| Year |
Citation |
Score |
| 2019 |
Joe H, Li H. Tail densities of skew-elliptical distributions Journal of Multivariate Analysis. 171: 421-435. DOI: 10.1016/J.Jmva.2019.01.009 |
0.331 |
|
| 2017 |
Li H. Operator Tail Dependence of Copulas Methodology and Computing in Applied Probability. 20: 1013-1027. DOI: 10.1007/S11009-017-9592-1 |
0.331 |
|
| 2015 |
Li H, Hua L. Higher order tail densities of copulas and hidden regular variation Journal of Multivariate Analysis. 138: 143-155. DOI: 10.1016/J.Jmva.2014.12.010 |
0.301 |
|
| 2014 |
Hua L, Joe H, Li H. Relations between hidden regular variation and the tail order of copulas Journal of Applied Probability. 51: 37-57. DOI: 10.1239/Jap/1395771412 |
0.332 |
|
| 2013 |
Li H, Wu P. Extremal dependence of copulas: A tail density approach Journal of Multivariate Analysis. 114: 99-111. DOI: 10.1016/J.Jmva.2012.07.005 |
0.456 |
|
| 2012 |
Zhu L, Li H. Tail distortion risk and its asymptotic analysis Insurance: Mathematics and Economics. 51: 115-121. DOI: 10.1016/J.Insmatheco.2012.03.010 |
0.316 |
|
| 2010 |
Joe H, Li H, Nikoloulopoulos AK. Tail dependence functions and vine copulas Journal of Multivariate Analysis. 101: 252-270. DOI: 10.1016/J.Jmva.2009.08.002 |
0.335 |
|
| 2009 |
Li H, Sun Y. Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions Journal of Applied Probability. 46: 925-937. DOI: 10.1239/Jap/1261670680 |
0.344 |
|
| 2009 |
Li H. Orthant tail dependence of multivariate extreme value distributions Journal of Multivariate Analysis. 100: 243-256. DOI: 10.1016/J.Jmva.2008.04.007 |
0.374 |
|
| 2008 |
Chan Y, Li H. Tail dependence for multivariate t -copulas and its monotonicity Insurance: Mathematics and Economics. 42: 763-770. DOI: 10.1016/J.Insmatheco.2007.08.008 |
0.343 |
|
| 2007 |
Cui L, Li H. Analytical method for reliability and MTTF assessment of coherent systems with dependent components Reliability Engineering & System Safety. 92: 300-307. DOI: 10.1016/J.Ress.2006.04.005 |
0.315 |
|
| 2007 |
Cai J, Li H. Dependence properties and bounds for ruin probabilities in multivariate compound risk models Journal of Multivariate Analysis. 98: 757-773. DOI: 10.1016/J.Jmva.2006.06.004 |
0.325 |
|
| 2007 |
Li H. Tail Dependence Comparison of Survival Marshall–Olkin Copulas Methodology and Computing in Applied Probability. 10: 39-54. DOI: 10.1007/S11009-007-9037-3 |
0.322 |
|
| 2005 |
Cai J, Li H. Conditional tail expectations for multivariate phase-type distributions Journal of Applied Probability. 42: 810-825. DOI: 10.1239/Jap/1127322029 |
0.326 |
|
| 2005 |
Cai J, Li H. Multivariate risk model of phase type Insurance Mathematics & Economics. 36: 137-152. DOI: 10.1016/J.Insmatheco.2004.11.004 |
0.315 |
|
| 2001 |
Kijima M, Li H, Shaked M. Stochastic processes in reliability Handbook of Statistics. 19: 471-510. DOI: 10.1016/S0169-7161(01)19017-6 |
0.326 |
|
| 2001 |
Li H, Xu SH. Stochastic Bounds and Dependence Properties of Survival Times in a Multicomponent Shock Model Journal of Multivariate Analysis. 76: 63-89. DOI: 10.1006/Jmva.2000.1906 |
0.366 |
|
| 2000 |
Li H, Xu SH. On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems Journal of Applied Probability. 37: 1020-1043. DOI: 10.1239/Jap/1014843081 |
0.309 |
|
| 1999 |
Li H, Scarsini M, Shaked M. Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals Journal of Multivariate Analysis. 68: 54-77. DOI: 10.1006/Jmva.1998.1783 |
0.34 |
|
| 1996 |
Li H, Scarsini M, Shaked M. Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals Journal of Multivariate Analysis. 56: 20-41. DOI: 10.1006/Jmva.1996.0002 |
0.343 |
|
| 1993 |
Li H, Shaked M. Stochastic majorization of stochastically monotone families of random variables Advances in Applied Probability. 25: 895-913. DOI: 10.2307/1427797 |
0.335 |
|
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