Harry Joe

发表

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution

David Lee, Pavel Krupskii, Harry Joe, 2018, J. Multivar. Anal..

Generating random correlation matrices based on vines and extended onion method

Dorota Kurowicka, Harry Joe, Daniel Lewandowski, 2009, J. Multivar. Anal..

Statistical Methods for Analysis of NF Clinical Data

Harry Joe, 2001 .

Data analysis and comparison of models

Harry Joe, H. Joe, 1997 .

Vine copula structure learning via Monte Carlo tree search

Harry Joe, Bo Chang, Shenyi Pan, 2019, AISTATS.

Truncation of vine copulas using fit indices

Harry Joe, Eike C. Brechmann, H. Joe, 2015, J. Multivar. Anal..

Stochastic orderings in random utility models

Harry Joe, 2002, Math. Soc. Sci..

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

Harry Joe, Chi Tim Ng, H. Joe, 2010, J. Multivar. Anal..

Separation index and partial membership for clustering

Harry Joe, Weiliang Qiu, H. Joe, 2006, Comput. Stat. Data Anal..

Percentile Residual Life Functions

Harry Joe, Frank Proschan, H. Joe, 1984, Oper. Res..

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

Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li, 2012, Comput. Stat. Data Anal..

Efficient computation of multivariate empirical distribution functions at the observed values

David Lee, Harry Joe, H. Joe, 2018, Comput. Stat..

Accuracy of Laplace approximation for discrete response mixed models

Harry Joe, H. Joe, 2008, Comput. Stat. Data Anal..

Statistical inference and computation

Harry Joe, H. Joe, 1997 .

Strength of tail dependence based on conditional tail expectation

Lei Hua, Harry Joe, H. Joe, 2014, J. Multivar. Anal..

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

Harry Joe, H. Joe, 1989, IEEE Trans. Software Eng..

Multivariate dependence modeling based on comonotonic factors

Lei Hua, Harry Joe, 2017, J. Multivar. Anal..

Model selection for discrete regular vine copulas

Claudia Czado, Harry Joe, Anastasios Panagiotelis, 2017, Comput. Stat. Data Anal..

On the Selection of Loss Severity Distributions to Model Operational Risk

Harry Joe, Daniel Hadley, Natalia Nolde, 2019 .

Factor copula models for multivariate data

Pavel Krupskii, Harry Joe, H. Joe, 2013, J. Multivar. Anal..

Tail order and intermediate tail dependence of multivariate copulas

Lei Hua, Harry Joe, H. Joe, 2011, J. Multivar. Anal..

Structured factor copula models: Theory, inference and computation

Pavel Krupskii, Harry Joe, H. Joe, 2015, J. Multivar. Anal..

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

Pavel Krupskii, Harry Joe, H. Joe, 2019, J. Multivar. Anal..

Numerical optimization and surface estimation with imprecise function evaluations

John C. Nash, Harry Joe, H. Joe, 2003, Stat. Comput..

Generation of Random Clusters with Specified Degree of Separation

Harry Joe, Weiliang Qiu, H. Joe, 2006, J. Classif..

Tail densities of skew-elliptical distributions

Harry Joe, Haijun Li, 2019, J. Multivar. Anal..

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

Harry Joe, Douglas B. Clarkson, Yuan-an Fan, 1993, TOMS.

Parsimonious parameterization of correlation matrices using truncated vines and factor analysis

Harry Joe, Eike C. Brechmann, H. Joe, 2014, Comput. Stat. Data Anal..

Untangling serially dependent underreported count data for gender‐based violence

Harry Joe, David Moriña, Pedro Puig, 2019, Statistics in medicine.

Basic concepts of dependence

Harry Joe, H. Joe, 1997 .

Preface to special issue on high-dimensional dependence and copulas

Jun Cai, Claudia Czado, Harry Joe, 2015, J. Multivar. Anal..

Tail dependence functions and vine copulas

Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li, 2010, J. Multivar. Anal..

Composite Likelihood Methods

Harry Joe, David Firth, Nancy Reid, 2012 .

Prediction based on conditional distributions of vine copulas

Harry Joe, Bo Chang, H. Joe, 2018, Comput. Stat. Data Anal..

Computations for the familial analysis of binary traits

Harry Joe, A. H. M. Mahbub Latif, 2005, Comput. Stat..

Simplified pair copula constructions - Limitations and extensions

Claudia Czado, Harry Joe, Jakob Stöber, 2013, J. Multivar. Anal..

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

Harry Joe, Peijun Sang, 2016, Comput. Stat. Data Anal..

Dependence Modeling: Vine Copula Handbook

Dorota Kurowicka, Harry Joe, H. Joe, 2010 .

Relations Between Hidden Regular Variation and the Tail Order of Copulas

Lei Hua, Harry Joe, Haijun Li, 2014, Journal of Applied Probability.

On weighting of bivariate margins in pairwise likelihood

Harry Joe, Youngjo Lee, H. Joe, 2009, J. Multivar. Anal..

Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models

Pavel Krupskii, Harry Joe, H. Joe, 2021, Statistical Papers.

Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds

Harry Joe, Shenyi Pan, Guofu Li, 2020, Journal of Financial Econometrics.

Predicting times to event based on vine copula models

Harry Joe, Shenyi Pan, H. Joe, 2021, Comput. Stat. Data Anal..

Count Time Series: A Methodological Review

Nalini Ravishanker, Vladas Pipiras, Harry Joe, 2021 .

Inequalities for Random Utility Models, with Applications to Ranking and Subset Choice Data

Harry Joe, H. Joe, 2000 .

Generalized Poisson Distribution: the Property of Mixture of Poisson and Comparison with Negative Binomial Distribution

Harry Joe, H. Joe, Rong Zhu, 2005, Biometrical journal. Biometrische Zeitschrift.

Micro correlations and tail dependence

Roger M. Cooke, Harry Joe, Carolyn Kousky, 2010 .

Factor Copula Models for Item Response Data

Aristidis K. Nikoloulopoulos, Harry Joe, H. Joe, 2015, Psychometrika.

Tail Dependence in Vine Copulae

Harry Joe, H. Joe, 2010 .

Parametric families of multivariate distributions with given margins

Harry Joe, H. Joe, 1993 .

Extended Use of Paired Comparison Models, with Application to Chess Rankings

Harry Joe, H. Joe, 1990 .

Simplified Pair Copula Constructions --- Limits and Extensions

Claudia Czado, Harry Joe, Jakob Stober, 2012 .

Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family

Harry Joe, H. Joe, Rong Zhu, 2009 .

Majorization and divergence

Harry Joe, H. Joe, 1990 .

Negative binomial time series models based on expectation thinning operators

Harry Joe, Rong Zhu, 2010 .

Tail Risk of Multivariate Regular Variation

Harry Joe, Haijun Li, H. Joe, 2011 .

Multivariate extreme value copulas with factor and tree dependence structures

Harry Joe, H. Joe, David Lee, 2018 .

A General Family of Limited Information Goodness-of-Fit Statistics for Multinomial Data

Harry Joe, Alberto Maydeu-Olivares, H. Joe, 2010 .

Limited Information Goodness-of-fit Testing in Multidimensional Contingency Tables

Albert Maydeu-Olivares, Harry Joe, H. Joe, 2005 .

Efficiency of generalized estimating equations for binary responses

N. Rao Chaganty, Harry Joe, H. Joe, 2004 .

Limited Information Goodness-of-Fit Testing in Multidimensional Contingency Tables

Harry Joe, H. Joe, Alberto Maydeu Olivares, 2005 .

Modelling species abundance using the Poisson–Tweedie family

Harry Joe, Abdel H. El-Shaarawi, H. Joe, 2011 .

A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series

Harry Joe, H. Joe, Rong Zhu, 2003 .

Vine Regression

Harry Joe, Bo Chang, H. Joe, 2015 .

On the Babington Smith Class of Models for Rankings

Harry Joe, Joseph S. Verducci, H. Joe, 1993 .

Limited and Full Information Estimation and Goodness-of-Fit Testing in 2n Contingency Tables

Harry Joe, H. Joe, Alberto Maydeu Olivares, 2003 .

Families of min-stable multivariate exponential and multivariate extreme value distributions

Harry Joe, H. Joe, 1990 .

Tail Comonotonicity and Conservative Risk Measures

Harry Joe, Lei Hua, H. Joe, 2012 .

Random Utility Threshold Models of Subset Choice

Harry Joe, Michel Regenwetter, A. A. J. Marley, 1998 .

Assessing Approximate Fit in Categorical Data Analysis

Harry Joe, Alberto Maydeu-Olivares, H. Joe, 2014, Multivariate behavioral research.

Multivariate concordance

Harry Joe, H. Joe, 1990 .

On the asymptotic distribution of Pearson’s X2 in cross-validation samples

Albert Maydeu-Olivares, Harry Joe, H. Joe, 2006 .

Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains

Harry Joe, Taizhong Hu, 1995 .

TIME SERIES MODELS WITH UNIVARIATE MARGINS IN THE CONVOLUTION-CLOSED INFINITELY DIVISIBLE CLASS

Harry Joe, 1996 .

Intermediate Tail Dependence: A Review and Some New Results

Harry Joe, Lei Hua, H. Joe, 2012, 1212.0614.

Range of Correlation Matrices for Dependent Random Variables with Given Marginal Distributions

Harry Joe, H. Joe, 2006 .

Tail-weighted measures of dependence

Pavel Krupskii, Harry Joe, 2015 .

Extreme probabilities for contingency tables under row and column independence with application to fisher's exact test

Harry Joe, H. Joe, 1988 .

Multivariate dependence measures and data analysis

Harry Joe, H. Joe, 1993 .

Tail Behavior of the Failure Rate Functions of Mixtures

Harry Joe, H. Joe, H. Block, 1997, Lifetime data analysis.

Bivariate Threshold Methods for Extremes

Harry Joe, Richard L. Smith, Ishay Weissman, 1992 .

A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions

Ying Liu, Harry Joe, 1996 .

Majorization, entropy and paired comparisons

Harry Joe, H. Joe, 1988 .

Tail-weighted dependence measures with limit being the tail dependence coefficient

Pavel Krupskii, Harry Joe, H. Joe, 2018 .

Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions

Harry Joe, Taizhong Hu, H. Joe, 1996 .

Analysis of trends in tropospheric ozone in the Lower Fraser Valley, British Columbia

Harry Joe, H. Joe, E. Susko, 1996 .

Multivariate inverse Gaussian and skew-normal densities

Barry C. Arnold, Harry Joe, V. Seshadri, 2012 .

Second order regular variation and conditional tail expectation of multiple risks

Harry Joe, Lei Hua, 2011 .

Diagnosing Multivariate Outliers Detected by Robust Estimators

Ruben H. Zamar, Gert Willems, Harry Joe, 2009 .

Dependence Comparisons of Vine Copulae with Four or More Variables

Harry Joe, H. Joe, 2010 .

Relations Between Hidden Regular Variation and the Tail Order of Copulas

Harry Joe, Haijun Li, Lei Hua, 2014, Journal of Applied Probability.

Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning

Harry Joe, H. Joe, Rong Zhu, 2006 .

Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2n Contingency Tables

Albert Maydeu-Olivares, Harry Joe, H. Joe, 2005 .

Extreme value properties of multivariate t copulas

Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li, 2009 .

Multivariate Survival Functions with a Min-Stable Property

Harry Joe, Chunsheng Ma, H. Joe, 2000 .

Tests of uniformity for sets of lotto numbers

Harry Joe, H. Joe, 1993 .

Pair Copula Constructions for Multivariate Discrete Data

Claudia Czado, Harry Joe, Anastasios Panagiotelis, 2012 .