3 papers
math.PR2019
Tail Densities of Skew-Elliptical Distributions
Harry Joe, Haijun Li
Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler represe…
stat.ME2018
Prediction based on conditional distributions of vine copulas
Bo Chang, Harry Joe
Vine copulas are a flexible tool for multivariate non-Gaussian distributions. For data from an observational study where the explanatory variables and response variables are measur…
stat.ME2012
Intermediate Tail Dependence: A Review and Some New Results
Lei Hua, Harry Joe
The concept of intermediate tail dependence is useful if one wants to quantify the degree of positive dependence in the tails when there is no strong evidence of presence of the us…