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2016
Ng, C.T. & Joe, H., 2016. Comparison of non-nested models under a general measure of distance. Journal of Statistical Planning and Inference, 170, pp.166-185.
2015
Krupskii, P. & Joe, H., 2015. Tail-weighted measures of dependence. Journal of Applied Statistics, 42, pp.614-629.
2014
Hua, L. & Joe, H., 2014. Strength of tail dependence based on conditional tail expectation. Journal of Multivariate Analysis, 123, pp.143-159.
2012
Hua, L. & Joe, H., 2012. Tail comonotonicity and conservative risk measures. ASTIN Bulletin, 42, pp.601-629.
Hua, L. & Joe, H., 2012. Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. Insurance Mathematics & Economics, 51, pp.492-503.
2011
Joe, H. & Li, H., 2011. Tail risk of multivariate regular variation. Methodology and Computing in Applied Probability, 13, pp.671-693.
2006
Joe, H., 2006. Range of correlation matrices for dependent random variables with given marginal distributions. In N. Balakrishnan, Castillo, E. , & Sarabia, J. M. , eds. Advances in Distribution Theory, Order Statistics, and Inference. Advances in Distribution Theory, Order Statistics, and Inference. Birkhauser Boston, pp. 125-142.