Harry Joe - RankMe

42 papers A 1Journal 41

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Properties of CoVaR based on tail expansions of copulas. J. Multivar. Anal. Xiaoting Li, Harry Joe
2026	J	`jnl`	Random correlation matrices generated via partial correlation C-vines. J. Multivar. Anal. Harry Joe, Dorota Kurowicka
2025	J	`jnl`	Vine Copula-Based Classifiers with Applications. J. Classif. Özge Sahin, Harry Joe
2024	J	`jnl`	Copula-based conditional tail indices. J. Multivar. Anal. Vincenzo Coia, Harry Joe, Natalia Nolde
2024	J	`jnl`	High-dimensional factor copula models with estimation of latent variables. J. Multivar. Anal. Xinyao Fan, Harry Joe
2024	J	`jnl`	Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence. Entropy Harry Joe, Xiaoting Li
2024	J	`jnl`	Multivariate directional tail-weighted dependence measures. J. Multivar. Anal. Xiaoting Li, Harry Joe
2023	J	`jnl`	Estimation of multivariate tail quantities. Comput. Stat. Data Anal. Xiaoting Li, Harry Joe
2022	J	`jnl`	Predicting times to event based on vine copula models. Comput. Stat. Data Anal. Shenyi Pan, Harry Joe
2020	J	`jnl`	Estimating Dependence Among Lumber Strength Properties With Copula Models. Frontiers Appl. Math. Stat. Yanling Cai, Harry Joe, Shenyi Pan
2019	J	`jnl`	Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. J. Multivar. Anal. Pavel Krupskii, Harry Joe
2019	J	`jnl`	Prediction based on conditional distributions of vine copulas. Comput. Stat. Data Anal. Bo Chang, Harry Joe
2019	J	`jnl`	Tail densities of skew-elliptical distributions. J. Multivar. Anal. Harry Joe, Haijun Li
2019	A	`conf`	Vine copula structure learning via Monte Carlo tree search. AISTATS Bo Chang, Shenyi Pan, Harry Joe
2018	J	`jnl`	Efficient computation of multivariate empirical distribution functions at the observed values. Comput. Stat. David Lee, Harry Joe
2018	J	`jnl`	Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution. J. Multivar. Anal. Pavel Krupskii, Harry Joe, David Lee, Marc G. Genton
2017	J	`jnl`	Model selection for discrete regular vine copulas. Comput. Stat. Data Anal. Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber
2017	J	`jnl`	Multivariate dependence modeling based on comonotonic factors. J. Multivar. Anal. Lei Hua, Harry Joe
2016	J	`jnl`	Multivariate models for dependent clusters of variables with conditional independence given aggregation variables. Comput. Stat. Data Anal. Harry Joe, Peijun Sang
2015	J	`jnl`	Preface to special issue on high-dimensional dependence and copulas. J. Multivar. Anal. Harry Joe, Jun Cai, Claudia Czado, Haijun Li
2015	J	`jnl`	Structured factor copula models: Theory, inference and computation. J. Multivar. Anal. Pavel Krupskii, Harry Joe
2015	J	`jnl`	Truncation of vine copulas using fit indices. J. Multivar. Anal. Eike C. Brechmann, Harry Joe
2014	J	`jnl`	Parsimonious parameterization of correlation matrices using truncated vines and factor analysis. Comput. Stat. Data Anal. Eike C. Brechmann, Harry Joe
2014	J	`jnl`	Relations Between Hidden Regular Variation and the Tail Order of Copulas. J. Appl. Probab. Lei Hua, Harry Joe, Haijun Li
2014	J	`jnl`	Strength of tail dependence based on conditional tail expectation. J. Multivar. Anal. Lei Hua, Harry Joe
2013	J	`jnl`	Factor copula models for multivariate data. J. Multivar. Anal. Pavel Krupskii, Harry Joe
2013	J	`jnl`	Simplified pair copula constructions - Limitations and extensions. J. Multivar. Anal. Jakob Stöber, Harry Joe, Claudia Czado
2012	J	`jnl`	Vine copulas with asymmetric tail dependence and applications to financial return data. Comput. Stat. Data Anal. Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li
2011	J	`jnl`	Tail order and intermediate tail dependence of multivariate copulas. J. Multivar. Anal. Lei Hua, Harry Joe
2010	J	`jnl`	Generating random AR(p) and MA(q) Toeplitz correlation matrices. J. Multivar. Anal. Chi Tim Ng, Harry Joe
2010	J	`jnl`	Tail dependence functions and vine copulas. J. Multivar. Anal. Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos
2009	J	`jnl`	Generating random correlation matrices based on vines and extended onion method. J. Multivar. Anal. Daniel Lewandowski, Dorota Kurowicka, Harry Joe
2009	J	`jnl`	On weighting of bivariate margins in pairwise likelihood. J. Multivar. Anal. Harry Joe, Youngjo Lee
2008	J	`jnl`	Accuracy of Laplace approximation for discrete response mixed models. Comput. Stat. Data Anal. Harry Joe
2006	J	`jnl`	Generation of Random Clusters with Specified Degree of Separation. J. Classif. Weiliang Qiu, Harry Joe
2006	J	`jnl`	Separation index and partial membership for clustering. Comput. Stat. Data Anal. Weiliang Qiu, Harry Joe
2005	J	`jnl`	Computations for the familial analysis of binary traits. Comput. Stat. Harry Joe, A. H. M. Mahbub Latif
2003	J	`jnl`	Numerical optimization and surface estimation with imprecise function evaluations. Stat. Comput. Harry Joe, John C. Nash
2002	J	`jnl`	Stochastic orderings in random utility models. Math. Soc. Sci. Harry Joe
1993	J	`jnl`	A remark on algorithm 643: FEXACT: an algorithm for performing Fisher's exact test in r x c contingency tables. ACM Trans. Math. Softw. Douglas B. Clarkson, Yuan-an Fan, Harry Joe
1989	J	`jnl`	Statistical Inference for General-Order-Statistics and Nonhomogeneous-Poisson-Process Software Reliability Models. IEEE Trans. Software Eng. Harry Joe
1984	J	`jnl`	Percentile Residual Life Functions. Oper. Res. Harry Joe, Frank Proschan