Wolfgang Polonik

    Professor
    Department of Statistics
    University of California at Davis
    One Shields Ave.
    Davis, CA 95616
    Phone: 530-554-9521 (skype-number; dial all digits)
    email: wpolonik at ucdavis dot edu

    Research Interests

    • Mathematical Statistics, Nonparametric Statistics, Shape Constraints, Modality,
      Nonstationary Time Series, Empirical Process Theory

    Membership in scientific societies

    • Institute of Mathematical Statistics
    • American Statistical Association
    • Bernoulli
    • International Statistical Institute

    Editorial service

    • since 2012: Associate Editor: Journal of the Royal Statistical Association - Series B
    • since 2003: Associate Editor: Journal of Multivariate Analysis
    • 2004 - 2012: Associate Editor: Journal of Statistical Planning and Inference
    • 2007 - 2012: Associate Editor: Annals of Statistics

    Recent Manuscripts/Publications

    • Weighted sums and residual empirical processes for time-varying processes (joint with G. Chandler; submitted)

    • Confidence sets for level sets (joint with E. Mammen; submitted)

    • Mode Identification of Volatility in Time-Varying Autoregression (joint with G. Chandler; appeared in Journal of the American Statistical Association, 107:499, 1217-1229, 2012)

    • PRIM Analysis (joint with Z. Wang; appeared in Journal of Multivariate Analysis , 2010, Vol. 101(3), 525-540 )

    • Asymptotic normality of plug-in level set estimates (joint with D. Mason; expanded version of paper in Annals of Applied Probability, 2009, Vol. 19(3), 1108-1142)

    • Empirical spectral processes for locally stationary time series (joint with R. Dahlhaus; appeared in Bernoulli 2009, Vol. 15, No. 1, 1-39 )

    • Mode hunting in multi dimensions: Data analytic tools with measures of significance (joint with P. Burman; appeared in Journal of Multivariate Analysis , 2009, Vol. 100(6), 1198-1218)

    • Testing for multivariate volatility functions using minimum volume sets and inverse regression (joint with Q. Yao; extended version of paper in Journal of Econometrics 2008, Vol. 147, No.1, 151-162)

    • Nonparametric quasi maximum likelihood estimation for Gaussian locally stationary processes (joint with R. Dahlhaus; Ann. Statist., 34, No.6, 2790 - 2824, 2006)

    • Discrimination of locally stationary processes based on the excess mass functional (joint with G. Chandler; J. Amer. Statist. Assoc., Vol. 101, 240 - 253, 2006)