4 citations · 4 across the 4 of their papers we have counts for
5 papers
Change-point Inference for High-dimensional Heteroscedastic Data
Teng Wu, Stanislav Volgushev, Xiaofeng Shao
We propose a bootstrap-based test to detect a mean shift in a sequence of high-dimensional observations with unknown time-varying heteroscedasticity. The proposed test builds on th…
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities
Stefan Birr, Holger Dette, Marc Hallin +2
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is established via an asymptotic representation result involving Wigner-Ville spectra.
The independence process in conditional quantile location-scale models and an application to testing for monotonicity
Melanie Birke, Natalie Neumeyer, Stanislav Volgushev
In this paper the nonparametric quantile regression model is considered in a location-scale context. The asymptotic properties of the empirical independence process based on covari…
Weak convergence of the empirical copula process with respect to weighted metrics
Axel Bücher, Betina Berghaus, Stanislav Volgushev
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results r…
Significance testing in quantile regression
Stanislav Volgushev, Melanie Birke, Holger Dette +1
We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of…