Krupskii, Pavel; Huser, Raphaël Modeling spatial tail dependence with Cauchy convolution processes. (English) Zbl 07633935 Electron. J. Stat. 16, No. 2, 6135-6174 (2022). MSC: 62H05 60G70 62H11 PDFBibTeX XMLCite \textit{P. Krupskii} and \textit{R. Huser}, Electron. J. Stat. 16, No. 2, 6135--6174 (2022; Zbl 07633935) Full Text: DOI arXiv Link
Krupskii, Pavel; Joe, Harry Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models. (English) Zbl 07504804 Stat. Pap. 63, No. 2, 543-569 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Krupskii} and \textit{H. Joe}, Stat. Pap. 63, No. 2, 543--569 (2022; Zbl 07504804) Full Text: DOI
Krupskii, Pavel; Genton, Marc G. Conditional normal extreme-value copulas. (English) Zbl 1475.62163 Extremes 24, No. 3, 403-431 (2021). MSC: 62H05 60G70 62P20 62P35 PDFBibTeX XMLCite \textit{P. Krupskii} and \textit{M. G. Genton}, Extremes 24, No. 3, 403--431 (2021; Zbl 1475.62163) Full Text: DOI arXiv