Non‐crossing non‐parametric estimates of quantile curves H Dette, S Volgushev
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2008
147 2008 Empirical and sequential empirical copula processes under serial dependence A Bücher, S Volgushev
Journal of Multivariate Analysis 119, 61-70, 2013
81 2013 New estimators of the Pickands dependence function and a test for extreme-value dependence A Bücher, H Dette, S Volgushev
The Annals of Statistics, 1963-2006, 2011
72 2011 Of copulas, quantiles, ranks and spectra: An H Dette, M Hallin, T Kley, S Volgushev
Bernoulli 21 (2), 781-831, 2015
58 2015 Distributed inference for quantile regression processes S Volgushev, SK Chao, G Cheng
The Annals of Statistics 47 (3), 1634-1662, 2019
54 2019 Quantile spectral processes: Asymptotic analysis and inference T Kley, S Volgushev, H Dette, M Hallin
Bernoulli 22 (3), 1770-1807, 2016
45 2016 When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi-and hypographs A Bücher, J Segers, S Volgushev
The Annals of Statistics 42 (4), 1598-1634, 2014
35 2014 Quantile spectral analysis for locally stationary time series S Birr, S Volgushev, T Kley, H Dette, M Hallin
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2017
31 2017 Some comments on copula-based regression H Dette, R Van Hecke, S Volgushev
Journal of the American Statistical Association 109 (507), 1319-1324, 2014
29 2014 A test for Archimedeanity in bivariate copula models A Bücher, H Dette, S Volgushev
Journal of Multivariate Analysis 110, 121-132, 2012
27 2012 Equivalence of regression curves H Dette, K Möllenhoff, S Volgushev, F Bretz
Journal of the American Statistical Association 113 (522), 711-729, 2018
26 2018 A subsampled double bootstrap for massive data S Sengupta, S Volgushev, X Shao
Journal of the American Statistical Association 111 (515), 1222-1232, 2016
26 2016 Weak convergence of the empirical copula process with respect to weighted metrics B Berghaus, A Bücher, S Volgushev
Bernoulli 23 (1), 743-772, 2017
25 * 2017 Onset dynamics of action potentials in rat neocortical neurons and identified snail neurons: quantification of the difference M Volgushev, A Malyshev, P Balaban, M Chistiakova, S Volgushev, ...
PLoS One 3 (4), e1962, 2008
21 2008 A general approach to the joint asymptotic analysis of statistics from sub-samples S Volgushev, X Shao
Electronic Journal of Statistics 8 (1), 390-431, 2014
17 2014 Significance testing in quantile regression S Volgushev, M Birke, H Dette, N Neumeyer
Electronic Journal of Statistics 7, 105-145, 2013
17 2013 Panel data quantile regression with grouped fixed effects J Gu, S Volgushev
Journal of Econometrics 213 (1), 68-91, 2019
16 2019 Inference for change points in high dimensional data R Wang, S Volgushev, X Shao
arXiv preprint arXiv:1905.08446, 2019
15 2019 Regulatory assessment of drug dissolution profiles comparability via maximum deviation K Moellenhoff, H Dette, E Kotzagiorgis, S Volgushev, O Collignon
Statistics in medicine 37 (20), 2968-2981, 2018
15 2018 Quantile processes for semi and nonparametric regression SK Chao, S Volgushev, G Cheng
Electronic Journal of Statistics 11 (2), 3272-3331, 2017
15 2017 
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