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2020 – today
- 2024
[j38]Harry Joe, Xiaoting Li:
Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence. Entropy 26(7): 610 (2024)- [j37]Xinyao Fan, Harry Joe:
High-dimensional factor copula models with estimation of latent variables. J. Multivar. Anal. 201: 105263 (2024) - [j36]Vincenzo Coia
, Harry Joe, Natalia Nolde:
Copula-based conditional tail indices. J. Multivar. Anal. 201: 105268 (2024) - [j35]Xiaoting Li, Harry Joe:
Multivariate directional tail-weighted dependence measures. J. Multivar. Anal. 203: 105319 (2024) - 2023
- [j34]Xiaoting Li, Harry Joe:
Estimation of multivariate tail quantities. Comput. Stat. Data Anal. 185: 107761 (2023) - 2022
- [j33]Shenyi Pan, Harry Joe:
Predicting times to event based on vine copula models. Comput. Stat. Data Anal. 175: 107546 (2022) - 2020
- [j32]Yanling Cai, Harry Joe, Shenyi Pan:
Estimating Dependence Among Lumber Strength Properties With Copula Models. Frontiers Appl. Math. Stat. 6: 578614 (2020)
2010 – 2019
- 2019
- [j31]Bo Chang, Harry Joe:
Prediction based on conditional distributions of vine copulas. Comput. Stat. Data Anal. 139: 45-63 (2019) - [j30]Harry Joe, Haijun Li:
Tail densities of skew-elliptical distributions. J. Multivar. Anal. 171: 421-435 (2019) - [j29]Pavel Krupskii, Harry Joe:
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. J. Multivar. Anal. 172: 147-161 (2019) - [c1]Bo Chang, Shenyi Pan, Harry Joe:
Vine copula structure learning via Monte Carlo tree search. AISTATS 2019: 353-361 - 2018
- [j28]David Lee, Harry Joe:
Efficient computation of multivariate empirical distribution functions at the observed values. Comput. Stat. 33(3): 1413-1428 (2018) - [j27]Pavel Krupskii, Harry Joe, David Lee, Marc G. Genton:
Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution. J. Multivar. Anal. 163: 80-95 (2018) - 2017
- [j26]Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber:
Model selection for discrete regular vine copulas. Comput. Stat. Data Anal. 106: 138-152 (2017) - [j25]Lei Hua, Harry Joe:
Multivariate dependence modeling based on comonotonic factors. J. Multivar. Anal. 155: 317-333 (2017) - 2016
- [j24]Harry Joe, Peijun Sang:
Multivariate models for dependent clusters of variables with conditional independence given aggregation variables. Comput. Stat. Data Anal. 97: 114-132 (2016) - 2015
- [j23]Harry Joe, Jun Cai, Claudia Czado, Haijun Li:
Preface to special issue on high-dimensional dependence and copulas. J. Multivar. Anal. 138: 1-3 (2015) - [j22]Eike C. Brechmann, Harry Joe:
Truncation of vine copulas using fit indices. J. Multivar. Anal. 138: 19-33 (2015) - [j21]Pavel Krupskii, Harry Joe:
Structured factor copula models: Theory, inference and computation. J. Multivar. Anal. 138: 53-73 (2015) - 2014
- [j20]Eike C. Brechmann, Harry Joe:
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis. Comput. Stat. Data Anal. 77: 233-251 (2014) - [j19]Lei Hua, Harry Joe, Haijun Li:
Relations Between Hidden Regular Variation and the Tail Order of Copulas. J. Appl. Probab. 51(1): 37-57 (2014) - [j18]Lei Hua, Harry Joe:
Strength of tail dependence based on conditional tail expectation. J. Multivar. Anal. 123: 143-159 (2014) - 2013
- [j17]Jakob Stöber, Harry Joe, Claudia Czado:
Simplified pair copula constructions - Limitations and extensions. J. Multivar. Anal. 119: 101-118 (2013) - [j16]Pavel Krupskii, Harry Joe:
Factor copula models for multivariate data. J. Multivar. Anal. 120: 85-101 (2013) - 2012
- [j15]Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li:
Vine copulas with asymmetric tail dependence and applications to financial return data. Comput. Stat. Data Anal. 56(11): 3659-3673 (2012) - 2011
- [j14]Lei Hua, Harry Joe:
Tail order and intermediate tail dependence of multivariate copulas. J. Multivar. Anal. 102(10): 1454-1471 (2011) - 2010
- [j13]Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos:
Tail dependence functions and vine copulas. J. Multivar. Anal. 101(1): 252-270 (2010) - [j12]Chi Tim Ng, Harry Joe:
Generating random AR(p) and MA(q) Toeplitz correlation matrices. J. Multivar. Anal. 101(6): 1532-1545 (2010)
2000 – 2009
- 2009
- [j11]Harry Joe, Youngjo Lee:
On weighting of bivariate margins in pairwise likelihood. J. Multivar. Anal. 100(4): 670-685 (2009) - [j10]Daniel Lewandowski, Dorota Kurowicka, Harry Joe:
Generating random correlation matrices based on vines and extended onion method. J. Multivar. Anal. 100(9): 1989-2001 (2009) - 2008
- [j9]Harry Joe:
Accuracy of Laplace approximation for discrete response mixed models. Comput. Stat. Data Anal. 52(12): 5066-5074 (2008) - 2006
- [j8]Weiliang Qiu, Harry Joe:
Generation of Random Clusters with Specified Degree of Separation. J. Classif. 23(2): 315-334 (2006) - [j7]Weiliang Qiu, Harry Joe:
Separation index and partial membership for clustering. Comput. Stat. Data Anal. 50(3): 585-603 (2006) - 2005
- [j6]Harry Joe, A. H. M. Mahbub Latif:
Computations for the familial analysis of binary traits. Comput. Stat. 20(3): 439-448 (2005) - 2003
- [j5]Harry Joe, John C. Nash:
Numerical optimization and surface estimation with imprecise function evaluations. Stat. Comput. 13(3): 277-286 (2003) - 2002
- [j4]Harry Joe:
Stochastic orderings in random utility models. Math. Soc. Sci. 43(3): 391-404 (2002)
1990 – 1999
- 1993
- [j3]Douglas B. Clarkson, Yuan-an Fan, Harry Joe:
A remark on algorithm 643: FEXACT: an algorithm for performing Fisher's exact test in r x c contingency tables. ACM Trans. Math. Softw. 19(4): 484-488 (1993)
1980 – 1989
- 1989
- [j2]Harry Joe:
Statistical Inference for General-Order-Statistics and Nonhomogeneous-Poisson-Process Software Reliability Models. IEEE Trans. Software Eng. 15(11): 1485-1490 (1989) - 1984
- [j1]Harry Joe, Frank Proschan:
Percentile Residual Life Functions. Oper. Res. 32(3): 668-678 (1984)
Coauthor Index
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