Harry Joe

Publication Activity (10 Years)

Years Active: 1984-2024
Publications (10 Years): 16

Top Topics

Dependence Structure

Conditional Distributions

Monte Carlo Tree Search

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

J. Appl. Probab.

Publications

Xinyao Fan, Harry Joe
High-dimensional factor copula models with estimation of latent variables. J. Multivar. Anal. 201 (2024)
Vincenzo Coia, Harry Joe, Natalia Nolde
Copula-based conditional tail indices. J. Multivar. Anal. 201 (2024)
Harry Joe, Xiaoting Li
Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence. Entropy 26 (7) (2024)
Xiaoting Li, Harry Joe
Multivariate directional tail-weighted dependence measures. J. Multivar. Anal. 203 (2024)
Xiaoting Li, Harry Joe
Estimation of multivariate tail quantities. Comput. Stat. Data Anal. 185 (2023)
Shenyi Pan, Harry Joe
Predicting times to event based on vine copula models. Comput. Stat. Data Anal. 175 (2022)
Yanling Cai, Harry Joe, Shenyi Pan
Estimating Dependence Among Lumber Strength Properties With Copula Models. Frontiers Appl. Math. Stat. 6 (2020)
Harry Joe, Haijun Li
Tail densities of skew-elliptical distributions. J. Multivar. Anal. 171 (2019)
Bo Chang, Shenyi Pan, Harry Joe
Vine copula structure learning via Monte Carlo tree search. AISTATS (2019)
Bo Chang, Harry Joe
Prediction based on conditional distributions of vine copulas. Comput. Stat. Data Anal. 139 (2019)
Pavel Krupskii, Harry Joe
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. J. Multivar. Anal. 172 (2019)
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 (2018)
David Lee, Harry Joe
Efficient computation of multivariate empirical distribution functions at the observed values. Comput. Stat. 33 (3) (2018)
Lei Hua, Harry Joe
Multivariate dependence modeling based on comonotonic factors. J. Multivar. Anal. 155 (2017)
Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber
Model selection for discrete regular vine copulas. Comput. Stat. Data Anal. 106 (2017)
Harry Joe, Peijun Sang
Multivariate models for dependent clusters of variables with conditional independence given aggregation variables. Comput. Stat. Data Anal. 97 (2016)
Harry Joe, Jun Cai, Claudia Czado, Haijun Li
Preface to special issue on high-dimensional dependence and copulas. J. Multivar. Anal. 138 (2015)
Eike C. Brechmann, Harry Joe
Truncation of vine copulas using fit indices. J. Multivar. Anal. 138 (2015)
Pavel Krupskii, Harry Joe
Structured factor copula models: Theory, inference and computation. J. Multivar. Anal. 138 (2015)
Eike C. Brechmann, Harry Joe
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis. Comput. Stat. Data Anal. 77 (2014)
Lei Hua, Harry Joe, Haijun Li
Relations Between Hidden Regular Variation and the Tail Order of Copulas. J. Appl. Probab. 51 (1) (2014)
Lei Hua, Harry Joe
Strength of tail dependence based on conditional tail expectation. J. Multivar. Anal. 123 (2014)
Jakob Stöber, Harry Joe, Claudia Czado
Simplified pair copula constructions - Limitations and extensions. J. Multivar. Anal. 119 (2013)
Pavel Krupskii, Harry Joe
Factor copula models for multivariate data. J. Multivar. Anal. 120 (2013)
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) (2012)
Lei Hua, Harry Joe
Tail order and intermediate tail dependence of multivariate copulas. J. Multivar. Anal. 102 (10) (2011)
Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos
Tail dependence functions and vine copulas. J. Multivar. Anal. 101 (1) (2010)
Chi Tim Ng, Harry Joe
Generating random AR(p) and MA(q) Toeplitz correlation matrices. J. Multivar. Anal. 101 (6) (2010)
Harry Joe, Youngjo Lee
On weighting of bivariate margins in pairwise likelihood. J. Multivar. Anal. 100 (4) (2009)
Daniel Lewandowski, Dorota Kurowicka, Harry Joe
Generating random correlation matrices based on vines and extended onion method. J. Multivar. Anal. 100 (9) (2009)
Harry Joe
Accuracy of Laplace approximation for discrete response mixed models. Comput. Stat. Data Anal. 52 (12) (2008)
Weiliang Qiu, Harry Joe
Generation of Random Clusters with Specified Degree of Separation. J. Classif. 23 (2) (2006)
Weiliang Qiu, Harry Joe
Separation index and partial membership for clustering. Comput. Stat. Data Anal. 50 (3) (2006)
Harry Joe, A. H. M. Mahbub Latif
Computations for the familial analysis of binary traits. Comput. Stat. 20 (3) (2005)
Harry Joe, John C. Nash
Numerical optimization and surface estimation with imprecise function evaluations. Stat. Comput. 13 (3) (2003)
Harry Joe
Stochastic orderings in random utility models. Math. Soc. Sci. 43 (3) (2002)
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) (1993)
Harry Joe
Statistical Inference for General-Order-Statistics and Nonhomogeneous-Poisson-Process Software Reliability Models. IEEE Trans. Software Eng. 15 (11) (1989)
Harry Joe, Frank Proschan
Percentile Residual Life Functions. Oper. Res. 32 (3) (1984)