Pavel Krupskii

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Pavel Krupskii Q391801



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Max-convolution processes with random shape indicator kernels
Journal of Multivariate Analysis
2024-09-02Paper
Modeling spatial tail dependence with Cauchy convolution processes
Electronic Journal of Statistics
2022-12-19Paper
Modeling spatial tail dependence with Cauchy convolution processes
Electronic Journal of Statistics
2022-12-19Paper
Fast inference methods for high-dimensional factor copulas
Dependence Modeling
2022-11-14Paper
Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models
Statistical Papers
2022-04-07Paper
Conditional normal extreme-value copulas
Extremes
2021-09-29Paper
Tail-weighted measures of dependence
Journal of Applied Statistics
2020-11-04Paper
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
Journal of Multivariate Analysis
2019-07-02Paper
A copula model for non-Gaussian multivariate spatial data
Journal of Multivariate Analysis
2019-01-04Paper
A copula model for non-Gaussian multivariate spatial data
Journal of Multivariate Analysis
2019-01-04Paper
Linear factor copula models and their properties
Scandinavian Journal of Statistics
2019-01-03Paper
Factor copula models for replicated spatial data
Journal of the American Statistical Association
2018-10-23Paper
Factor copula models for replicated spatial data
Journal of the American Statistical Association
2018-10-23Paper
Copula-based measures of reflection and permutation asymmetry and statistical tests
Statistical Papers
2017-12-13Paper
Structured factor copula models: theory, inference and computation
Journal of Multivariate Analysis
2015-06-18Paper
Factor copula models for multivariate data
Journal of Multivariate Analysis
2014-01-13Paper


Research outcomes over time


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