52 citations · 72 across the 11 of their papers we have counts for
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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…
stat.ME2012★ 7 cited
Simplified Pair Copula Constructions --- Limits and Extensions
Jakob Stöber, Harry Joe, Claudia Czado
So called pair copula constructions (PCCs), specifying multivariate distributions only in terms of bivariate building blocks (pair copulas), constitute a flexible class of dependen…