Publications

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  • Pavel Krupskii, Marc G Genton, P. KRUPSKIY. Conditional normal extreme-value copulas. Extremes, 1-29, 2021. doi: 10.1007/s10687-021-00412-8.

  • P Krupskii, H Joe, P. KRUPSKIY. Flexible copula models with dynamic dependence and application to financial data. Econometrics and Statistics, 148-167, 2020. doi: 10.1016/j.ecosta.2020.01.005.

  • 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, 219-234, 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.

  • P Krupskii, MG Genton, P. KRUPSKIY. Linear factor copula models and their properties. Scandinavian Journal of Statistics, 861-878, 2018. doi: 10.1111/sjos.12325.

  • Pavel Krupskii, Raphael Huser, Marc G Genton, P. KRUPSKIY. Factor Copula Models for Replicated Spatial Data. Journal of the American Statistical Association, 113, 467-479, 2018. doi: 10.1080/01621459.2016.1261712.

  • Pavel Krupskii, P. KRUPSKIY. Copula-based measures of reflection and permutation asymmetry and statistical tests. Statistical Papers, 58, 1165-1187, 2017. doi: 10.1007/s00362-016-0743-1.

  • Pavel Krupskii, Marc G Genton, P. KRUPSKIY. Factor copula models for data with spatio-temporal dependence. Spatial Statistics, 22, 180-195, 2017. doi: 10.1016/j.spasta.2017.10.001.

  • Pavel Krupskii, Harry Joe, P. KRUPSKIY. Tail-weighted measures of dependence. Journal of Applied Statistics, 42, 614-629, 2015. doi: 10.1080/02664763.2014.980787.

  • Pavel Krupskii, Harry Joe, P. KRUPSKIY. Structured factor copula models: Theory, inference and computation. Journal of Multivariate Analysis, 138, 53-73, 2015. doi: 10.1016/j.jmva.2014.11.002.

  • Pavel Krupskii, Harry Joe, P. KRUPSKIY. Factor copula models for multivariate data. Journal of Multivariate Analysis, 120, 85-101, 2013. doi: 10.1016/j.jmva.2013.05.001.