Coia, Vincenzo; Joe, Harry; Nolde, Natalia Copula-based conditional tail indices. (English) Zbl 07823265 J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024). MSC: 62H05 60G70 62J02 PDFBibTeX XMLCite \textit{V. Coia} et al., J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024; Zbl 07823265) Full Text: DOI
Fan, Xinyao; Joe, Harry High-dimensional factor copula models with estimation of latent variables. (English) Zbl 07823260 J. Multivariate Anal. 201, Article ID 105263, 20 p. (2024). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{X. Fan} and \textit{H. Joe}, J. Multivariate Anal. 201, Article ID 105263, 20 p. (2024; Zbl 07823260) Full Text: DOI arXiv
Krupskii, Pavel; Joe, Harry Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. (English) Zbl 1419.62116 J. Multivariate Anal. 172, 147-161 (2019). MSC: 62G32 62H12 62H05 62P05 PDFBibTeX XMLCite \textit{P. Krupskii} and \textit{H. Joe}, J. Multivariate Anal. 172, 147--161 (2019; Zbl 1419.62116) Full Text: DOI
Joe, Harry; Li, Haijun Tail densities of skew-elliptical distributions. (English) Zbl 1412.60075 J. Multivariate Anal. 171, 421-435 (2019). MSC: 60G70 62H20 PDFBibTeX XMLCite \textit{H. Joe} and \textit{H. Li}, J. Multivariate Anal. 171, 421--435 (2019; Zbl 1412.60075) Full Text: DOI arXiv
Krupskii, Pavel; Joe, Harry; Lee, David; Genton, Marc G. Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution. (English) Zbl 1499.62164 J. Multivariate Anal. 163, 80-95 (2018). MSC: 62H05 60G70 62E20 62G32 PDFBibTeX XMLCite \textit{P. Krupskii} et al., J. Multivariate Anal. 163, 80--95 (2018; Zbl 1499.62164) Full Text: DOI
Hua, Lei; Joe, Harry Multivariate dependence modeling based on comonotonic factors. (English) Zbl 1356.62076 J. Multivariate Anal. 155, 317-333 (2017). MSC: 62H25 62H99 PDFBibTeX XMLCite \textit{L. Hua} and \textit{H. Joe}, J. Multivariate Anal. 155, 317--333 (2017; Zbl 1356.62076) Full Text: DOI
Krupskii, Pavel; Joe, Harry Structured factor copula models: theory, inference and computation. (English) Zbl 1320.62139 J. Multivariate Anal. 138, 53-73 (2015). MSC: 62H25 62G32 62P05 60H05 PDFBibTeX XMLCite \textit{P. Krupskii} and \textit{H. Joe}, J. Multivariate Anal. 138, 53--73 (2015; Zbl 1320.62139) Full Text: DOI
Brechmann, Eike C.; Joe, Harry Truncation of vine copulas using fit indices. (English) Zbl 1320.62113 J. Multivariate Anal. 138, 19-33 (2015). MSC: 62H05 62H20 62P05 PDFBibTeX XMLCite \textit{E. C. Brechmann} and \textit{H. Joe}, J. Multivariate Anal. 138, 19--33 (2015; Zbl 1320.62113) Full Text: DOI
Joe, Harry (ed.); Cai, Jun (ed.); Czado, Claudia (ed.); Li, Haijun (ed.) Preface to special issue on high-dimensional dependence and copulas. (English) Zbl 1314.00107 J. Multivariate Anal. 138, 1-3 (2015). MSC: 00B25 62-06 62H05 PDFBibTeX XMLCite \textit{H. Joe} (ed.) et al., J. Multivariate Anal. 138, 1--3 (2015; Zbl 1314.00107) Full Text: DOI
Hua, Lei; Joe, Harry Strength of tail dependence based on conditional tail expectation. (English) Zbl 1278.62074 J. Multivariate Anal. 123, 143-159 (2014). MSC: 62H10 62G32 62H99 PDFBibTeX XMLCite \textit{L. Hua} and \textit{H. Joe}, J. Multivariate Anal. 123, 143--159 (2014; Zbl 1278.62074) Full Text: DOI
Krupskii, Pavel; Joe, Harry Factor copula models for multivariate data. (English) Zbl 1280.62070 J. Multivariate Anal. 120, 85-101 (2013). MSC: 62H25 62H20 62G32 62P05 PDFBibTeX XMLCite \textit{P. Krupskii} and \textit{H. Joe}, J. Multivariate Anal. 120, 85--101 (2013; Zbl 1280.62070) Full Text: DOI
Stöber, Jakob; Joe, Harry; Czado, Claudia Simplified pair copula constructions – limitations and extensions. (English) Zbl 1277.62139 J. Multivariate Anal. 119, 101-118 (2013). MSC: 62H05 62H20 62H10 PDFBibTeX XMLCite \textit{J. Stöber} et al., J. Multivariate Anal. 119, 101--118 (2013; Zbl 1277.62139) Full Text: DOI arXiv
Hua, Lei; Joe, Harry Tail order and intermediate tail dependence of multivariate copulas. (English) Zbl 1221.62079 J. Multivariate Anal. 102, No. 10, 1454-1471 (2011). MSC: 62H05 60E15 62G32 PDFBibTeX XMLCite \textit{L. Hua} and \textit{H. Joe}, J. Multivariate Anal. 102, No. 10, 1454--1471 (2011; Zbl 1221.62079) Full Text: DOI
Ng, Chi Tim; Joe, Harry Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices. (English) Zbl 1191.15033 J. Multivariate Anal. 101, No. 6, 1532-1545 (2010). Reviewer: A. Arvanitoyeorgos (Patras) MSC: 15B52 15B05 62M10 PDFBibTeX XMLCite \textit{C. T. Ng} and \textit{H. Joe}, J. Multivariate Anal. 101, No. 6, 1532--1545 (2010; Zbl 1191.15033) Full Text: DOI
Joe, Harry; Li, Haijun; Nikoloulopoulos, Aristidis K. Tail dependence functions and vine copulas. (English) Zbl 1177.62072 J. Multivariate Anal. 101, No. 1, 252-270 (2010). MSC: 62H05 62H20 62G32 PDFBibTeX XMLCite \textit{H. Joe} et al., J. Multivariate Anal. 101, No. 1, 252--270 (2010; Zbl 1177.62072) Full Text: DOI
Lewandowski, Daniel; Kurowicka, Dorota; Joe, Harry Generating random correlation matrices based on vines and extended onion method. (English) Zbl 1170.62042 J. Multivariate Anal. 100, No. 9, 1989-2001 (2009). MSC: 62H20 62H10 15B52 PDFBibTeX XMLCite \textit{D. Lewandowski} et al., J. Multivariate Anal. 100, No. 9, 1989--2001 (2009; Zbl 1170.62042) Full Text: DOI
Joe, Harry; Lee, Youngjo On weighting of bivariate margins in pairwise likelihood. (English) Zbl 1155.62044 J. Multivariate Anal. 100, No. 4, 670-685 (2009). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{H. Joe} and \textit{Y. Lee}, J. Multivariate Anal. 100, No. 4, 670--685 (2009; Zbl 1155.62044) Full Text: DOI
Joe, Harry Generating random correlation matrices based on partial correlations. (English) Zbl 1112.62055 J. Multivariate Anal. 97, No. 10, 2177-2189 (2006). MSC: 62H20 62H10 15B52 15A15 PDFBibTeX XMLCite \textit{H. Joe}, J. Multivariate Anal. 97, No. 10, 2177--2189 (2006; Zbl 1112.62055) Full Text: DOI
Joe, Harry Asymptotic efficiency of the two-stage estimation method for copula-based models. (English) Zbl 1066.62061 J. Multivariate Anal. 94, No. 2, 401-419 (2005). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{H. Joe}, J. Multivariate Anal. 94, No. 2, 401--419 (2005; Zbl 1066.62061) Full Text: DOI
Joe, Harry; Ma, Chunsheng Multivariate survival functions with a min-stable property. (English) Zbl 0983.62029 J. Multivariate Anal. 75, No. 1, 13-35 (2000). MSC: 62H05 62N99 62H99 PDFBibTeX XMLCite \textit{H. Joe} and \textit{C. Ma}, J. Multivariate Anal. 75, No. 1, 13--35 (2000; Zbl 0983.62029)
Joe, Harry; Hu, Taizhong Multivariate distributions from mixtures of max-infinitely divisible distributions. (English) Zbl 0863.62047 J. Multivariate Anal. 57, No. 2, 240-265 (1996). MSC: 62H05 60E07 PDFBibTeX XMLCite \textit{H. Joe} and \textit{T. Hu}, J. Multivariate Anal. 57, No. 2, 240--265 (1996; Zbl 0863.62047) Full Text: DOI Link
Joe, Harry Parametric families of multivariate distributions with given margins. (English) Zbl 0778.62045 J. Multivariate Anal. 46, No. 2, 262-282 (1993). MSC: 62H10 62H05 PDFBibTeX XMLCite \textit{H. Joe}, J. Multivariate Anal. 46, No. 2, 262--282 (1993; Zbl 0778.62045) Full Text: DOI
Joe, Harry Multivariate concordance. (English) Zbl 0741.62061 J. Multivariate Anal. 35, No. 1, 12-30 (1990). Reviewer: J.Dauxois (Toulouse) MSC: 62H20 62H05 PDFBibTeX XMLCite \textit{H. Joe}, J. Multivariate Anal. 35, No. 1, 12--30 (1990; Zbl 0741.62061) Full Text: DOI