · 10 citations
Model assessment for time series dynamics using copula spectral densities: A graphical tool
published 2019 · Journal of Multivariate Analysis · first circulated 2018
with Stefan Birr, Tobias Kley
Distributed inference for quantile regression processes
published 2019 · The Annals of Statistics · 147 citations · first circulated 2017
Fourier Analysis of Serial Dependence Measures
published 2017 · Journal of Time Series Analysis · 3 citations
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
published 2017 · Journal of Time Series Analysis · 3 citations
TESTING FOR HOMOGENEITY IN MIXTURE MODELS
published 2017 · Econometric Theory · 8 citations · first circulated 2013
Quantile Spectral Analysis for Locally Stationary Time Series
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 43 citations · first circulated 2014
The independence process in conditional quantile location-scale models and an application to testing for monotonicity
published 2017 · Statistica Sinica · 8 citations · first circulated 2016
with Mélanie Birke, Natalie Neumeyer
Equivalence of Regression Curves
published 2017 · Journal of the American Statistical Association · 40 citations
Quantile processes for semi and nonparametric regression
published 2017 · Electronic Journal of Statistics · 25 citations · first circulated 2016
Weak convergence of the empirical copula process with respect to weighted metrics
published 2016 · Bernoulli · 24 citations · first circulated 2014
with Betina Berghaus, Axel Bücher
The effects of works councils on overtime hours
published 2016 · Scottish Journal of Political Economy · 6 citations
with Rafael Gralla, Kornelius Kraft
A Subsampled Double Bootstrap for Massive Data
published 2015 · Journal of the American Statistical Association · 49 citations
Dose Response Signal Detection under Model Uncertainty
published 2015 · Biometrics · 13 citations
Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis
published 2015 · Bernoulli · 78 citations · first circulated 2011
ON SELF‐NORMALIZATION FOR CENSORED DEPENDENT DATA
published 2014 · Journal of Time Series Analysis · 12 citations
Some Comments on Copula-Based Regression
published 2014 · Journal of the American Statistical Association · 39 citations
A general approach to the joint asymptotic analysis of statistics from sub-samples
published 2014 · Electronic Journal of Statistics · 16 citations · first circulated 2013
Censored quantile regression processes under dependence and penalization
published 2014 · Electronic Journal of Statistics · 10 citations · first circulated 2012
Nonparametric quantile regression for twice censored data
published 2013 · Bernoulli · 13 citations · first circulated 2010
Empirical and sequential empirical copula processes under serial dependence
published 2013 · Journal of Multivariate Analysis · 77 citations · first circulated 2011
with Axel Bücher
Significance testing in quantile regression
published 2013 · Electronic Journal of Statistics · 15 citations · first circulated 2012
Nonparametric comparison of quantile curves: a stochastic process approach
published 2012 · Journal of nonparametric statistics · 3 citations
The quantile process under random censoring
published 2012 · Mathematical Methods of Statistics · 9 citations
A test for Archimedeanity in bivariate copula models
published 2012 · Journal of Multivariate Analysis · 29 citations · first circulated 2011
Comparing Conditional Quantile Curves
published 2010 · Scandinavian Journal of Statistics · 11 citations
Non-Crossing Non-Parametric Estimates of Quantile Curves
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 144 citations
Onset Dynamics of Action Potentials in Rat Neocortical Neurons and Identified Snail Neurons: Quantification of the Difference
published 2008 · PLoS ONE · 18 citations
with Maxim Volgushev, A. Yu. Malyshev, П. М. Балабан, Marina Chistiakova, Fred Wolf, Марина Владимировна Чистякова
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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