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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
2172013
Factor Copula Models for Replicated Spatial Data
P Krupskii, R Huser, MG Genton
Journal of the American Statistical Association (to appear), 2016
962016
Structured factor copula models: Theory, inference and computation
P Krupskii, H Joe
Journal of Multivariate Analysis 138, 53-73, 2015
822015
Factor copula models for data with spatio-temporal dependence
P Krupskii, MG Genton
Spatial Statistics 22, 180-195, 2017
312017
Tail-weighted measures of dependence
P Krupskii, H Joe
Journal of Applied Statistics 42 (3), 614-629, 2015
312015
A copula model for non-Gaussian multivariate spatial data
P Krupskii, MG Genton
Journal of Multivariate Analysis 169, 264-277, 2019
30*2019
Flexible copula models with dynamic dependence and application to financial data
P Krupskii, H Joe
Econometrics and Statistics 16, 148-167, 2020
222020
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
202020
Copula-based measures of reflection and permutation asymmetry and statistical tests
P Krupskii
Statistical Papers 58, 1165-1187, 2017
192017
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
P Krupskii, H Joe
Journal of Multivariate Analysis 172, 147-161, 2019
132019
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
112018
Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution
P Krupskii, H Joe, D Lee, MG Genton
Journal of Multivariate Analysis 163, 80-95, 2018
82018
Linear factor copula models and their properties
P Krupskii, MG Genton
Scandinavian Journal of Statistics 45 (4), 861-878, 2018
62018
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
52022
Modeling spatial tail dependence with Cauchy convolution processes
P Krupskii, R Huser
Electronic Journal of Statistics 16 (2), 6135-6174, 2022
42022
Structured factor copulas and tail inference
P Krupskii
University of British Columbia, 2014
42014
Conditional normal extreme-value copulas
P Krupskii, MG Genton
Extremes 24 (3), 403-431, 2021
12021
Max-convolution processes with random shape indicator kernels
P Krupskii, R Huser
arXiv preprint arXiv:2310.10588, 2023
2023
On factor copula-based mixed regression models
P Krupskii, BR Nasri, BN Remillard
arXiv preprint arXiv:2305.02789, 2023
2023
Fast inference methods for high-dimensional factor copulas
A Verhoijsen, P Krupskiy
Dependence Modeling 10 (1), 270-289, 2022
2022
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