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

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)