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Krupskii, P. & Joe, H., 2015. Structured factor copula models: Theory, inference and computation. Journal of Multivariate Analysis, 138, pp.53-73.
Krupskii, P. & Joe, H., 2015. Tail-weighted measures of dependence. Journal of Applied Statistics, 42, pp.614-629.
Hua, L., Joe, H. & Li, H., 2014. Relations between hidden regular variation and the tail order of copulas. Journal of Applied Probability, 51, pp.37-57.
Krupskii, P. & Joe, H., 2013. Factor copula models for multivariate data. Journal of Multivariate Analysis, 120, pp.85-101.
Rosco, J.F. & Joe, H., 2013. Measures of tail asymmetry for bivariate copulas. Statistical Papers, 54, pp.709-726.
Joe, H. & Li, H., 2011. Tail risk of multivariate regular variation. Methodology and Computing in Applied Probability, 13, pp.671-693.