Factor copula models for multivariate data. - Pavel Krupskii; Harry Joe (J. Multivar. Anal., 2013)

Structured factor copula models: Theory, inference and computation. - Pavel Krupskii; Harry Joe (J. Multivar. Anal., 2015)

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution. - Pavel Krupskii; Harry Joe; David Lee; Marc G. Genton (J. Multivar. Anal., 2018)

A copula model for non-Gaussian multivariate spatial data. - Pavel Krupskii; Marc G. Genton (J. Multivar. Anal., 2019)

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. - Pavel Krupskii; Harry Joe (J. Multivar. Anal., 2019)

Max-convolution processes with random shape indicator kernels. - Pavel Krupskii; Raphaël Huser (J. Multivar. Anal., 2024)