Stanislav Volgushev

Statistics and Probability · 2008–2018

A researcher in the Science corpus: 8 papers; trusts 53 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 86 citations into it; #5,370 of 12,932 by trust here, #5,126 by citations
• Finance — 61 citations into it; #8,130 of 10,518 by trust here, #6,419 by citations
• Economics and Econometrics — 52 citations into it
• Artificial Intelligence — 18 citations into it; #17,128 of 35,345 by trust here, #28,481 by citations
• Management Science and Operations Research — 14 citations into it; #9,038 of 11,946 by trust here, #11,360 by citations
• Control and Systems Engineering — 11 citations into it
• Signal Processing — 7 citations into it
• Statistical Learning Theory — 6 citations into it

Whom Stanislav Volgushev trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Roger W. Koenker
2. Rainer Dahlhaus
3. Richard A. Davis
4. Holger Dette
5. Xiaofeng Shao
6. Hui Zou
7. Eric R. Ziegel
8. Yongmiao Hong
9. Thomas Mikosch
10. Bin Yu

Who trusts Stanislav Volgushev overall

1. Matt Taddy
2. Thomas Kneib
3. Torsten Hothorn
4. Heejoon Han
5. Gordon Gudendorf
6. Athanasios Kottas

Papers from Stanislav Volgushev's perspective

Ordered by how strongly the researchers Stanislav Volgushev trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Weak Convergence and Empirical Processes: With Applications to Statistics
3. The Elements of Statistical Learning
4. Local polynomial modelling and its applications
5. The Adaptive Lasso and Its Oracle Properties
6. Generalized autoregressive conditional heteroskedasticity
7. Time Series: Theory and Methods
8. Quantile Autoregression
9. QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING
10. Review: P. Billingsley, Convergence of probability measures

Their papers

• Non‐crossing non‐parametric estimates of quantile curves (2008) — 159 citations
• Quantile Spectral Processes: Asymptotic Analysis and Inference (2014) — 70 citations
• New estimators of the Pickands dependence function and a test for extreme-value dependence (2011) — 80 citations
• Equivalence of Regression Curves (2018) — 49 citations
• Panel data quantile regression with grouped fixed effects (2018) — 55 citations
• Testing relevant hypotheses in functional time series via self‐normalization (2018) — 56 citations
• Quantile spectral analysis for locally stationary time series (2014) — 47 citations
• Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis (2011) — 75 citations