Publications by Pavel Krupskiy
2018
Tail-weighted dependence measures with limit being tail dependence coefficient. Journal of Nonparametric Statistics. 2018; to appear. .
Linear Factor Copula Models and Their Properties. Scandinavian Journal of Statistics. 2018; to appear. .
Factor copula models for replicated spatial data. Journal of the American Statistical Association,. 2018; to appear. .
Extreme value limit of the convolution of exponential and multivariate normal distributions: Link to the Husler- Reiss distribution. Journal of Multivariate Analysis. 2018; 163: 80-95. .
2017
Copula-based measures of reflection and permutation asymmetry and statistical tests. Statistical Papers. 2017; 58(4): 1165-1187. .
Factor copula models for data with spatio-temporal dependence. Spatial Statistics. 2017; 22(1): 180-195. .
2015
Tail-weighted measures of dependence. Journal of Applied Statistics. 2015; 42: 614–629. .
Structured factor copula models: theory, inference and computation. Journal of Multivariate Analysis. 2015; 138: 53–73. .
2013
Factor copula models for multivariate data. Journal of Multivariate Analysis. 2013; 120: 85–101. .