Harry Joe

21.6k total citations · 4 hit papers
161 papers, 13.7k citations indexed

About

Harry Joe is a scholar working on Statistics and Probability, Finance and Management Science and Operations Research. According to data from OpenAlex, Harry Joe has authored 161 papers receiving a total of 13.7k indexed citations (citations by other indexed papers that have themselves been cited), including 91 papers in Statistics and Probability, 58 papers in Finance and 35 papers in Management Science and Operations Research. Recurrent topics in Harry Joe's work include Financial Risk and Volatility Modeling (58 papers), Statistical Distribution Estimation and Applications (34 papers) and Statistical Methods and Inference (31 papers). Harry Joe is often cited by papers focused on Financial Risk and Volatility Modeling (58 papers), Statistical Distribution Estimation and Applications (34 papers) and Statistical Methods and Inference (31 papers). Harry Joe collaborates with scholars based in Canada, United States and United Kingdom. Harry Joe's co-authors include Trevor J. Ringrose, Dorota Kurowicka, Alberto Maydeu‐Olivares, Daniel Lewandowski, Rong Zhu, Aristidis K. Nikoloulopoulos, Lei Hua, Moshe Shaked, Haijun Li and James Xu and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Neurology.

In The Last Decade

Harry Joe

157 papers receiving 13.1k citations

Hit Papers

Multivariate Models and Dependence Concepts. 1997 2026 2006 2016 1998 1997 2014 2009 500 1000 1.5k 2.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Multivariate Models and Dependence Concepts.
    1998 2.5k citations Harry Joe et al. profile →
  2. Multivariate Models and Multivariate Dependence Concepts
    1997 2.0k citations Harry Joe profile →
  3. Dependence Modeling with Copulas
    2014 942 citations Harry Joe profile →
  4. Generating random correlation matrices based on vines and extended onion method
    2009 618 citations Harry Joe et al. Journal of Multivariate Analysis profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Harry Joe Canada 51 5.4k 4.7k 3.3k 2.3k 1.9k 161 13.7k
Peter Hall Australia 63 3.2k 0.6× 5.7k 1.2× 3.4k 1.0× 1.7k 0.8× 1.8k 0.9× 430 17.0k
Peter J. Brockwell United States 34 4.0k 0.7× 3.2k 0.7× 3.3k 1.0× 2.0k 0.9× 2.1k 1.1× 139 14.9k
Jianqing Fan United States 84 4.7k 0.9× 18.4k 3.9× 4.8k 1.5× 2.5k 1.1× 6.8k 3.5× 342 32.3k
Wolfgang Karl Härdle Germany 63 3.8k 0.7× 7.5k 1.6× 4.3k 1.3× 1.8k 0.8× 3.0k 1.5× 471 19.4k
David Ruppert United States 60 1.3k 0.2× 10.3k 2.2× 2.0k 0.6× 1.8k 0.8× 3.0k 1.5× 233 19.4k
A. C. Davison Switzerland 40 1.7k 0.3× 2.7k 0.6× 1.2k 0.4× 623 0.3× 1.0k 0.5× 142 11.7k
Richard A. Davis United States 29 2.7k 0.5× 2.1k 0.5× 1.9k 0.6× 1.0k 0.4× 1.2k 0.6× 79 9.0k
Roger Koenker United States 50 4.3k 0.8× 7.0k 1.5× 11.1k 3.4× 2.1k 0.9× 2.0k 1.0× 125 27.3k
Chris Chatfield United Kingdom 43 1.2k 0.2× 1.9k 0.4× 2.6k 0.8× 2.4k 1.0× 1.8k 0.9× 94 14.1k
Chih‐Ling Tsai United States 36 2.2k 0.4× 3.1k 0.7× 2.0k 0.6× 838 0.4× 1.2k 0.6× 136 13.5k

Countries citing papers authored by Harry Joe

Since Specialization
Citations

This map shows the geographic impact of Harry Joe's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harry Joe with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harry Joe more than expected).

Fields of papers citing papers by Harry Joe

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Harry Joe. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harry Joe. The network helps show where Harry Joe may publish in the future.

Co-authorship network of co-authors of Harry Joe

This figure shows the co-authorship network connecting the top 25 collaborators of Harry Joe. A scholar is included among the top collaborators of Harry Joe based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Harry Joe. Harry Joe is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Joe, Harry, et al.. (2023). Copula-based conditional tail indices. Journal of Multivariate Analysis. 201. 105268–105268. 2 indexed citations
2.
Li, Xiaoting & Harry Joe. (2023). Estimation of multivariate tail quantities. Computational Statistics & Data Analysis. 185. 107761–107761. 3 indexed citations
3.
Krupskii, Pavel & Harry Joe. (2021). Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models. Statistical Papers. 63(2). 543–569. 2 indexed citations
4.
Davis, Richard A., Konstantinos Fokianos, Scott H. Holan, et al.. (2021). Count Time Series: A Methodological Review. Journal of the American Statistical Association. 116(535). 1533–1547. 70 indexed citations
5.
Krupskii, Pavel & Harry Joe. (2020). Flexible copula models with dynamic dependence and application to financial data. Econometrics and Statistics. 16. 148–167. 13 indexed citations
6.
Chang, Bo, et al.. (2019). Vine copula structure learning via Monte Carlo tree search. International Conference on Artificial Intelligence and Statistics. 353–361. 2 indexed citations
7.
Fernández‐Fontelo, Amanda, et al.. (2019). Untangling serially dependent underreported count data for gender‐based violence. Statistics in Medicine. 38(22). 4404–4422. 26 indexed citations
8.
Lee, David, Harry Joe, & Pavel Krupskii. (2017). Tail-weighted dependence measures with limit being the tail dependence coefficient. Journal of nonparametric statistics. 30(2). 262–290. 8 indexed citations
9.
Lee, David & Harry Joe. (2017). Multivariate extreme value copulas with factor and tree dependence structures. Extremes. 21(1). 147–176. 13 indexed citations
10.
Lee, David & Harry Joe. (2017). Efficient computation of multivariate empirical distribution functions at the observed values. Computational Statistics. 33(3). 1413–1428. 2 indexed citations
11.
Nikoloulopoulos, Aristidis K. & Harry Joe. (2013). Factor Copula Models for Item Response Data. Psychometrika. 80(1). 126–150. 32 indexed citations
12.
Hua, Lei & Harry Joe. (2012). Tail Comonotonicity and Conservative Risk Measures. Astin Bulletin. 42(2). 601–629. 9 indexed citations
13.
Maydeu‐Olivares, Alberto & Harry Joe. (2005). Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2nContingency Tables. Journal of the American Statistical Association. 100(471). 1009–1020. 189 indexed citations
14.
Joe, Harry & Rong Zhu. (2005). Generalized Poisson Distribution: the Property of Mixture of Poisson and Comparison with Negative Binomial Distribution. Biometrical Journal. 47(2). 219–229. 155 indexed citations
15.
Joe, Harry. (2004). Asymptotic efficiency of the two-stage estimation method for copula-based models. Journal of Multivariate Analysis. 94(2). 401–419. 411 indexed citations
16.
Joe, Harry & Chunsheng Ma. (2000). Multivariate Survival Functions with a Min-Stable Property. Journal of Multivariate Analysis. 75(1). 13–35. 7 indexed citations
17.
Block, Henry W. & Harry Joe. (1997). Tail Behavior of the Failure Rate Functions of Mixtures. Lifetime Data Analysis. 3(3). 269–288. 59 indexed citations
18.
Joe, Harry. (1995). Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations. Journal of the American Statistical Association. 90(431). 957–964. 60 indexed citations
19.
Joe, Harry. (1989). Relative Entropy Measures of Multivariate Dependence. Journal of the American Statistical Association. 84(405). 157–164. 202 indexed citations
20.
Joe, Harry. (1988). Extreme probabilities for contingency tables under row and column independence with application to fisher's exact test. Communication in Statistics- Theory and Methods. 17(11). 3677–3685. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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