The following pages link to Pavel Krupskii (Q391801):
Displaying 13 items.
- Factor copula models for multivariate data (Q391802) (← links)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Structured factor copula models: theory, inference and computation (Q2350038) (← links)
- Linear factor copula models and their properties (Q4646954) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- Tail-weighted measures of dependence (Q5130181) (← links)
- Max-convolution processes with random shape indicator kernels (Q6596184) (← links)
