Edit Profile Genest, Christian Compute Distance To: Compute Author ID: genest.christian Published as: Genest, C.; Genest, Chr.; Genest, Christian External Links: MGP · Wikidata · GND Documents Indexed: 121 Publications since 1984, including 3 Books Biographic References: 1 Publication all top 5 Co-Authors 11 single-authored 24 Nešlehová, Johanna G. 16 Rémillard, Bruno N. 7 Quessy, Jean-François 7 Rivest, Louis-Paul 6 Mesfioui, Mhamed 5 Capéraà, Philippe 5 Fougères, Anne-Laure 5 Ghoudi, Kilani 4 Côté, Marie-Pier 4 Denuit, Michel M. 4 Marceau, Étienne 4 Zidek, James V. 3 Bellhouse, David R. 3 Ben Ghorbal, Noomen 3 Kochar, Subhash C. 3 Plante, Jean-François 3 Schervish, Mark J. 2 Barbe, Philippe 2 Beaudoin, David 2 Quesada-Molina, José Juan 2 Rodríguez Lallena, José Antonio 2 Schulz, Juliana 2 Segers, Johan 2 Verret, François 2 Weerahandi, Samaradasa 2 Werker, Bas J. M. 2 Zhang, Shuangshuang 2 Ziegel, Johanna F. 1 Abdallah, Anas 1 Acar, Elif F. 1 Aneiros-Pérez, Germán 1 Aupetit, Bernard H. 1 Averous, Jean 1 Banks, David L. 1 Boies, Jean-Claude 1 Brackstone, Gordon 1 Cao, Ricardo 1 Carabarín-Aguirre, Alberto 1 Casella, George 1 Charpentier, Ana 1 Cormier, Eric 1 DasGupta, Anirban 1 Delampady, Mohan 1 Dolati, Ali 1 Drury, Stephen William 1 Duchesne, Thierry 1 Dufour, Jean-Marie 1 Dupuis, Debbie J. 1 Feidt, Anne 1 Ferguson, Thomas S. 1 Fortin, Mathieu 1 Fraiman, Ricardo 1 Garrido, Jesús A. 1 Guay, Mireille 1 Hallin, Marc 1 Harvey, Fanny 1 Huang, Wanling 1 Jaworski, Piotr 1 Kadane, Joseph Born 1 Kamnitui, Noppadon 1 Kojadinovic, Ivan 1 Lapointe, France 1 Lévesque, Jean-Marc 1 Lin, Xihong 1 Mackay, R. Jock 1 Masiello, Esterina 1 McConway, Kevin J. 1 M’lan, Cyr Emile 1 Molenberghs, Geert 1 Munroe, Patrick 1 Murphy, O. A. 1 Nikoloulopoulos, Aristidis K. 1 Omelka, Marek 1 Puccetti, Giovanni 1 Ransford, Thomas J. 1 Roy-Gagnon, Marie-Hélène 1 Rubin, Herman 1 Ruppert, Martin 1 Sabbagh, Magid 1 Scott, David W. 1 Sempi, Carlo 1 Strawderman, William Edward 1 Tribouley, Karine 1 Trutschnig, Wolfgang 1 Van den Goorbergh, Rob W. J. 1 Vieu, Philippe 1 Wagner, Carl G. 1 Wang, Jane-Ling 1 Xu, Maochao 1 Yan, Jun 1 Zhao, Yue all top 5 Serials 16 Journal of Multivariate Analysis 14 The Canadian Journal of Statistics 8 Insurance Mathematics & Economics 7 Statistics & Probability Letters 6 The Annals of Statistics 6 Statistical Science 4 Biometrika 3 Journal of Mathematical Psychology 3 Test 3 Bernoulli 3 Journal of Nonparametric Statistics 2 Journal of the American Statistical Association 2 Journal of Statistical Planning and Inference 2 Mathematical and Computer Modelling 2 Comptes Rendus de l’Académie des Sciences. Série I 2 Australian & New Zealand Journal of Statistics 2 Extremes 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 ASTIN Bulletin 2 Journal de la Société Française de Statistique 2 Dependence Modeling 1 The American Statistician 1 Journal of Mathematical Analysis and Applications 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Annales des Sciences Mathématiques du Québec 1 International Statistical Review 1 Management Science 1 The Mathematical Scientist 1 Theory and Decision 1 Statistics & Decisions 1 Aequationes Mathematicae 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Journal of the Royal Statistical Society. Series B 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Statistics and Data Analysis 1 Statistical Papers 1 Probability in the Engineering and Informational Sciences 1 Brazilian Journal of Probability and Statistics 1 Scandinavian Actuarial Journal 1 Journal of the Korean Statistical Society 1 Electronic Journal of Statistics 1 European Actuarial Journal all top 5 Fields 98 Statistics (62-XX) 31 Probability theory and stochastic processes (60-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 History and biography (01-XX) 6 General and overarching topics; collections (00-XX) 6 Numerical analysis (65-XX) 5 Difference and functional equations (39-XX) 3 Operations research, mathematical programming (90-XX) 1 Real functions (26-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 102 Publications have been cited 2,554 times in 1,486 Documents Cited by ▼ Year ▼ A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Zbl 0831.62030Genest, C.; Ghoudi, K.; Rivest, L.-P. 226 1995 Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032Genest, Christian; Rivest, Louis-Paul 192 1993 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, Christian; Rémillard, Bruno; Beaudoin, David 140 2009 Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données. (Archimedean copulas and families of bivariate laws with given marginals). Zbl 0605.62049Genest, Christian; MacKay, R. Jock 136 1986 A characterization of quasi-copulas. Zbl 0935.62059Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 114 1999 A primer on copulas for count data. Zbl 1274.62398Genest, Christian; Nešlehová, Johanna 103 2007 Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017Genest, Christian; Zidek, James V. 100 1986 Frank’s family of bivariate distributions. Zbl 0635.62038Genest, Christian 90 1987 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 77 2006 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 69 2004 A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516Capéraà, P.; Fougères, A.-L.; Genest, C. 68 1997 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044Genest, Christian; Rémillard, Bruno 56 2008 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013Genest, Christian; Segers, Johan 51 2009 Bivariate distributions with given extreme value attractor. Zbl 0978.62043Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 51 2000 On the multivariate probability integral transformation. Zbl 0982.62056Genest, Christian; Rivest, Louis-Paul 49 2001 On Kendall’s process. Zbl 0862.60020Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 47 1996 Stochastic bounds on sums of dependent risks. Zbl 1028.91553Denuit, M.; Genest, C.; Marceau, É. 43 1999 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060Genest, Christian; Rivest, Louis-Paul 38 1989 On the tail behaviour of sums of dependent risks. Zbl 1162.91395Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 34 2006 Beyond simplified pair-copula constructions. Zbl 1243.62067Acar, Elif F.; Genest, Christian; Nešlehová, Johanna 33 2012 Tests of symmetry for bivariate copulas. Zbl 1440.62182Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 32 2012 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 31 2007 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294Capéraà, Philippe; Genest, Christian 30 1993 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 29 2011 On the dependence structure of order statistics. Zbl 1065.62087Avérous, Jean; Genest, Christian; Kochar, Subhash C. 27 2005 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022Denuit, Michel; Genest, Christian; Marceau, Étienne 25 2002 Inference in multivariate Archimedean copula models. Zbl 1274.62399Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 24 2011 On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna 23 2009 A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun 21 2011 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 21 2000 Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330Genest, Christian; Werker, Bas J. M. 20 2002 Characterization of externally Bayesian pooling operators. Zbl 0602.62005Genest, Christian; McConway, Kevin J.; Schervish, Mark J. 20 1986 Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 19 2006 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 18 2014 Detecting dependence with Kendall plots. Zbl 1182.62005Genest, Christian; Boies, Jean-Claude 18 2003 A characterization theorem for externally Bayesian groups. Zbl 0541.62003Genest, Christian 18 1984 Bivariate option pricing using dynamic copula models. Zbl 1102.91059Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M. 17 2005 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 16 2019 Multivariate Archimax copulas. Zbl 1349.62173Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 16 2014 Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112Genest, Christian; Nešlehová, Johanna G. 16 2013 A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013Capéraà, P.; Fougères, A.-L.; Genest, C. 16 1997 A statistical look at Saaty’s method of estimating pairwise preferences expressed on a ratio scale. Zbl 0816.90008Genest, Christian; Rivest, Louis-Paul 16 1994 Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509Genest, Christian; Zidek, James V. 16 1986 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030Genest, Christian; Segers, Johan 15 2010 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081Genest, Christian; Verret, François 15 2005 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 15 2003 Modeling expert judgements for Bayesian updating. Zbl 0609.62007Genest, Christian; Schervish, Mark H. 15 1985 Estimating copula densities through wavelets. Zbl 1167.91015Genest, Christian; Masiello, Esterina; Tribouley, Karine 14 2009 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515Garrido, J.; Genest, C.; Schulz, J. 13 2016 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 13 2010 Concepts of dependence and stochastic ordering for bivariate distributions. Zbl 0738.62057Capéraà, Philippe; Genest, Christian 13 1990 On tests of radial symmetry for bivariate copulas. Zbl 1310.62069Genest, Christian; Nešlehová, Johanna G. 12 2014 On Blest’s measure of rank correlation. Zbl 1035.62058Genest, Christian; Plante, Jean-François 12 2003 Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011Genest, Christian; Wagner, Carl G. 12 1987 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 11 2017 On the range of heterogeneous samples. Zbl 1166.60015Genest, Christian; Kochar, Subhash C.; Xu, Maochao 9 2009 On the dependence between the extreme order statistics in the proportional hazards model. Zbl 1136.60011Dolati, Ali; Genest, Christian; Kochar, Subhash C. 9 2008 Pooling operators with the marginalization property. Zbl 0553.62003Genest, Christian 9 1984 Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. 8 2014 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 8 2007 A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003Genest, Christian; Zhang, Shuang-Shuang 8 1996 On the impossibility of constructing distributions with fixed multivariate marginals using copulas. Zbl 0832.60020Genest, Christian; Quesada Molina, José Juan; Rodríguez Lallena, José Antonio 8 1995 On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process. Zbl 0786.90001Aupetit, Bernard; Genest, Christian 8 1993 The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. Zbl 1415.62030Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul 7 2018 A regularized goodness-of-fit test for copulas. Zbl 1316.62075Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 7 2013 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 7 2013 A copula-based risk aggregation model. Zbl 1310.62075Côté, Marie-Pier; Genest, Christian 6 2015 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 6 2011 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2006 Tests of serial independence based on Kendall’s process. Zbl 1016.62051Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2002 Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146Genest, Christian; Nešlehová, Johanna 5 2009 Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995. Zbl 0894.62126Genest, Christian 5 1997 A strange family of bivariate distributions. Zbl 0797.60017Genest, Christian; Ghoudi, Kilani 5 1994 On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty’s eigenvector scaling method. Zbl 0797.92030Genest, Christian; Lapointe, France; Drury, Stephen W. 5 1993 Aggregating opinions through logarithmic pooling. Zbl 0541.90002Genest, C.; Weerahandi, S.; Zidek, J. V. 5 1984 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny 4 2013 Improving the estimation of Kendall’s tau when censoring affects only one of the variables. Zbl 1323.62096Beaudoin, David; Duchesne, Thierry; Genest, Christian 4 2007 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 A conflict between two axioms for combining subjective distributions. Zbl 0567.62005Genest, Christian 4 1984 Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Zbl 1298.62080Genest, Christian; Nikoloulopoulos, Aristidis K.; Rivest, Louis-Paul; Fortin, Mathieu 3 2013 The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058Genest, Christian; Verret, François 3 2002 On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman’s rho or Kendall’s tau. Zbl 1418.62224Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 2 2019 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 2 2016 Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080Feidt, A.; Genest, Chr.; Nešlehová, J. 2 2010 A counterexample to a conjecture of Hutchinson and Lai. Zbl 1194.60022Munroe, Patrick; Ransford, Thomas; Genest, Christian 2 2010 An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516Denuit, Michel; Genest, Christian 2 2001 Correlation in a Bayesian framework. Zbl 0966.62012DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E. 2 2000 Deriving priorities from the Bradley-Terry model. Zbl 0992.91023Genest, C.; M’lan, C.-É. 2 1999 Probability and statistics: a tale of two worlds? Zbl 0954.62001Genest, Christian 2 1999 Dependence in a background risk model. Zbl 1419.62295Côté, Marie-Pier; Genest, Christian 1 2019 Testing for independence in arbitrary distributions. Zbl 07051940Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 1 2019 A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana 1 2018 Bivariate extensions of Skellam’s distribution. Zbl 1310.60007Genest, Christian; Mesfioui, Mhamed 1 2014 Past, present, and future of statistical science. Zbl 1291.62001Lin, Xihong (ed.); Genest, Christian (ed.); Banks, David L. (ed.); Molenberghs, Geert (ed.); Scott, David W. (ed.); Wang, Jane-Ling (ed.) 1 2014 Estimating correlation from dichotomized normal variables. Zbl 1169.62056Genest, Christian; Lévesque, Jean-Marc 1 2009 Maty’s biography of Abraham de Moivre, translated, annotated and augmented. Zbl 1246.01019Bellhouse, David R.; Genest, Christian 1 2007 Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins. Zbl 1153.62365Denuit, Michel; Genest, Christian; Mesfioui, Mhamed 1 2006 Worldwide research output in probability and statistics: an update. Zbl 1107.62300Genest, Christian; Guay, Mireille 1 2002 A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550Bellhouse, David R.; Genest, Christian 1 1999 A note on tightness. Zbl 0859.60022Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 1 1996 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 16 2019 On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman’s rho or Kendall’s tau. Zbl 1418.62224Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 2 2019 Dependence in a background risk model. Zbl 1419.62295Côté, Marie-Pier; Genest, Christian 1 2019 Testing for independence in arbitrary distributions. Zbl 07051940Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 1 2019 The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. Zbl 1415.62030Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul 7 2018 A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana 1 2018 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 11 2017 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515Garrido, J.; Genest, C.; Schulz, J. 13 2016 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 2 2016 A copula-based risk aggregation model. Zbl 1310.62075Côté, Marie-Pier; Genest, Christian 6 2015 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 18 2014 Multivariate Archimax copulas. Zbl 1349.62173Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 16 2014 On tests of radial symmetry for bivariate copulas. Zbl 1310.62069Genest, Christian; Nešlehová, Johanna G. 12 2014 Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. 8 2014 Bivariate extensions of Skellam’s distribution. Zbl 1310.60007Genest, Christian; Mesfioui, Mhamed 1 2014 Past, present, and future of statistical science. Zbl 1291.62001Lin, Xihong (ed.); Genest, Christian (ed.); Banks, David L. (ed.); Molenberghs, Geert (ed.); Scott, David W. (ed.); Wang, Jane-Ling (ed.) 1 2014 Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112Genest, Christian; Nešlehová, Johanna G. 16 2013 A regularized goodness-of-fit test for copulas. Zbl 1316.62075Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 7 2013 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 7 2013 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny 4 2013 Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Zbl 1298.62080Genest, Christian; Nikoloulopoulos, Aristidis K.; Rivest, Louis-Paul; Fortin, Mathieu 3 2013 Beyond simplified pair-copula constructions. Zbl 1243.62067Acar, Elif F.; Genest, Christian; Nešlehová, Johanna 33 2012 Tests of symmetry for bivariate copulas. Zbl 1440.62182Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 32 2012 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 29 2011 Inference in multivariate Archimedean copula models. Zbl 1274.62399Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 24 2011 A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun 21 2011 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 6 2011 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030Genest, Christian; Segers, Johan 15 2010 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 13 2010 Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080Feidt, A.; Genest, Chr.; Nešlehová, J. 2 2010 A counterexample to a conjecture of Hutchinson and Lai. Zbl 1194.60022Munroe, Patrick; Ransford, Thomas; Genest, Christian 2 2010 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, Christian; Rémillard, Bruno; Beaudoin, David 140 2009 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013Genest, Christian; Segers, Johan 51 2009 On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna 23 2009 Estimating copula densities through wavelets. Zbl 1167.91015Genest, Christian; Masiello, Esterina; Tribouley, Karine 14 2009 On the range of heterogeneous samples. Zbl 1166.60015Genest, Christian; Kochar, Subhash C.; Xu, Maochao 9 2009 Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146Genest, Christian; Nešlehová, Johanna 5 2009 Estimating correlation from dichotomized normal variables. Zbl 1169.62056Genest, Christian; Lévesque, Jean-Marc 1 2009 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044Genest, Christian; Rémillard, Bruno 56 2008 On the dependence between the extreme order statistics in the proportional hazards model. Zbl 1136.60011Dolati, Ali; Genest, Christian; Kochar, Subhash C. 9 2008 A primer on copulas for count data. Zbl 1274.62398Genest, Christian; Nešlehová, Johanna 103 2007 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 31 2007 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 8 2007 Improving the estimation of Kendall’s tau when censoring affects only one of the variables. Zbl 1323.62096Beaudoin, David; Duchesne, Thierry; Genest, Christian 4 2007 Maty’s biography of Abraham de Moivre, translated, annotated and augmented. Zbl 1246.01019Bellhouse, David R.; Genest, Christian 1 2007 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 77 2006 On the tail behaviour of sums of dependent risks. Zbl 1162.91395Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 34 2006 Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 19 2006 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2006 Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins. Zbl 1153.62365Denuit, Michel; Genest, Christian; Mesfioui, Mhamed 1 2006 On the dependence structure of order statistics. Zbl 1065.62087Avérous, Jean; Genest, Christian; Kochar, Subhash C. 27 2005 Bivariate option pricing using dynamic copula models. Zbl 1102.91059Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M. 17 2005 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081Genest, Christian; Verret, François 15 2005 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 69 2004 Detecting dependence with Kendall plots. Zbl 1182.62005Genest, Christian; Boies, Jean-Claude 18 2003 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 15 2003 On Blest’s measure of rank correlation. Zbl 1035.62058Genest, Christian; Plante, Jean-François 12 2003 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022Denuit, Michel; Genest, Christian; Marceau, Étienne 25 2002 Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330Genest, Christian; Werker, Bas J. M. 20 2002 Tests of serial independence based on Kendall’s process. Zbl 1016.62051Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2002 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058Genest, Christian; Verret, François 3 2002 Worldwide research output in probability and statistics: an update. Zbl 1107.62300Genest, Christian; Guay, Mireille 1 2002 On the multivariate probability integral transformation. Zbl 0982.62056Genest, Christian; Rivest, Louis-Paul 49 2001 An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516Denuit, Michel; Genest, Christian 2 2001 Bivariate distributions with given extreme value attractor. Zbl 0978.62043Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 51 2000 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 21 2000 Correlation in a Bayesian framework. Zbl 0966.62012DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E. 2 2000 A characterization of quasi-copulas. Zbl 0935.62059Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 114 1999 Stochastic bounds on sums of dependent risks. Zbl 1028.91553Denuit, M.; Genest, C.; Marceau, É. 43 1999 Deriving priorities from the Bradley-Terry model. Zbl 0992.91023Genest, C.; M’lan, C.-É. 2 1999 Probability and statistics: a tale of two worlds? Zbl 0954.62001Genest, Christian 2 1999 A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550Bellhouse, David R.; Genest, Christian 1 1999 A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516Capéraà, P.; Fougères, A.-L.; Genest, C. 68 1997 A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013Capéraà, P.; Fougères, A.-L.; Genest, C. 16 1997 Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995. Zbl 0894.62126Genest, Christian 5 1997 On Kendall’s process. Zbl 0862.60020Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 47 1996 A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003Genest, Christian; Zhang, Shuang-Shuang 8 1996 A note on tightness. Zbl 0859.60022Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 1 1996 A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Zbl 0831.62030Genest, C.; Ghoudi, K.; Rivest, L.-P. 226 1995 On the impossibility of constructing distributions with fixed multivariate marginals using copulas. Zbl 0832.60020Genest, Christian; Quesada Molina, José Juan; Rodríguez Lallena, José Antonio 8 1995 A statistical look at Saaty’s method of estimating pairwise preferences expressed on a ratio scale. Zbl 0816.90008Genest, Christian; Rivest, Louis-Paul 16 1994 A strange family of bivariate distributions. Zbl 0797.60017Genest, Christian; Ghoudi, Kilani 5 1994 Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032Genest, Christian; Rivest, Louis-Paul 192 1993 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294Capéraà, Philippe; Genest, Christian 30 1993 On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process. Zbl 0786.90001Aupetit, Bernard; Genest, Christian 8 1993 On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty’s eigenvector scaling method. Zbl 0797.92030Genest, Christian; Lapointe, France; Drury, Stephen W. 5 1993 Concepts of dependence and stochastic ordering for bivariate distributions. Zbl 0738.62057Capéraà, Philippe; Genest, Christian 13 1990 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060Genest, Christian; Rivest, Louis-Paul 38 1989 Frank’s family of bivariate distributions. Zbl 0635.62038Genest, Christian 90 1987 Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011Genest, Christian; Wagner, Carl G. 12 1987 Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données. (Archimedean copulas and families of bivariate laws with given marginals). Zbl 0605.62049Genest, Christian; MacKay, R. Jock 136 1986 Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017Genest, Christian; Zidek, James V. 100 1986 Characterization of externally Bayesian pooling operators. Zbl 0602.62005Genest, Christian; McConway, Kevin J.; Schervish, Mark J. 20 1986 Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509Genest, Christian; Zidek, James V. 16 1986 Combination of subjective opinion: An application and its relation to the general theory. Zbl 0604.62109Genest, Christian; Kadane, Joseph B. 1 1986 Modeling expert judgements for Bayesian updating. Zbl 0609.62007Genest, Christian; Schervish, Mark H. 15 1985 Resolution of Godambe’s paradox. Zbl 0596.62005Genest, Christian; Schervish, Mark J. 1 1985 A characterization theorem for externally Bayesian groups. Zbl 0541.62003Genest, Christian 18 1984 Pooling operators with the marginalization property. Zbl 0553.62003Genest, Christian 9 1984 ...and 2 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,890 Authors 67 Genest, Christian 44 Durante, Fabrizio 38 Mesiar, Radko 32 De Baets, Bernard 31 Úbeda-Flores, Manuel 28 Nešlehová, Johanna G. 24 De Meyer, Hans E. 24 Fernández-Sánchez, Juan 23 Quessy, Jean-François 23 Rémillard, Bruno N. 22 Segers, Johan 21 Bücher, Axel 21 Czado, Claudia 20 Marceau, Étienne 18 Kojadinovic, Ivan 17 Quesada-Molina, José Juan 16 Cossette, Hélène 15 Kolesárová, Anna 14 Joe, Harry 14 Mesfioui, Mhamed 14 Sempi, Carlo 13 Bouzebda, Salim 13 Klement, Erich Peter 13 Rivest, Louis-Paul 13 Rodríguez Lallena, José Antonio 12 Gijbels, Irène 12 Nelsen, Roger B. 12 Peng, Liang 11 Embrechts, Paul 10 Denuit, Michel M. 10 Jaworski, Piotr 10 Puccetti, Giovanni 10 Valdez, Emiliano A. 9 Fermanian, Jean-David 9 Karlis, Dimitris 9 Omelka, Marek 9 Omladič, Matjaž 9 Scherer, Matthias 9 Veraverbeke, Noël 9 Volgushev, Stanislav 9 Yan, Jun 8 Bouezmarni, Taoufik 8 Chen, Xiaohong 8 Girard, Stéphane 8 Li, Xiaohu 8 Mai, Jan-Frederik 8 Rullière, Didier 8 Saminger-Platz, Susanne 8 Schmid, Friedrich 8 Shi, Peng 8 Trutschnig, Wolfgang 7 Ahn, Jae Youn 7 Dette, Holger 7 Di Bernardino, Elena 7 Fougères, Anne-Laure 7 Genton, Marc G. 7 Ghoudi, Kilani 7 Guillou, Armelle 7 Hofert, Marius 7 Hu, Taizhong 7 Kochar, Subhash C. 7 Nikoloulopoulos, Aristidis K. 7 Rüschendorf, Ludger 7 Scarsini, Marco 7 Yang, Jingping 6 Amini-Dehak, Mohammad 6 Arias García, J. J. 6 Emura, Takeshi 6 Fan, Yanqin 6 Jwaid, Tarad 6 Keziou, Amor 6 Krupskii, Pavel 6 Lefèvre, Claude 6 Min, Aleksey 6 Okhrin, Ostap 6 Schepsmeier, Ulf 6 Spizzichino, Fabio L. 6 Stöber, Jakob 6 Vieu, Philippe 6 Wagner, Carl G. 5 Balakrishnan, Narayanaswamy 5 Brechmann, Eike Christian 5 Côté, Marie-Pier 5 Dolati, Ali 5 Goegebeur, Yuri 5 Huser, Raphaël 5 Mainik, Georg 5 Mao, Tiantian 5 Mazo, Gildas 5 Nagler, Thomas 5 Sordo, Miguel A. 5 Wang, Antai 5 Wang, Weijing 5 Zhao, Peng 4 Abegaz, Fentaw 4 Beare, Brendan K. 4 Bickel, David R. 4 Bilodeau, Martin 4 Borroni, Claudio Giovanni 4 Braekers, Roel ...and 1,790 more Authors all top 5 Cited in 191 Serials 174 Journal of Multivariate Analysis 115 Insurance Mathematics & Economics 63 Fuzzy Sets and Systems 60 Computational Statistics and Data Analysis 45 Statistics & Probability Letters 43 Communications in Statistics. 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Académie des Sciences, Paris 8 The Annals of Applied Statistics 7 Annals of the Institute of Statistical Mathematics 7 Journal of Applied Probability 7 Social Choice and Welfare 7 Journal of Statistical Theory and Practice 6 Mathematical Methods of Statistics 5 Journal of Economic Theory 5 Statistical Science 5 Australian & New Zealand Journal of Statistics 5 Stochastic Environmental Research and Risk Assessment 5 Brazilian Journal of Probability and Statistics 5 North American Actuarial Journal 5 AStA. Advances in Statistical Analysis 5 European Actuarial Journal 4 Advances in Applied Probability 4 Journal of Mathematical Economics 4 Journal of Mathematical Psychology 4 Journal of Philosophical Logic 4 Metron 4 Journal of Time Series Analysis 4 Mathematical and Computer Modelling 4 Economics Letters 4 Aequationes Mathematicae 4 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 3 Mathematics and Computers in Simulation 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 Synthese 3 Mathematical Social Sciences 3 Journal of Economic Dynamics & Control 3 Neural Computation 3 The Annals of Applied Probability 3 Applied Mathematical Modelling 3 Economic Theory 3 Finance and Stochastics 3 Soft Computing 3 International Journal of Theoretical and Applied Finance 3 Journal of Systems Science and Complexity 3 Entropy 3 Structural and Multidisciplinary Optimization 3 Mathematical Geosciences 3 Science China. Mathematics 3 Statistics & Risk Modeling 2 Artificial Intelligence 2 Journal of Computational Physics 2 Lithuanian Mathematical Journal 2 Applied Mathematics and Computation 2 Biometrical Journal 2 Journal of Optimization Theory and Applications 2 Operations Research 2 Computers & Operations Research 2 Asia-Pacific Journal of Operational Research 2 Journal of Theoretical Probability 2 Machine Learning 2 Stochastic Processes and their Applications ...and 91 more Serials all top 5 Cited in 35 Fields 1,224 Statistics (62-XX) 376 Probability theory and stochastic processes (60-XX) 337 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 121 Numerical analysis (65-XX) 49 Operations research, mathematical programming (90-XX) 42 Computer science (68-XX) 30 Mathematical logic and foundations (03-XX) 22 Real functions (26-XX) 12 Geophysics (86-XX) 12 Biology and other natural sciences (92-XX) 11 Difference and functional equations (39-XX) 10 Measure and integration (28-XX) 9 Systems theory; control (93-XX) 7 Information and communication theory, circuits (94-XX) 6 History and biography (01-XX) 5 Combinatorics (05-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Functional analysis (46-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Partial differential equations (35-XX) 2 General topology (54-XX) 2 Mechanics of deformable solids (74-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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