79 citations · 280 across the 39 of their papers we have counts for
5 papers · 1 filter
Misspecification in copula-based regression
Holger Dette, Ria Van Hecke, Stanislav Volgushev
In a recent paper Noh et al. (2013) proposed a new semiparametric estimate of a regression function with a multivariate predictor, which is based on a specification of the dependen…
A general approach to the joint asymptotic analysis of statistics from sub-samples
Stanislav Volgushev, Xiaofeng Shao
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving res…
When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs
Axel Bücher, Johan Segers, Stanislav Volgushev
In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak conv…
Smoothed quantile regression processes for binary response models
Stanislav Volgushev
In this paper, we consider binary response models with linear quantile restrictions. Considerably generalizing previous research on this topic, our analysis focuses on an infinite…
Testing for Homogeneity in Mixture Models
Jiaying Gu, Roger Koenker, Stanislav Volgushev
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus gen…