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个人简介
Harry is internationally renowned for his work on multivariate dependence modeling. In addition to his journal articles in this area, Harry’s 1997 research monograph, Multivariate Models and Dependence Concepts, has become the `go-to’ reference for multivariate dependence. Some of the most influential ideas promoted here include inference functions for margins, analysis of tail dependence for multivariate non-Gaussian distributions and specific copula constructions. It was also the first book to bring together a wide range of dependence concepts in one place. The impact of this work is attested to by the more than 4400 citations (in Google Scholar) received to date. More recently, Harry has played a central role in the development of ‘vine copula’ models that have attracted considerable research attention. He is both the co-editor and the author of multiple chapters for the volume Dependence Modeling: Vine Copula Handbook, published in 2011. Then, in 2014, Harry published a monograph titled Dependence Modeling with Copulas that has comprehensive statistical coverage of copula modeling. This promises to be as, or more, impactful than his earlier monograph. There is a companion software (large R package) that has algorithms and numerical methods for implementation of high-dimensional copula models.
研究兴趣
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JOURNAL OF MULTIVARIATE ANALYSISno. C (2024): 105263
DEPENDENCE MODELINGno. 1 (2024): 45-63
JOURNAL OF MULTIVARIATE ANALYSISno. C (2024): 105268
Xiaoting Li,Harry Joe
Journal of Multivariate Analysispp.105319, (2024)
Computational Brain & Behaviorpp.1-13, (2023)
Xiaoting Li,Harry Joe
Comput. Stat. Data Anal. (2023): 107761
arXiv (Cornell University) (2023)
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