profile icon
Dr

Pavel Krupskiy

Lecturer In Mathematics Statistics
Mathematics And Statistics
physical sciences
science & technology
mathematics
statistics & probability
copula
tail asymmetry
dependence
heavy tails
tail dependence
Pavel Krupskiy's Profile Picture
Dr

Pavel Krupskiy

 
Division
Science
 
Primary Interest
copulas
Pavel Krupskiy's Profile Picture
Dr

Pavel Krupskiy

 

Scholarly Works

Displaying the 13 most recent scholarly works by Pavel Krupskiy.

Scholarly works icon

Flexible copula models with dynamic dependence and application to financial data

P Krupskii, H Joe

Journal article  |  2020  |  Econometrics and Statistics

Scholarly works icon

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

Pavel Krupskii, Harry Joe

Journal article  |  2019  |  Journal of Multivariate Analysis

Scholarly works icon

Copula-based monitoring schemes for non-Gaussian multivariate processes

Pavel Krupskii, Fouzi Harrou, Amanda S Hering, Ying Sun

Journal article  |  2019  |  Journal of Quality Technology

Scholarly works icon

A copula model for non-Gaussian multivariate spatial data

Pavel Krupskii, Marc G Genton

Journal article  |  2019  |  Journal of Multivariate Analysis

Scholarly works icon

Linear factor copula models and their properties

Pavel Krupskii, Marc G Genton

Journal article  |  2018  |  Scandinavian Journal of Statistics

Scholarly works icon

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Husler-Reiss distribution

Pavel Krupskii, Harry Joe, David Lee, Marc G Genton

Journal article  |  2018  |  Journal of Multivariate Analysis

Scholarly works icon

Factor Copula Models for Replicated Spatial Data

Pavel Krupskii, Raphael Huser, Marc G Genton

Journal article  |  2018  |  Journal of the American Statistical Association

Scholarly works icon

Tail-weighted dependence measures with limit being the tail dependence coefficient

David Lee, Harry Joe, Pavel Krupskii

Journal article  |  2018  |  Journal of Nonparametric Statistics

Scholarly works icon

Copula-based measures of reflection and permutation asymmetry and statistical tests

Pavel Krupskii

Journal article  |  2017  |  Statistical Papers

Scholarly works icon

Factor copula models for data with spatio-temporal dependence

Pavel Krupskii, Marc G Genton

Journal article  |  2017  |  Spatial Statistics

Scholarly works icon

Structured factor copula models: Theory, inference and computation

Pavel Krupskii, Harry Joe

Journal article  |  2015  |  Journal of Multivariate Analysis

Scholarly works icon

Tail-weighted measures of dependence

Pavel Krupskii, Harry Joe

Journal article  |  2015  |  Journal of Applied Statistics

Scholarly works icon

Factor copula models for multivariate data

Pavel Krupskii, Harry Joe

Journal article  |  2013  |  Journal of Multivariate Analysis

13

Scholarly Works

Credentials

Positions

Lecturer In Mathematics Statistics

Mathematics And Statistics

Member

American Statistical Association

Education

Doctor of Philosophy in Statistics

University of British Columbia

Master of Arts in Economics

New Economic School

Bachelor of Science in Mathematics

Lomonosov Moscow State University

Links