Edit Profile (opens in new tab) Genest, Christian Co-Author Distance Author ID: genest.christian Published as: Genest, Christian; Genest, C.; Genest, Chr. more...less External Links: MGP · Wikidata · GND Documents Indexed: 136 Publications since 1984, including 5 Additional arXiv Preprints 4 Contributions as Editor · 1 Further Contribution Biographic References: 1 Publication Co-Authors: 106 Co-Authors with 130 Joint Publications 2,635 Co-Co-Authors all top 5 Co-Authors 11 single-authored 27 Nešlehová, Johanna G. 16 Rémillard, Bruno N. 7 Mesfioui, Mhamed 7 Ouimet, Frédéric 7 Quessy, Jean-François 7 Rivest, Louis-Paul 5 Capéraà, Philippe 5 Côté, Marie-Pier 5 Fougères, Anne-Laure 5 Ghoudi, Kilani 4 Denuit, Michel M. 4 Marceau, Étienne 4 Zidek, James Victor 3 Bellhouse, David Richard 3 Ben Ghorbal, Noomen 3 Kochar, Subhash C. 3 Plante, Jean-François 3 Schervish, Mark J. 3 Schulz, Juliana 2 Barbe, Philippe 2 Beaudoin, David 2 Jaworski, Piotr 2 Kamnitui, Noppadon 2 Puccetti, Giovanni 2 Quesada-Molina, José Juan 2 Ramsay, James O. 2 Rodríguez Lallena, José Antonio 2 Scherer, Matthias 2 Segers, Johan 2 Trutschnig, Wolfgang 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 Bertin, Karine 1 Boies, Jean-Claude 1 Brackstone, Gordon 1 Bücher, Axel 1 Cao, Ricardo 1 Carabarín-Aguirre, Alberto 1 Carey, Michelle 1 Casella, George 1 Charpentier, Arthur 1 Cormier, Eric 1 DasGupta, Anirban 1 Delampady, Mohan 1 Desgagné, Alain 1 Dolati, Ali 1 Drury, Stephen William 1 Duchesne, Thierry 1 Dufour, Jean-Marie 1 Dupuis, Debbie J. 1 Durante, Fabrizio 1 Feidt, Anne 1 Ferguson, Thomas S. 1 Fortin, Mathieu 1 Fraiman, Ricardo 1 Guay, Mireille 1 Hallin, Marc 1 Harvey, Fanny 1 Hron, Karel 1 Huang, Wanling 1 Jalbert, Jonathan 1 Joe, Harry 1 Kadane, Joseph Born 1 Klutchnikoff, Nicolas 1 Kojadinovic, Ivan 1 Kolev, Nikolai 1 Lapointe, France 1 Lévesque, Jean-Marc 1 Lin, Xihong 1 Lockhart, Richard A. 1 Mackay, R. Jock 1 Masiello, Esterina 1 McConway, Kevin J. 1 Mercadier, Cécile 1 M’lan, Cyr Emile 1 Molenberghs, Geert 1 Munroe, Patrick 1 Murphy, O. A. 1 Nikoloulopoulos, Aristidis K. 1 Omelka, Marek 1 Perreault, Luc 1 Ransford, Thomas J. 1 Roustant, Olivier 1 Roy-Gagnon, Marie-Hélène 1 Rubin, Herman 1 Ruppert, Martin 1 Sabbagh, Magid 1 Scott, David W. 1 Sempi, Carlo 1 Stephens, David A. 1 Strawderman, William Edward ...and 9 more Co-Authors all top 5 Serials 17 Journal of Multivariate Analysis 15 The Canadian Journal of Statistics 8 Insurance Mathematics & Economics 8 Statistics & Probability Letters 6 The Annals of Statistics 6 Statistical Science 6 Dependence Modeling 4 Biometrika 3 International Statistical Review 3 Journal of Mathematical Psychology 3 Test 3 Bernoulli 3 Journal of Nonparametric Statistics 3 Extremes 2 Journal of Mathematical Analysis and Applications 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 Scandinavian Actuarial Journal 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 ASTIN Bulletin 2 Journal de la Société Française de Statistique 1 The American Statistician 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Annales des Sciences Mathématiques du Québec 1 Fuzzy Sets and Systems 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 Journal of the Korean Statistical Society 1 Electronic Journal of Statistics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 European Actuarial Journal 1 Bayesian Analysis all top 5 Fields 117 Statistics (62-XX) 37 Probability theory and stochastic processes (60-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 History and biography (01-XX) 6 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 5 Difference and functional equations (39-XX) 3 Operations research, mathematical programming (90-XX) 2 Real functions (26-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 112 Publications have been cited 3,348 times in 1,973 Documents Cited by ▼ Year ▼ A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Zbl 0831.62030 Genest, C.; Ghoudi, K.; Rivest, L.-P. 288 1995 Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032 Genest, Christian; Rivest, Louis-Paul 231 1993 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416 Genest, Christian; Rémillard, Bruno; Beaudoin, David 189 2009 Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données. (Archimedean copulas and families of bivariate laws with given marginals). Zbl 0605.62049 Genest, Christian; MacKay, R. Jock 152 1986 A primer on copulas for count data. Zbl 1274.62398 Genest, Christian; Nešlehová, Johanna 141 2007 A characterization of quasi-copulas. Zbl 0935.62059 Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 130 1999 Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017 Genest, Christian; Zidek, James V. 120 1986 Frank’s family of bivariate distributions. Zbl 0635.62038 Genest, Christian 96 1987 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039 Genest, Christian; Rémillard, Bruno 93 2004 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 90 2006 A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516 Capéraà, P.; Fougères, A.-L.; Genest, C. 83 1997 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044 Genest, Christian; Rémillard, Bruno 75 2008 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043 Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 72 2019 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013 Genest, Christian; Segers, Johan 69 2009 Bivariate distributions with given extreme value attractor. Zbl 0978.62043 Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 63 2000 On Kendall’s process. Zbl 0862.60020 Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 59 1996 On the multivariate probability integral transformation. Zbl 0982.62056 Genest, Christian; Rivest, Louis-Paul 59 2001 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060 Genest, Christian; Rivest, Louis-Paul 49 1989 Beyond simplified pair-copula constructions. Zbl 1243.62067 Acar, Elif F.; Genest, Christian; Nešlehová, Johanna 49 2012 Stochastic bounds on sums of dependent risks. Zbl 1028.91553 Denuit, M.; Genest, C.; Marceau, É. 47 1999 Tests of symmetry for bivariate copulas. Zbl 1440.62182 Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 46 2012 Asymptotic local efficiency of Cramér-von Mises tests for multivariate independence. Zbl 1114.62058 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 42 2007 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367 Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 40 2011 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515 Garrido, J.; Genest, C.; Schulz, J. 39 2016 On the tail behaviour of sums of dependent risks. Zbl 1162.91395 Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 39 2006 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294 Capéraà, Philippe; Genest, Christian 39 1993 Multivariate Archimax copulas. Zbl 1349.62173 Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 32 2014 On the empirical multilinear copula process for count data. Zbl 1365.62221 Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 30 2014 On the dependence structure of order statistics. Zbl 1065.62087 Avérous, Jean; Genest, Christian; Kochar, Subhash C. 29 2005 Inference in multivariate Archimedean copula models. Zbl 1274.62399 Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 28 2011 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022 Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 Kendall’s tau for serial dependence. Zbl 0958.62083 Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 26 2000 Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509 Genest, Christian; Zidek, James V. 26 1986 Characterization of externally Bayesian pooling operators. Zbl 0602.62005 Genest, Christian; McConway, Kevin J.; Schervish, Mark J. 26 1986 On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083 Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna 25 2009 A characterization theorem for externally Bayesian groups. Zbl 0541.62003 Genest, Christian 25 1984 A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331 Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun 24 2011 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094 Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 24 2010 Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330 Genest, Christian; Werker, Bas J. M. 24 2002 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036 Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 23 2017 On tests of radial symmetry for bivariate copulas. Zbl 1310.62069 Genest, Christian; Nešlehová, Johanna G. 22 2014 Detecting dependence with Kendall plots. Zbl 1182.62005 Genest, Christian; Boies, Jean-Claude 22 2003 Bivariate option pricing using dynamic copula models. Zbl 1102.91059 Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M. 21 2005 Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112 Genest, Christian; Nešlehová, Johanna G. 20 2013 Local efficiency of a Cramér-von Mises test of independence. Zbl 1079.62048 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 20 2006 Modeling expert judgements for Bayesian updating. Zbl 0609.62007 Genest, Christian; Schervish, Mark J. 19 1985 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081 Genest, Christian; Verret, François 18 2005 On Blest’s measure of rank correlation. Zbl 1035.62058 Genest, Christian; Plante, Jean-François 18 2003 Estimating copula densities through wavelets. Zbl 1167.91015 Genest, Christian; Masiello, Esterina; Tribouley, Karine 18 2009 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030 Genest, Christian; Segers, Johan 18 2010 Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011 Genest, Christian; Wagner, Carl G. 17 1987 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 17 2003 A statistical look at Saaty’s method of estimating pairwise preferences expressed on a ratio scale. Zbl 0816.90008 Genest, Christian; Rivest, Louis-Paul 16 1994 A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013 Capéraà, P.; Fougères, A.-L.; Genest, C. 16 1997 Testing for independence in arbitrary distributions. Zbl 1506.62309 Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 14 2019 Concepts of dependence and stochastic ordering for bivariate distributions. (Concepts de dépendance et ordres stochastiques pour des lois bidimensionelles.) Zbl 0738.62057 Capéraà, Philippe; Genest, Christian 14 1990 The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. Zbl 1415.62030 Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul 14 2018 Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072 Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. 12 2014 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069 Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny 12 2013 On the range of heterogeneous samples. Zbl 1166.60015 Genest, Christian; Kochar, Subhash C.; Xu, Maochao 12 2009 A regularized goodness-of-fit test for copulas. Zbl 1316.62075 Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 11 2013 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298 Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 11 2007 Pooling operators with the marginalization property. Zbl 0553.62003 Genest, Christian 10 1984 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210 Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 10 2013 Dependence in a background risk model. Zbl 1419.62295 Côté, Marie-Pier; Genest, Christian 9 2019 A copula-based risk aggregation model. Zbl 1310.62075 Côté, Marie-Pier; Genest, Christian 9 2015 On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process. Zbl 0786.90001 Aupetit, Bernard; Genest, Christian 9 1993 A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003 Genest, Christian; Zhang, Shuang-Shuang 9 1996 On the impossibility of constructing distributions with fixed multivariate marginals using copulas. (De l’impossibilité de construire des lois à marges multidimensionnelles données à partir de copules.) Zbl 0832.60020 Genest, Christian; Quesada Molina, José Juan; Rodríguez Lallena, José Antonio 9 1995 On the dependence between the extreme order statistics in the proportional hazards model. Zbl 1136.60011 Dolati, Ali; Genest, Christian; Kochar, Subhash C. 9 2008 Tests of serial independence based on Kendall’s process. Zbl 1016.62051 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 8 2002 On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty’s eigenvector scaling method. Zbl 0797.92030 Genest, Christian; Lapointe, France; Drury, Stephen W. 8 1993 Aggregating opinions through logarithmic pooling. Zbl 0541.90002 Genest, C.; Weerahandi, S.; Zidek, J. V. 8 1984 On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman’s rho or Kendall’s tau. Zbl 1418.62224 Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 7 2019 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 7 2006 Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Zbl 1298.62080 Genest, Christian; Nikoloulopoulos, Aristidis K.; Rivest, Louis-Paul; Fortin, Mathieu 6 2013 A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019 Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana 5 2018 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205 Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 2016 Past, present, and future of statistical science. Zbl 1291.62001 5 2014 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203 Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 5 2011 A strange family of bivariate distributions. (Une famille de lois bidimensionnelles insolite.) Zbl 0797.60017 Genest, Christian; Ghoudi, Kilani 5 1994 Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995. Zbl 0894.62126 Genest, Christian 5 1997 A conflict between two axioms for combining subjective distributions. Zbl 0567.62005 Genest, Christian 5 1984 Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146 Genest, Christian; Nešlehová, Johanna 5 2009 A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case. Zbl 1497.60022 Genest, Christian; Ouimet, Frédéric 5 2022 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 Improving the estimation of Kendall’s tau when censoring affects only one of the variables. Zbl 1323.62096 Beaudoin, David; Duchesne, Thierry; Genest, Christian 4 2007 Probability and statistics: a tale of two worlds? Zbl 0954.62001 Genest, Christian 3 1999 The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058 Genest, Christian; Verret, François 3 2002 Inference for elliptical copula multivariate response regression models. Zbl 1418.62227 Zhao, Yue; Genest, Christian 3 2019 Maty’s biography of Abraham de Moivre, translated, annotated and augmented. Zbl 1246.01019 Bellhouse, David R.; Genest, Christian 3 2007 Rank-based inference tools for copula regression, with property and casualty insurance applications. Zbl 1427.91223 Côté, Marie-Pier; Genest, Christian; Omelka, Marek 3 2019 A law of uniform seniority for dependent lives. Zbl 1480.91205 Genest, Christian; Kolev, Nikolai 3 2021 A counterexample to a conjecture of Hutchinson and Lai. (Un contre-exemple à une conjecture de Hutchinson et Lai.) Zbl 1194.60022 Munroe, Patrick; Ransford, Thomas; Genest, Christian 3 2010 On the class of bivariate Archimax copulas under constraints. Zbl 1467.62074 Genest, Christian; Jaworski, Piotr 3 2021 Worldwide research output in probability and statistics: an update. Zbl 1107.62300 Genest, Christian; Guay, Mireille 2 2002 Correlation in a Bayesian framework. Zbl 0966.62012 DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E. 2 2000 Deriving priorities from the Bradley-Terry model. Zbl 0992.91023 Genest, C.; M’lan, C.-É. 2 1999 An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516 Denuit, Michel; Genest, Christian 2 2001 Bivariate extensions of Skellam’s distribution. Zbl 1310.60007 Genest, Christian; Mesfioui, Mhamed 2 2014 Minimax properties of Dirichlet kernel density estimators. Zbl 1521.62044 Bertin, Karine; Genest, Christian; Klutchnikoff, Nicolas; Ouimet, Frédéric 1 2023 Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices. Zbl 1512.60013 Genest, Christian; Ouimet, Frédéric 1 2023 A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case. Zbl 1497.60022 Genest, Christian; Ouimet, Frédéric 5 2022 Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski. Zbl 07512053 Mercadier, Cécile; Roustant, Olivier; Genest, Christian 1 2022 A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims. Zbl 07809843 Côté, Marie-Pier; Genest, Christian; Stephens, David A. 1 2022 A law of uniform seniority for dependent lives. Zbl 1480.91205 Genest, Christian; Kolev, Nikolai 3 2021 On the class of bivariate Archimax copulas under constraints. Zbl 1467.62074 Genest, Christian; Jaworski, Piotr 3 2021 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043 Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 72 2019 Testing for independence in arbitrary distributions. Zbl 1506.62309 Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 14 2019 Dependence in a background risk model. Zbl 1419.62295 Côté, Marie-Pier; Genest, Christian 9 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 1418.62224 Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 7 2019 Inference for elliptical copula multivariate response regression models. Zbl 1418.62227 Zhao, Yue; Genest, Christian 3 2019 Rank-based inference tools for copula regression, with property and casualty insurance applications. Zbl 1427.91223 Côté, Marie-Pier; Genest, Christian; Omelka, Marek 3 2019 The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. Zbl 1415.62030 Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul 14 2018 A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019 Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana 5 2018 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036 Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 23 2017 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515 Garrido, J.; Genest, C.; Schulz, J. 39 2016 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205 Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 2016 Stat trek. An interview with Christian Genest. Zbl 1403.62003 Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2016 A copula-based risk aggregation model. Zbl 1310.62075 Côté, Marie-Pier; Genest, Christian 9 2015 Multivariate Archimax copulas. Zbl 1349.62173 Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 32 2014 On the empirical multilinear copula process for count data. Zbl 1365.62221 Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 30 2014 On tests of radial symmetry for bivariate copulas. Zbl 1310.62069 Genest, Christian; Nešlehová, Johanna G. 22 2014 Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072 Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. 12 2014 Past, present, and future of statistical science. Zbl 1291.62001 5 2014 Bivariate extensions of Skellam’s distribution. Zbl 1310.60007 Genest, Christian; Mesfioui, Mhamed 2 2014 Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112 Genest, Christian; Nešlehová, Johanna G. 20 2013 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069 Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny 12 2013 A regularized goodness-of-fit test for copulas. Zbl 1316.62075 Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 11 2013 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210 Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 10 2013 Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Zbl 1298.62080 Genest, Christian; Nikoloulopoulos, Aristidis K.; Rivest, Louis-Paul; Fortin, Mathieu 6 2013 Beyond simplified pair-copula constructions. Zbl 1243.62067 Acar, Elif F.; Genest, Christian; Nešlehová, Johanna 49 2012 Tests of symmetry for bivariate copulas. Zbl 1440.62182 Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 46 2012 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367 Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 40 2011 Inference in multivariate Archimedean copula models. Zbl 1274.62399 Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 28 2011 A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331 Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun 24 2011 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203 Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 5 2011 Rejoinder on: Inference in multivariate Archimedean copula models. Zbl 1367.62165 Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 1 2011 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094 Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 24 2010 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030 Genest, Christian; Segers, Johan 18 2010 A counterexample to a conjecture of Hutchinson and Lai. (Un contre-exemple à une conjecture de Hutchinson et Lai.) Zbl 1194.60022 Munroe, Patrick; Ransford, Thomas; Genest, Christian 3 2010 Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080 Feidt, A.; Genest, Chr.; Nešlehová, J. 2 2010 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416 Genest, Christian; Rémillard, Bruno; Beaudoin, David 189 2009 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013 Genest, Christian; Segers, Johan 69 2009 On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083 Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna 25 2009 Estimating copula densities through wavelets. Zbl 1167.91015 Genest, Christian; Masiello, Esterina; Tribouley, Karine 18 2009 On the range of heterogeneous samples. Zbl 1166.60015 Genest, Christian; Kochar, Subhash C.; Xu, Maochao 12 2009 Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146 Genest, Christian; Nešlehová, Johanna 5 2009 Estimating correlation from dichotomized normal variables. Zbl 1169.62056 Genest, Christian; Lévesque, Jean-Marc 1 2009 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044 Genest, Christian; Rémillard, Bruno 75 2008 On the dependence between the extreme order statistics in the proportional hazards model. Zbl 1136.60011 Dolati, Ali; Genest, Christian; Kochar, Subhash C. 9 2008 A primer on copulas for count data. Zbl 1274.62398 Genest, Christian; Nešlehová, Johanna 141 2007 Asymptotic local efficiency of Cramér-von Mises tests for multivariate independence. Zbl 1114.62058 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 42 2007 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298 Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 11 2007 Improving the estimation of Kendall’s tau when censoring affects only one of the variables. Zbl 1323.62096 Beaudoin, David; Duchesne, Thierry; Genest, Christian 4 2007 Maty’s biography of Abraham de Moivre, translated, annotated and augmented. Zbl 1246.01019 Bellhouse, David R.; Genest, Christian 3 2007 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 90 2006 On the tail behaviour of sums of dependent risks. Zbl 1162.91395 Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 39 2006 Local efficiency of a Cramér-von Mises test of independence. Zbl 1079.62048 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 20 2006 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 7 2006 Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins. (Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d’information partielle sur leurs marges.) Zbl 1153.62365 Denuit, Michel; Genest, Christian; Mesfioui, Mhamed 1 2006 On the dependence structure of order statistics. Zbl 1065.62087 Avérous, Jean; Genest, Christian; Kochar, Subhash C. 29 2005 Bivariate option pricing using dynamic copula models. Zbl 1102.91059 Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M. 21 2005 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081 Genest, Christian; Verret, François 18 2005 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039 Genest, Christian; Rémillard, Bruno 93 2004 Detecting dependence with Kendall plots. Zbl 1182.62005 Genest, Christian; Boies, Jean-Claude 22 2003 On Blest’s measure of rank correlation. Zbl 1035.62058 Genest, Christian; Plante, Jean-François 18 2003 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 17 2003 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022 Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330 Genest, Christian; Werker, Bas J. M. 24 2002 Tests of serial independence based on Kendall’s process. Zbl 1016.62051 Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 8 2002 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028 Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058 Genest, Christian; Verret, François 3 2002 Worldwide research output in probability and statistics: an update. Zbl 1107.62300 Genest, Christian; Guay, Mireille 2 2002 On the multivariate probability integral transformation. Zbl 0982.62056 Genest, Christian; Rivest, Louis-Paul 59 2001 An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516 Denuit, Michel; Genest, Christian 2 2001 Bivariate distributions with given extreme value attractor. Zbl 0978.62043 Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 63 2000 Kendall’s tau for serial dependence. Zbl 0958.62083 Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 26 2000 Correlation in a Bayesian framework. Zbl 0966.62012 DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E. 2 2000 A characterization of quasi-copulas. Zbl 0935.62059 Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 130 1999 Stochastic bounds on sums of dependent risks. Zbl 1028.91553 Denuit, M.; Genest, C.; Marceau, É. 47 1999 Probability and statistics: a tale of two worlds? Zbl 0954.62001 Genest, Christian 3 1999 Deriving priorities from the Bradley-Terry model. Zbl 0992.91023 Genest, C.; M’lan, C.-É. 2 1999 A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550 Bellhouse, David R.; Genest, Christian 1 1999 A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516 Capéraà, P.; Fougères, A.-L.; Genest, C. 83 1997 A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013 Capéraà, P.; Fougères, A.-L.; Genest, C. 16 1997 Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995. Zbl 0894.62126 Genest, Christian 5 1997 On Kendall’s process. Zbl 0862.60020 Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 59 1996 A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003 Genest, Christian; Zhang, Shuang-Shuang 9 1996 A note on tightness. Zbl 0859.60022 Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 2 1996 A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Zbl 0831.62030 Genest, C.; Ghoudi, K.; Rivest, L.-P. 288 1995 On the impossibility of constructing distributions with fixed multivariate marginals using copulas. (De l’impossibilité de construire des lois à marges multidimensionnelles données à partir de copules.) Zbl 0832.60020 Genest, Christian; Quesada Molina, José Juan; Rodríguez Lallena, José Antonio 9 1995 A statistical look at Saaty’s method of estimating pairwise preferences expressed on a ratio scale. Zbl 0816.90008 Genest, Christian; Rivest, Louis-Paul 16 1994 A strange family of bivariate distributions. (Une famille de lois bidimensionnelles insolite.) Zbl 0797.60017 Genest, Christian; Ghoudi, Kilani 5 1994 Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032 Genest, Christian; Rivest, Louis-Paul 231 1993 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294 Capéraà, Philippe; Genest, Christian 39 1993 On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process. Zbl 0786.90001 Aupetit, Bernard; Genest, Christian 9 1993 On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty’s eigenvector scaling method. Zbl 0797.92030 Genest, Christian; Lapointe, France; Drury, Stephen W. 8 1993 Concepts of dependence and stochastic ordering for bivariate distributions. (Concepts de dépendance et ordres stochastiques pour des lois bidimensionelles.) Zbl 0738.62057 Capéraà, Philippe; Genest, Christian 14 1990 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060 Genest, Christian; Rivest, Louis-Paul 49 1989 ...and 12 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,533 Authors 79 Genest, Christian 49 Durante, Fabrizio 41 Mesiar, Radko 36 Úbeda-Flores, Manuel 34 Nešlehová, Johanna G. 32 De Baets, Bernard 27 Fernández-Sánchez, Juan 26 Rémillard, Bruno N. 25 Bücher, Axel 25 Quessy, Jean-François 23 De Meyer, Hans E. 23 Segers, Johan 22 Czado, Claudia 22 Marceau, Étienne 20 Bouzebda, Salim 19 Cossette, Hélène 19 Kojadinovic, Ivan 18 Mesfioui, Mhamed 18 Quesada-Molina, José Juan 17 Kolesárová, Anna 16 Gijbels, Irène 16 Joe, Harry 16 Klement, Erich Peter 15 Hofert, Marius 15 Sempi, Carlo 15 Trutschnig, Wolfgang 14 Fermanian, Jean-David 14 Rivest, Louis-Paul 14 Scherer, Matthias 13 Mai, Jan-Frederik 13 Nelsen, Roger B. 13 Peng, Liang 13 Rodríguez Lallena, José Antonio 13 Vieu, Philippe 12 Ahn, Jae Youn 12 Fuchs, Sebastian L. 12 Jaworski, Piotr 12 Omladič, Matjaž 11 Denuit, Michel M. 11 Embrechts, Paul 11 Omelka, Marek 11 Saminger-Platz, Susanne 11 Valdez, Emiliano A. 11 Veraverbeke, Noël 10 Karlis, Dimitris 10 Li, Xiaohu 10 Min, Aleksey 10 Puccetti, Giovanni 10 Shi, Peng 10 Yang, Jingping 9 Amini-Dehak, Mohammad 9 Bouezmarni, Taoufik 9 Genton, Marc G. 9 Ghoudi, Kilani 9 Girard, Stéphane 9 Nikoloulopoulos, Aristidis K. 9 Rullière, Didier 9 Volgushev, Stanislav 9 Yan, Jun 8 Chen, Xiaohong 8 Dolati, Ali 8 Emura, Takeshi 8 Fougères, Anne-Laure 8 Hu, Taizhong 8 Jwaid, Tarad 8 Krupskii, Pavel 8 Lefèvre, Claude 8 Nasri, Bouchra R. 8 Okhrin, Ostap 8 Schepsmeier, Ulf 8 Schmid, Friedrich 8 Susam, Selim Orhun 7 Aneiros-Pérez, Germán 7 Brechmann, Eike Christian 7 Côté, Marie-Pier 7 Derumigny, Alexis 7 Dette, Holger 7 Di Bernardino, Elena 7 Falk, Michael 7 Fan, Yanqin 7 Guillou, Armelle 7 Huser, Raphaël 7 Kochar, Subhash C. 7 Kokol-Bukovšek, Damjana 7 Nagler, Thomas 7 Oh, Rosy 7 Rüschendorf, Ludger 7 Scarsini, Marco 7 Stopar, Nik 7 Wang, Antai 6 Balakrishnan, Narayanaswamy 6 Hallin, Marc 6 Härdle, Wolfgang Karl 6 Keziou, Amor 6 Kim, Daeyoung 6 Kolev, Nikolai 6 Laksaci, Ali 6 Loisel, Stéphane 6 Lu, Yang 6 Mazo, Gildas ...and 2,433 more Authors all top 5 Cited in 237 Serials 224 Journal of Multivariate Analysis 129 Insurance Mathematics & Economics 76 Fuzzy Sets and Systems 68 Computational Statistics and Data Analysis 63 Communications in Statistics. 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Mathématique. Académie des Sciences, Paris 8 Journal of Computational and Graphical Statistics 7 International Statistical Review 7 Journal of Applied Probability 7 Synthese 7 Social Choice and Welfare 7 Mathematical Methods of Statistics 7 Studies in Nonlinear Dynamics and Econometrics 7 Bayesian Analysis 6 Advances in Applied Probability 6 Australian & New Zealand Journal of Statistics 6 REVSTAT 5 Metron 5 Journal of Time Series Analysis 5 Journal of Economic Dynamics & Control 5 Stochastic Environmental Research and Risk Assessment 5 AStA. Advances in Statistical Analysis 4 The American Statistician 4 Artificial Intelligence 4 Journal of Mathematical Economics 4 Journal of Mathematical Psychology 4 Journal of Philosophical Logic 4 Mathematical Social Sciences 4 Mathematical and Computer Modelling 4 Machine Learning 4 Economics Letters 4 Aequationes Mathematicae 4 Applied Mathematical Modelling 4 Economic Theory 4 Soft Computing 4 International Journal of Theoretical and Applied Finance 4 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 4 Sankhyā. Series A 3 Applied Mathematics and Computation 3 Mathematics and Computers in Simulation 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 Operations Research 3 Journal of Theoretical Probability 3 Neural Computation 3 The Annals of Applied Probability 3 Finance and Stochastics 3 Statistical Inference for Stochastic Processes 3 Journal of Systems Science and Complexity 3 Entropy 3 Structural and Multidisciplinary Optimization 3 Iranian Journal of Fuzzy Systems ...and 137 more Serials all top 5 Cited in 41 Fields 1,660 Statistics (62-XX) 458 Probability theory and stochastic processes (60-XX) 427 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 120 Numerical analysis (65-XX) 61 Operations research, mathematical programming (90-XX) 50 Computer science (68-XX) 34 Mathematical logic and foundations (03-XX) 23 Real functions (26-XX) 15 Geophysics (86-XX) 15 Biology and other natural sciences (92-XX) 11 Measure and integration (28-XX) 11 Difference and functional equations (39-XX) 11 Information and communication theory, circuits (94-XX) 9 History and biography (01-XX) 8 Combinatorics (05-XX) 8 Functional analysis (46-XX) 8 Systems theory; control (93-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 General topology (54-XX) 3 Number theory (11-XX) 3 Special functions (33-XX) 3 Partial differential equations (35-XX) 3 Approximations and expansions (41-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral transforms, operational calculus (44-XX) 2 Mechanics of deformable solids (74-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Ordinary differential equations (34-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 Manifolds and cell complexes (57-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Classical thermodynamics, heat transfer (80-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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