Dr Pavel Krupskiy
Senior Lecturer in Mathematics Statistics
School of Mathematics and Statistics
23 Scholarly works
0 Projects
HIGHLIGHTS
2026
Journal article
Non-parametric estimation techniques of factor copula model using proxies
DOI: 10.1007/s11222-026-10830-y2025
Journal article
On factor copula-based mixed regression models
DOI: 10.1214/25-EJS23582025
Conference Proceedings
Robust Deterministic DOA Estimation Using α-divergence in Unknown Noise Fields with Sparse Sensor Arrays
DOI: 10.1109/ICASSP49660.2025.108890492024
Journal article
Max-convolution processes with random shape indicator kernels
DOI: 10.1016/j.jmva.2024.1053402024
Journal article
A non-stationary factor copula model for non-Gaussian spatial data
DOI: 10.1002/sta4.7152024
Conference Proceedings
AN α-DIVERGENCE APPROACH TO ROBUST CANONICAL CORRELATION ANALYSIS
DOI: 10.1109/ICIP51287.2024.106477042022
Journal article
Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models
DOI: 10.1007/s00362-021-01252-1
RECENT SCHOLARLY WORKS
2022
Journal article
Fast inference methods for high-dimensional factor copulas
DOI: 10.1515/demo-2022-01172022
Journal article
Modeling spatial tail dependence with Cauchy convolution processes
DOI: 10.1214/22-EJS20812021
Journal article
Conditional normal extreme-value copulas
DOI: 10.1007/s10687-021-00412-8