| Factor copula models for multivariate data P Krupskii, H Joe Journal of Multivariate Analysis 120, 85-101, 2013 | 227 | 2013 |
| Factor Copula Models for Replicated Spatial Data P Krupskii, R Huser, MG Genton Journal of the American Statistical Association (to appear), 2016 | 99 | 2016 |
| Structured factor copula models: Theory, inference and computation P Krupskii, H Joe Journal of Multivariate Analysis 138, 53-73, 2015 | 89 | 2015 |
| Tail-weighted measures of dependence P Krupskii, H Joe Journal of Applied Statistics 42 (3), 614-629, 2015 | 33 | 2015 |
| Factor copula models for data with spatio-temporal dependence P Krupskii, MG Genton Spatial Statistics 22, 180-195, 2017 | 32 | 2017 |
| A copula model for non-Gaussian multivariate spatial data P Krupskii, MG Genton Journal of Multivariate Analysis 169, 264-277, 2019 | 31* | 2019 |
| Flexible copula models with dynamic dependence and application to financial data P Krupskii, H Joe Econometrics and Statistics 16, 148-167, 2020 | 22 | 2020 |
| Copula-based monitoring schemes for non-Gaussian multivariate processes P Krupskii, F Harrou, AS Hering, Y Sun Journal of Quality Technology 52 (3), 219-234, 2020 | 20 | 2020 |
| Copula-based measures of reflection and permutation asymmetry and statistical tests P Krupskii Statistical Papers 58, 1165-1187, 2017 | 20 | 2017 |
| Tail-weighted dependence measures with limit being the tail dependence coefficient D Lee, H Joe, P Krupskii Journal of Nonparametric Statistics 30 (2), 262-290, 2018 | 16 | 2018 |
| Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients P Krupskii, H Joe Journal of multivariate analysis 172, 147-161, 2019 | 14 | 2019 |
| Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models P Krupskii, H Joe Statistical Papers 63 (2), 543-569, 2022 | 8 | 2022 |
| Modeling spatial tail dependence with Cauchy convolution processes P Krupskii, R Huser Electronic Journal of Statistics 16 (2), 6135-6174, 2022 | 6 | 2022 |
| Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution P Krupskii, H Joe, D Lee, MG Genton Journal of Multivariate Analysis 163, 80-95, 2018 | 6 | 2018 |
| Linear factor copula models and their properties P Krupskii, MG Genton Scandinavian Journal of Statistics 45 (4), 861-878, 2018 | 5 | 2018 |
| Structured factor copulas and tail inference P Krupskii University of British Columbia, 2014 | 4 | 2014 |
| On factor copula-based mixed regression models P Krupskii, BR Nasri, BN Remillard arXiv preprint arXiv:2305.02789, 2023 | 1 | 2023 |
| Conditional normal extreme-value copulas P Krupskii, MG Genton Extremes 24 (3), 403-431, 2021 | 1 | 2021 |
| A non‐stationary factor copula model for non‐Gaussian spatial data S Mondal, P Krupskii, MG Genton Stat 13 (3), e715, 2024 | | 2024 |
| Max-convolution processes with random shape indicator kernels P Krupskii, R Huser Journal of Multivariate Analysis, 105340, 2024 | | 2024 |
Harry Joe在 ubc.ca 的电子邮件经过验证
