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Pavel Krupskiy
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Factor copula models for multivariate data
P Krupskii, H Joe
Journal of Multivariate Analysis 120, 85-101, 2013
1802013
Structured factor copula models: Theory, inference and computation
P Krupskii, H Joe
Journal of Multivariate Analysis 138, 53-73, 2015
712015
Factor Copula Models for Replicated Spatial Data
P Krupskii, R Huser, MG Genton
Journal of the American Statistical Association (to appear), 2016
682016
Tail-weighted measures of dependence
P Krupskii, H Joe
Journal of Applied Statistics 42 (3), 614-629, 2015
272015
Factor copula models for data with spatio-temporal dependence
P Krupskii, MG Genton
Spatial Statistics 22, 180-195, 2017
222017
A copula model for non-Gaussian multivariate spatial data
P Krupskii, MG Genton
Journal of Multivariate Analysis 169, 264-277, 2019
19*2019
Copula-based measures of reflection and permutation asymmetry and statistical tests
P Krupskii
Statistical Papers 58 (4), 1165-1187, 2017
172017
Flexible copula models with dynamic dependence and application to financial data
P Krupskii, H Joe
Econometrics and Statistics 16, 148-167, 2020
122020
Copula-based monitoring schemes for non-Gaussian multivariate processes
P Krupskii, F Harrou, AS Hering, Y Sun
Journal of Quality Technology 52 (3), 219-234, 2020
102020
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
P Krupskii, H Joe
Journal of Multivariate Analysis 172, 147-161, 2019
82019
Tail-weighted dependence measures with limit being the tail dependence coefficient
D Lee, H Joe, P Krupskii
Journal of Nonparametric Statistics 30 (2), 262-290, 2018
82018
Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the HŁsler–ReiŖ distribution
P Krupskii, H Joe, D Lee, MG Genton
Journal of Multivariate Analysis 163, 80-95, 2018
72018
Linear factor copula models and their properties
P Krupskii, MG Genton
Scandinavian Journal of Statistics 45 (4), 861-878, 2018
42018
Structured factor copulas and tail inference
P Krupskii
University of British Columbia, 2014
42014
Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models
P Krupskii, H Joe
Statistical Papers 63 (2), 543-569, 2022
12022
Conditional normal extreme-value copulas
P Krupskii, MG Genton
Extremes 24 (3), 403-431, 2021
12021
Modeling spatial tail dependence with Cauchy convolution processes
P Krupskii, R Huser
arXiv preprint arXiv:2102.07094, 2021
2021
Supplementary Material for: Factor Copula Models for Replicated Spatial Data
P Krupskii, R Huser, MG Genton
figshare, 2016
2016
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Articles 1–18