1 citations · 2 across the 7 of their papers we have counts for
8 papers
A class of skew-multivariate distributions for spatial data
Pavel Krupskii
This paper introduces a class of copula models for spatial data, based on multivariate Pareto-mixture distributions. We explore the tail properties of these models, demonstrating t…
Parsimonious Factor Models for Asymmetric Dependence in Multivariate Extremes
Pavel Krupskii, Boris Béranger
Modelling multivariate extreme events is essential when extrapolating beyond the range of observed data. Parametric models that are suitable for real-world extremes must be flexibl…
Max-convolution processes with random shape indicator kernels
Pavel Krupskii, Raphaël Huser
In this paper, we introduce a new class of models for spatial data obtained from max-convolution processes based on indicator kernels with random shape. We show that this class of…
On factor copula-based mixed regression models
Pavel Krupskii, Bouchra R Nasri, Bruno N Remillard
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a para…
Modeling spatial tail dependence with Cauchy convolution processes
Pavel Krupskii, Raphaël Huser
We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial…
Conditional Normal Extreme-Value Copulas
Pavel Krupskii, Marc G. Genton
We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independen…
A Copula Model for Non-Gaussian Multivariate Spatial Data
Pavel Krupskii, Marc G. Genton
We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the…
Factor Copula Models for Replicated Spatial Data
Pavel Krupskii, Raphael Huser, Marc G. Genton
We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common fac…