Percentile Residual Life Functions. - Harry Joe; Frank Proschan (Oper. Res., 1984)

Statistical Inference for General-Order-Statistics and Nonhomogeneous-Poisson-Process Software Reliability Models. - Harry Joe (IEEE Trans. Software Eng., 1989)

A remark on algorithm 643: FEXACT: an algorithm for performing Fisher's exact test in r x c contingency tables. - Douglas B. Clarkson; Yuan-an Fan; Harry Joe (ACM Trans. Math. Softw., 1993)

Stochastic orderings in random utility models. - Harry Joe (Math. Soc. Sci., 2002)

Numerical optimization and surface estimation with imprecise function evaluations. - Harry Joe; John C. Nash (Stat. Comput., 2003)

Computations for the familial analysis of binary traits. - Harry Joe; A. H. M. Mahbub Latif (Comput. Stat., 2005)

Generation of Random Clusters with Specified Degree of Separation. - Weiliang Qiu; Harry Joe (J. Classif., 2006)

Separation index and partial membership for clustering. - Weiliang Qiu; Harry Joe (Comput. Stat. Data Anal., 2006)

Accuracy of Laplace approximation for discrete response mixed models. - Harry Joe (Comput. Stat. Data Anal., 2008)

On weighting of bivariate margins in pairwise likelihood. - Harry Joe; Youngjo Lee 001 (J. Multivar. Anal., 2009)

Generating random correlation matrices based on vines and extended onion method. - Daniel Lewandowski; Dorota Kurowicka; Harry Joe (J. Multivar. Anal., 2009)

Tail dependence functions and vine copulas. - Harry Joe; Haijun Li; Aristidis K. Nikoloulopoulos (J. Multivar. Anal., 2010)

Generating random AR(p) and MA(q) Toeplitz correlation matrices. - Chi Tim Ng; Harry Joe (J. Multivar. Anal., 2010)

Tail order and intermediate tail dependence of multivariate copulas. - Lei Hua; Harry Joe (J. Multivar. Anal., 2011)

Vine copulas with asymmetric tail dependence and applications to financial return data. - Aristidis K. Nikoloulopoulos; Harry Joe; Haijun Li (Comput. Stat. Data Anal., 2012)

Factor copula models for multivariate data. - Pavel Krupskii; Harry Joe (J. Multivar. Anal., 2013)

Simplified pair copula constructions - Limitations and extensions. - Jakob Stöber; Harry Joe; Claudia Czado (J. Multivar. Anal., 2013)

Parsimonious parameterization of correlation matrices using truncated vines and factor analysis. - Eike C. Brechmann; Harry Joe (Comput. Stat. Data Anal., 2014)

Relations Between Hidden Regular Variation and the Tail Order of Copulas. - Lei Hua; Harry Joe; Haijun Li (J. Appl. Probab., 2014)

Strength of tail dependence based on conditional tail expectation. - Lei Hua; Harry Joe (J. Multivar. Anal., 2014)

Truncation of vine copulas using fit indices. - Eike C. Brechmann; Harry Joe (J. Multivar. Anal., 2015)

Preface to special issue on high-dimensional dependence and copulas. - Harry Joe; Jun Cai; Claudia Czado; Haijun Li (J. Multivar. Anal., 2015)

Structured factor copula models: Theory, inference and computation. - Pavel Krupskii; Harry Joe (J. Multivar. Anal., 2015)

Multivariate models for dependent clusters of variables with conditional independence given aggregation variables. - Harry Joe; Peijun Sang (Comput. Stat. Data Anal., 2016)

Model selection for discrete regular vine copulas. - Anastasios Panagiotelis; Claudia Czado; Harry Joe; Jakob Stöber (Comput. Stat. Data Anal., 2017)

Multivariate dependence modeling based on comonotonic factors. - Lei Hua; Harry Joe (J. Multivar. Anal., 2017)

Efficient computation of multivariate empirical distribution functions at the observed values. - David Lee; Harry Joe (Comput. Stat., 2018)

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution. - Pavel Krupskii; Harry Joe; David Lee; Marc G. Genton (J. Multivar. Anal., 2018)

Vine copula structure learning via Monte Carlo tree search. - Bo Chang 002; Shenyi Pan; Harry Joe (AISTATS, 2019)

Prediction based on conditional distributions of vine copulas. - Bo Chang 002; Harry Joe (Comput. Stat. Data Anal., 2019)

Tail densities of skew-elliptical distributions. - Harry Joe; Haijun Li (J. Multivar. Anal., 2019)

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. - Pavel Krupskii; Harry Joe (J. Multivar. Anal., 2019)

Estimating Dependence Among Lumber Strength Properties With Copula Models. - Yanling Cai; Harry Joe; Shenyi Pan (Frontiers Appl. Math. Stat., 2020)

Predicting times to event based on vine copula models. - Shenyi Pan; Harry Joe (Comput. Stat. Data Anal., 2022)

Estimation of multivariate tail quantities. - Xiaoting Li 003; Harry Joe (Comput. Stat. Data Anal., 2023)

Copula-based conditional tail indices. - Vincenzo Coia; Harry Joe; Natalia Nolde (J. Multivar. Anal., 2024)

High-dimensional factor copula models with estimation of latent variables. - Xinyao Fan; Harry Joe (J. Multivar. Anal., 2024)

Multivariate directional tail-weighted dependence measures. - Xiaoting Li 003; Harry Joe (J. Multivar. Anal., 2024)

Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence. - Harry Joe; Xiaoting Li 003 (Entropy, 2024)

Vine Copula-Based Classifiers with Applications. - Özge Sahin; Harry Joe (J. Classif., 2025)