Pavel Krupskii

lecturer

University of Melbourne

Australia

Research Interests

Explore related searches

Professors in Australia Professors in Statistics Statistics professors in Australia

About

Pavel Krupskii is a lecturer at the University of Melbourne, Australia. His research focuses on factor copula models, specifically their application in high-dimensional settings and non-Gaussian spatial data. Recent articles authored by him explore advancements in mixed regression models, extreme-value copulas, and flexible models for financial data analysis.

Articles (9)

Year:

2025

Year:

2024

Year:

2024

Year:

2022

Year:

2022

Year:

2021

Year:

2021

Year:

2020

Year:

2020

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Pavel Krupskii

Research Interests

Explore related searches

About

Articles (9)

On factor copula-based mixed regression models

A non-stationary factor copula model for non-Gaussian spatial data

Max-convolution processes with random shape indicator kernels

Fast inference methods for high-dimensional factor copulas

Modeling spatial tail dependence with Cauchy convolution processes

Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models

Conditional normal extreme-value copulas

Flexible copula models with dynamic dependence and application to financial data

Copula-based monitoring schemes for non-Gaussian multivariate processes

Make your next move.