Stanislav Volgushev

14 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4622-382X

Department of Statistical Sciences, University of Toronto

Publications

• Inference for change points in high-dimensional data via selfnormalization — The Annals of Statistics 2022 (name-matched, not ORCID-linked)
• Structure learning for extremal tree models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022 (name-matched, not ORCID-linked)
• The integrated copula spectrum — The Annals of Statistics 2022 (name-matched, not ORCID-linked)
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes — The Annals of Statistics 2021 (name-matched, not ORCID-linked)
• Multiple block sizes and overlapping blocks for multivariate time series extremes — The Annals of Statistics 2021 (name-matched, not ORCID-linked)
• Testing relevant hypotheses in functional time series via self-normalization — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2020 (name-matched, not ORCID-linked)
• Distributed inference for quantile regression processes — The Annals of Statistics 2019 (name-matched, not ORCID-linked)
• Equivalence of Regression Curves — Journal of the American Statistical Association 2018 (name-matched, not ORCID-linked)
• Quantile spectral analysis for locally stationary time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017 (name-matched, not ORCID-linked)
• A Subsampled Double Bootstrap for Massive Data — Journal of the American Statistical Association 2016 (name-matched, not ORCID-linked)
• When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs — The Annals of Statistics 2014 (name-matched, not ORCID-linked)
• Some Comments on Copula-Based Regression — Journal of the American Statistical Association 2014 (name-matched, not ORCID-linked)
• New estimators of the Pickands dependence function and a test for extreme-value dependence — The Annals of Statistics 2011 (name-matched, not ORCID-linked)
• Non-crossing non-parametric estimates of quantile curves — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008 (name-matched, not ORCID-linked)