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Publications by Pavel Krupskiy


Krupskii P, Joe H, Lee D, Genton M. 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.
Lee D, Joe H, Krupskii P. Tail-weighted dependence measures with limit being tail dependence coefficient. Journal of Nonparametric Statistics. 2018;to appear.
Krupskii P, Genton M. Linear Factor Copula Models and Their Properties. Scandinavian Journal of Statistics. 2018;to appear.
Krupskii P, Huser R, Genton M. Factor copula models for replicated spatial data. Journal of the American Statistical Association,. 2018;to appear.


Krupskii P. Copula-based measures of reflection and permutation asymmetry and statistical tests. Statistical Papers. 2017;58(4):1165-1187.
Krupskii P, Genton M. Factor copula models for data with spatio-temporal dependence. Spatial Statistics. 2017;22(1):180-195.


Krupskii P, Joe H. Tail-weighted measures of dependence. Journal of Applied Statistics. 2015;42:614–629.
Krupskii P, Joe H. Structured factor copula models: theory, inference and computation. Journal of Multivariate Analysis. 2015;138:53–73.


Krupskii P, Joe H. Factor copula models for multivariate data. Journal of Multivariate Analysis. 2013;120:85–101.