Harry Joe

According to our database, Harry Joe authored at least 39 papers between 1984 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence.

Harry Joe, Xiaoting Li

Entropy, July, 2024

Multivariate directional tail-weighted dependence measures.

Xiaoting Li, Harry Joe

J. Multivar. Anal., 2024

High-dimensional factor copula models with estimation of latent variables.

Xinyao Fan, Harry Joe

J. Multivar. Anal., 2024

Copula-based conditional tail indices.

Vincenzo Coia, Harry Joe, Natalia Nolde

J. Multivar. Anal., 2024

2023

Estimation of multivariate tail quantities.

Xiaoting Li, Harry Joe

Comput. Stat. Data Anal., September, 2023

2022

Predicting times to event based on vine copula models.

Shenyi Pan, Harry Joe

Comput. Stat. Data Anal., 2022

2020

Estimating Dependence Among Lumber Strength Properties With Copula Models.

Yanling Cai, Harry Joe, Shenyi Pan

Frontiers Appl. Math. Stat., 2020

2019

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients.

Pavel Krupskii, Harry Joe

J. Multivar. Anal., 2019

Tail densities of skew-elliptical distributions.

Harry Joe, Haijun Li

J. Multivar. Anal., 2019

Prediction based on conditional distributions of vine copulas.

Bo Chang, Harry Joe

Comput. Stat. Data Anal., 2019

Vine copula structure learning via Monte Carlo tree search.

Bo Chang, Shenyi Pan, Harry Joe

Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics, 2019

2018

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

Efficient computation of multivariate empirical distribution functions at the observed values.

David Lee, Harry Joe

Comput. Stat., 2018

2017

Multivariate dependence modeling based on comonotonic factors.

Lei Hua, Harry Joe

J. Multivar. Anal., 2017

Model selection for discrete regular vine copulas.

Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber

Comput. Stat. Data Anal., 2017

2016

Multivariate models for dependent clusters of variables with conditional independence given aggregation variables.

Harry Joe, Peijun Sang

Comput. Stat. Data Anal., 2016

2015

Structured factor copula models: Theory, inference and computation.

Pavel Krupskii, Harry Joe

J. Multivar. Anal., 2015

Preface to special issue on high-dimensional dependence and copulas.

Harry Joe, Jun Cai, Claudia Czado, Haijun Li

J. Multivar. Anal., 2015

Truncation of vine copulas using fit indices.

Eike C. Brechmann, Harry Joe

J. Multivar. Anal., 2015

2014

Strength of tail dependence based on conditional tail expectation.

Lei Hua, Harry Joe

J. Multivar. Anal., 2014

Relations Between Hidden Regular Variation and the Tail Order of Copulas.

Lei Hua, Harry Joe, Haijun Li

J. Appl. Probab., 2014

Parsimonious parameterization of correlation matrices using truncated vines and factor analysis.

Eike C. Brechmann, Harry Joe

Comput. Stat. Data Anal., 2014

2013

Simplified pair copula constructions - Limitations and extensions.

Jakob Stöber, Harry Joe, Claudia Czado

J. Multivar. Anal., 2013

Factor copula models for multivariate data.

Pavel Krupskii, Harry Joe

J. Multivar. Anal., 2013

2012

Vine copulas with asymmetric tail dependence and applications to financial return data.

Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li

Comput. Stat. Data Anal., 2012

2011

Tail order and intermediate tail dependence of multivariate copulas.

Lei Hua, Harry Joe

J. Multivar. Anal., 2011

2010

Generating random AR(p) and MA(q) Toeplitz correlation matrices.

Chi Tim Ng, Harry Joe

J. Multivar. Anal., 2010

Tail dependence functions and vine copulas.

Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos

J. Multivar. Anal., 2010

2009

Generating random correlation matrices based on vines and extended onion method.

Daniel Lewandowski, Dorota Kurowicka, Harry Joe

J. Multivar. Anal., 2009

On weighting of bivariate margins in pairwise likelihood.

Harry Joe, Youngjo Lee

J. Multivar. Anal., 2009

2008

Accuracy of Laplace approximation for discrete response mixed models.

Harry Joe

Comput. Stat. Data Anal., 2008

2006

Separation index and partial membership for clustering.

Weiliang Qiu, Harry Joe

Comput. Stat. Data Anal., 2006

Generation of Random Clusters with Specified Degree of Separation.

Weiliang Qiu, Harry Joe

J. Classif., 2006

2005

Computations for the familial analysis of binary traits.

Harry Joe, A. H. M. Mahbub Latif

Comput. Stat., 2005

2003

Numerical optimization and surface estimation with imprecise function evaluations.

Harry Joe, John C. Nash

Stat. Comput., 2003

2002

Stochastic orderings in random utility models.

Harry Joe

Math. Soc. Sci., 2002

1993

A remark on algorithm 643: FEXACT: an algorithm for performing Fisher's exact test in r x c contingency tables.

Douglas B. Clarkson, Yuan-an Fan, Harry Joe

ACM Trans. Math. Softw., 1993

1989

Statistical Inference for General-Order-Statistics and Nonhomogeneous-Poisson-Process Software Reliability Models.

Harry Joe

IEEE Trans. Software Eng., 1989

1984

Percentile Residual Life Functions.

Harry Joe, Frank Proschan

Oper. Res., 1984