School of Mathematics and Statistics

  • Room: 188A
  • Building: Peter Hall Building
  • Campus: Parkville

Research Interests

  • Nonparametric Statistics
  • Copulas
  • Multivariate extremes

Research Groups

Recent Publications

  • P Krupskii, MG Genton, P. KRUPSKIY. A copula model for non-Gaussian multivariate spatial data. Journal of Multivariate Analysis, 169, 264-277, 2019. doi: 10.1016/j.jmva.2018.09.007.

  • P Krupskii, H Joe, P. KRUPSKIY. Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. Journal of Multivariate Analysis, 147-161, 2019. doi: 10.1016/j.jmva.2019.02.013.

  • Pavel Krupskii, Fouzi Harrou, Amanda S Hering, Ying Sun, P. KRUPSKIY. Copula-based monitoring schemes for non-Gaussian multivariate processes. Journal of Quality Technology, 1-16, 2019. doi: 10.1080/00224065.2019.1571339.

  • Pavel Krupskii, Harry Joe, David Lee, Marc G Genton, P. KRUPSKIY. Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution. Journal of Multivariate Analysis, 163, 80-95, 2018. doi: 10.1016/j.jmva.2017.10.006.

  • David Lee, Harry Joe, Pavel Krupskii, P. KRUPSKIY. Tail-weighted dependence measures with limit being the tail dependence coefficient. Journal of Nonparametric Statistics, 30, 262-290, 2018. doi: 10.1080/10485252.2017.1407414.

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