Zobrazeno 1 - 10
of 69
pro vyhledávání: '"Krupskii, Pavel"'
Autor:
Krupskii, Pavel, Huser, Raphaël
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 models have appealing dependence properties including tail dependence
Externí odkaz:
http://arxiv.org/abs/2310.10588
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 parametric family of continuous or discrete distributions, and the effect
Externí odkaz:
http://arxiv.org/abs/2305.02789
Autor:
Krupskii, Pavel, Huser, Raphaël
Publikováno v:
In Journal of Multivariate Analysis September 2024 203
Autor:
Krupskii, Pavel, Huser, Raphaël
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 processes have appealing tail dependence properties, such as tail dep
Externí odkaz:
http://arxiv.org/abs/2102.07094
Autor:
Krupskii, Pavel, Genton, Marc G.
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 independence models, where the dependence among observed variables is modeled us
Externí odkaz:
http://arxiv.org/abs/2006.11759
Akademický článek
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Autor:
Krupskii, Pavel
In this dissertation we propose factor copula models where dependence is modeled via one or several common factors. These are general conditional independence models for $d$ observed variables, in terms of $p$ latent variables and the classical multi
Externí odkaz:
http://hdl.handle.net/2429/48390
Autor:
Krupskii, Pavel, Genton, Marc G.
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 assumption that some factors exist that affect the joint spatial depen
Externí odkaz:
http://arxiv.org/abs/1603.03950
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 factor exists and affects the joint dependence of all measurements of the
Externí odkaz:
http://arxiv.org/abs/1511.03000
Autor:
Krupskii, Pavel, Joe, Harry
Publikováno v:
In Econometrics and Statistics October 2020 16:148-167