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Joe, Harry - MaRDI portal

Joe, Harry

From MaRDI portal
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Person:163270

Available identifiers

zbMath Open joe.harryDBLP90/1270WikidataQ102251323 ScholiaQ102251323MaRDI QIDQ163270

List of research outcomes





PublicationDate of PublicationType
Untangling serially dependent underreported count data for gender-based violence2024-10-29Paper
Multivariate directional tail-weighted dependence measures2024-09-02Paper
Assessing copula models for mixed continuous-ordinal variables2024-08-15Paper
High-dimensional factor copula models with estimation of latent variables2024-03-25Paper
Copula-based conditional tail indices2024-03-25Paper
Estimation of multivariate tail quantities2023-07-13Paper
Count Time Series: A Methodological Review2023-05-22Paper
Predicting times to event based on vine copula models2022-09-14Paper
Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models2022-04-07Paper
Copula diagnostics for asymmetries and conditional dependence2022-02-25Paper
Multivariate inverse Gaussian and skew-normal densities2021-09-29Paper
Vine copula regression for observational studies2021-01-15Paper
Tail-weighted measures of dependence2020-11-04Paper
Generalized Poisson Distribution: the Property of Mixture of Poisson and Comparison with Negative Binomial Distribution2020-09-23Paper
Parsimonious graphical dependence models constructed from vines2020-04-24Paper
Prediction based on conditional distributions of vine copulas2019-07-12Paper
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients2019-07-02Paper
Tail densities of skew-elliptical distributions2019-05-27Paper
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis2018-11-23Paper
Generalized majorization orderings and applications2018-11-16Paper
Multivariate majorization by positive combinations2018-11-16Paper
Dependence properties of conditional distributions of some copula models2018-11-08Paper
Multivariate models for dependent clusters of variables with conditional independence given aggregation variables2018-08-15Paper
Model selection for discrete regular vine copulas2018-08-14Paper
Multivariate dependence modeling based on comonotonic factors2017-02-23Paper
Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains2016-05-11Paper
Generation of random clusters with specified degree of separation2016-04-01Paper
Comparison of non-nested models under a general measure of distance2015-12-28Paper
Truncation of vine copulas using fit indices2015-06-18Paper
Structured factor copula models: theory, inference and computation2015-06-18Paper
Factor copula models for item response data2015-06-11Paper
Intermediate Tail Dependence: A Review and Some New Results2015-05-22Paper
On the asymptotic distribution of Pearson's \(X^2\) in cross-validation samples2015-03-06Paper
Limited information goodness-of-fit testing in multidimensional contingency tables2015-03-06Paper
Model comparison with composite likelihood information criteria2014-11-11Paper
Dependence Modeling with Copulas2014-09-17Paper
Relations Between Hidden Regular Variation and the Tail Order of Copulas2014-05-14Paper
Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures2014-04-14Paper
Factor copula models for multivariate data2014-01-13Paper
Strength of tail dependence based on conditional tail expectation2014-01-13Paper
Simplified pair copula constructions -- limitations and extensions2014-01-10Paper
https://portal.mardi4nfdi.de/entity/Q28660272013-12-12Paper
Measures of tail asymmetry for bivariate copulas2013-08-02Paper
Infinitely divisible distributions arising from first crossing times and related results2013-08-01Paper
Vine copulas with asymmetric tail dependence and applications to financial return data2012-12-30Paper
Pair Copula Constructions for Multivariate Discrete Data2012-11-09Paper
Weighted scores method for regression models with dependent data2012-10-29Paper
Tail risk of multivariate regular variation2012-06-20Paper
Second order regular variation and conditional tail expectation of multiple risks2011-12-21Paper
Tail order and intermediate tail dependence of multivariate copulas2011-08-16Paper
Weighted scores method for regression models with dependent data2011-03-23Paper
Extreme value properties of multivariate \(t\) copulas2011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q30747722011-02-10Paper
A general family of limited information goodness-of-fit statistics for multinomial data2010-11-05Paper
Count Data Time Series Models Based on Expectation Thinning2010-10-12Paper
Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices2010-05-05Paper
Negative binomial time series models based on expectation thinning operators2010-04-14Paper
Tail dependence functions and vine copulas2009-11-27Paper
Generating random correlation matrices based on vines and extended onion method2009-09-28Paper
Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family2009-07-29Paper
Accuracy of Laplace approximation for discrete response mixed models2009-06-16Paper
On weighting of bivariate margins in pairwise likelihood2009-02-25Paper
Range of correlation matrices for dependent Bernoulli random variables2009-01-15Paper
Separation index and partial membership for clustering2008-12-11Paper
Inferences for odds ratio with dependent pairs2008-09-22Paper
https://portal.mardi4nfdi.de/entity/Q53086422007-09-28Paper
Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2nContingency Tables2007-08-20Paper
Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning2007-05-29Paper
Generating random correlation matrices based on partial correlations2006-12-07Paper
Computations for the familial analysis of binary traits2006-05-24Paper
Composite likelihood estimation in multivariate data analysis2006-01-16Paper
Asymptotic efficiency of the two-stage estimation method for copula-based models2005-08-05Paper
Efficiency of Generalized Estimating Equations for Binary Responses2005-04-22Paper
A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series2003-05-04Paper
Stochastic orderings in random utility models.2003-04-02Paper
Multivariate extreme value distributions and coverage of ranking probabilities2002-07-02Paper
Inequalities for random utility models, with applications to ranking and subset choice data2002-05-14Paper
Multivariate survival functions with a min-stable property2002-04-25Paper
https://portal.mardi4nfdi.de/entity/Q27392402001-09-09Paper
Tail behaviour of the failure rate functions of mixtures1998-05-17Paper
https://portal.mardi4nfdi.de/entity/Q43821611998-03-29Paper
A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions1998-02-12Paper
A remark on algorithm 643: FEXACT1998-01-26Paper
Multivariate dependence measures and data analysis1997-08-31Paper
Time series models with univariate margins in the convolution-closed infinitely divisible class1997-07-07Paper
Multivariate distributions from mixtures of max-infinitely divisible distributions1996-08-05Paper
Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations1996-03-04Paper
Multivariate extreme‐value distributions with applications to environmental data1994-10-30Paper
Parametric families of multivariate distributions with given margins1993-12-06Paper
https://portal.mardi4nfdi.de/entity/Q42032491993-09-08Paper
https://portal.mardi4nfdi.de/entity/Q40370621993-05-18Paper
Tests of uniformity for sets of lotto numbers1993-05-16Paper
Further developments on some dependence orderings for continuous bivariate distributions1993-04-01Paper
Multivariate concordance1992-06-25Paper
Families of min-stable multivariate exponential and multivariate extreme value distributions1990-01-01Paper
Majorization and divergence1990-01-01Paper
Extended Use of Paired Comparison Models, with Application to Chess Rankings1990-01-01Paper
Estimation of entropy and other functionals of a multivariate density1989-01-01Paper
Relative Entropy Measures of Multivariate Dependence1989-01-01Paper
Majorization, entropy and paired comparisons1988-01-01Paper
Extreme probabilities for contingency tables under row and column independence with application to fisher's exact test1988-01-01Paper
Majorization, randomness and dependence for multivariate distributions1987-01-01Paper
Estimation of quantiles of the maximum of N observations1987-01-01Paper
An ordering of dependence for distribution ofK-tuples, with applications to lotto games1987-01-01Paper
Characterizations of life distributions from percentile residual lifetimes1985-01-01Paper
An ordering of dependence for contingency tables1985-01-01Paper
Comparison of two life distributions on the basis of their percentile residual life functions1984-01-01Paper
Percentile Residual Life Functions1984-01-01Paper
Tests for properties of residual life1983-01-01Paper
Tests for properties of the percentile residual life function1983-01-01Paper
Comparison of Procedures for Testing the Equality of Survival Distributions1981-01-01Paper

Research outcomes over time

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