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Filters: Keyword is Tail asymmetry  [Clear All Filters]
2015
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.
2013
Krupskii, P. & Joe, H., 2013. Factor copula models for multivariate data. Journal of Multivariate Analysis, 120, pp.85-101.
2011
Hua, L. & Joe, H., 2011. Tail order and intermediate tail dependence of multivariate copulas. Journal of Multivariate Analysis, 102, pp.1454-1471.