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Author ID: genest.christian Recent zbMATH articles by "Genest, Christian"
Published as: Genest, Christian; Genest, C.; Genest, Chr.
External Links: MGP · Wikidata · GND
all top 5

Co-Authors

12 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 Victor
3 Bellhouse, David Richard
3 Ben Ghorbal, Noomen
3 Kochar, Subhash C.
3 Plante, Jean-François
3 Schervish, Mark J.
2 Barbe, Philippe
2 Beaudoin, David
2 Jaworski, Piotr
2 Puccetti, Giovanni
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, Arthur
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 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 Huang, Wanling
1 Joe, Harry
1 Kadane, Joseph Born
1 Kamnitui, Noppadon
1 Kojadinovic, Ivan
1 Kolev, Nikolai
1 Lapointe, France
1 Lévesque, Jean-Marc
1 Lin, Xihong
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 Ramsay, James O.
1 Ransford, Thomas J.
1 Roustant, Olivier
1 Roy-Gagnon, Marie-Hélène
1 Rubin, Herman
1 Ruppert, Martin
1 Sabbagh, Magid
1 Scherer, Matthias
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 Vanduffel, Steven
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
8 Statistics & Probability Letters
6 The Annals of Statistics
6 Statistical Science
4 Biometrika
4 Dependence Modeling
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 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 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 Fuzzy Sets and Systems
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 Journal of the Korean Statistical Society
1 Electronic Journal of Statistics
1 European Actuarial Journal

Publications by Year

Citations contained in zbMATH Open

103 Publications have been cited 2,852 times in 1,666 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.
247
1995
Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032
Genest, Christian; Rivest, Louis-Paul
209
1993
Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416
Genest, Christian; Rémillard, Bruno; Beaudoin, David
164
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
144
1986
A characterization of quasi-copulas. Zbl 0935.62059
Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C.
117
1999
A primer on copulas for count data. Zbl 1274.62398
Genest, Christian; Nešlehová, Johanna
117
2007
Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017
Genest, Christian; Zidek, James V.
110
1986
Frank’s family of bivariate distributions. Zbl 0635.62038
Genest, Christian
92
1987
Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
82
2006
Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039
Genest, Christian; Rémillard, Bruno
74
2004
A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516
Capéraà, P.; Fougères, A.-L.; Genest, C.
73
1997
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
62
2008
Bivariate distributions with given extreme value attractor. Zbl 0978.62043
Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian
58
2000
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
58
2009
On Kendall’s process. Zbl 0862.60020
Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
51
1996
On the multivariate probability integral transformation. Zbl 0982.62056
Genest, Christian; Rivest, Louis-Paul
51
2001
Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043
Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe
48
2019
A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060
Genest, Christian; Rivest, Louis-Paul
43
1989
Stochastic bounds on sums of dependent risks. Zbl 1028.91553
Denuit, M.; Genest, C.; Marceau, É.
43
1999
Beyond simplified pair-copula constructions. Zbl 1243.62067
Acar, Elif F.; Genest, Christian; Nešlehová, Johanna
41
2012
Tests of symmetry for bivariate copulas. Zbl 1440.62182
Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François
39
2012
Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294
Capéraà, Philippe; Genest, Christian
35
1993
On the tail behaviour of sums of dependent risks. Zbl 1162.91395
Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian
34
2006
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
33
2007
Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
31
2011
Inference in multivariate Archimedean copula models. Zbl 1274.62399
Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna
27
2011
On the dependence structure of order statistics. Zbl 1065.62087
Avérous, Jean; Genest, Christian; Kochar, Subhash C.
27
2005
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
26
2016
Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022
Denuit, Michel; Genest, Christian; Marceau, Étienne
25
2002
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083
Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna
24
2009
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
24
2014
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
23
2014
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
22
2011
Kendall’s tau for serial dependence. Zbl 0958.62083
Ferguson, 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 1142.62330
Genest, Christian; Werker, Bas J. M.
21
2002
A characterization theorem for externally Bayesian groups. Zbl 0541.62003
Genest, Christian
20
1984
Characterization of externally Bayesian pooling operators. Zbl 0602.62005
Genest, Christian; McConway, Kevin J.; Schervish, Mark J.
20
1986
On tests of radial symmetry for bivariate copulas. Zbl 1310.62069
Genest, Christian; Nešlehová, Johanna G.
20
2014
Detecting dependence with Kendall plots. Zbl 1182.62005
Genest, Christian; Boies, Jean-Claude
19
2003
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.
19
1986
Bivariate option pricing using dynamic copula models. Zbl 1102.91059
Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M.
19
2005
Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
19
2006
Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112
Genest, Christian; Nešlehová, Johanna G.
19
2013
Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed
17
2003
Modeling expert judgements for Bayesian updating. Zbl 0609.62007
Genest, Christian; Schervish, Mark H.
16
1985
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
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
16
2010
Estimating copula densities through wavelets. Zbl 1167.91015
Genest, Christian; Masiello, Esterina; Tribouley, Karine
15
2009
On Blest’s measure of rank correlation. Zbl 1035.62058
Genest, Christian; Plante, Jean-François
15
2003
Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
15
2010
Locally most powerful rank tests of independence for copula models. Zbl 1065.62081
Genest, Christian; Verret, François
15
2005
Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
14
2017
Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011
Genest, Christian; Wagner, Carl G.
13
1987
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
13
1990
A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003
Genest, Christian; Zhang, Shuang-Shuang
9
1996
Pooling operators with the marginalization property. Zbl 0553.62003
Genest, Christian
9
1984
On the range of heterogeneous samples. Zbl 1166.60015
Genest, Christian; Kochar, Subhash C.; Xu, Maochao
9
2009
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 the dependence between the extreme order statistics in the proportional hazards model. Zbl 1136.60011
Dolati, Ali; Genest, Christian; Kochar, Subhash C.
9
2008
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
9
2013
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
8
2018
Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
8
2007
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
8
1995
Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069
Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny
8
2013
A regularized goodness-of-fit test for copulas. Zbl 1316.62075
Genest, Christian; Huang, Wanling; Dufour, Jean-Marie
8
2013
Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072
Cormier, Eric; Genest, Christian; Nešlehová, Johanna G.
8
2014
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
7
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.
7
1993
A copula-based risk aggregation model. Zbl 1310.62075
Côté, Marie-Pier; Genest, Christian
7
2015
Aggregating opinions through logarithmic pooling. Zbl 0541.90002
Genest, C.; Weerahandi, S.; Zidek, J. V.
6
1984
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
6
2006
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A.
6
2019
Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995. Zbl 0894.62126
Genest, Christian
5
1997
A strange family of bivariate distributions. (Une famille de lois bidimensionnelles insolite.) Zbl 0797.60017
Genest, Christian; Ghoudi, Kilani
5
1994
Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146
Genest, Christian; Nešlehová, Johanna
5
2009
Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203
Genest, Christian; Nešlehová, Johanna; Ruppert, Martin
5
2011
A conflict between two axioms for combining subjective distributions. Zbl 0567.62005
Genest, Christian
4
1984
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
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
Dependence in a background risk model. Zbl 1419.62295
Côté, Marie-Pier; Genest, Christian
4
2019
Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas
4
2016
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.
4
2019
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
Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Zbl 1298.62080
Genest, Christian; Nikoloulopoulos, Aristidis K.; Rivest, Louis-Paul; Fortin, Mathieu
3
2013
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
Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080
Feidt, A.; Genest, Chr.; Nešlehová, J.
2
2010
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
A note on tightness. Zbl 0859.60022
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
2
1996
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
2
2010
Past, present, and future of statistical science. Zbl 1291.62001
2
2014
Inference for elliptical copula multivariate response regression models. Zbl 1418.62227
Zhao, Yue; Genest, Christian
2
2019
Stat trek. An interview with Christian Genest. Zbl 1403.62003
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2016
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
A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550
Bellhouse, David R.; Genest, Christian
1
1999
Combination of subjective opinion: An application and its relation to the general theory. Zbl 0604.62109
Genest, Christian; Kadane, Joseph B.
1
1986
Estimating correlation from dichotomized normal variables. Zbl 1169.62056
Genest, Christian; Lévesque, Jean-Marc
1
2009
Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043
Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe
48
2019
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A.
6
2019
Dependence in a background risk model. Zbl 1419.62295
Côté, Marie-Pier; Genest, Christian
4
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.
4
2019
Inference for elliptical copula multivariate response regression models. Zbl 1418.62227
Zhao, Yue; Genest, Christian
2
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
8
2018
A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019
Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana
1
2018
Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
14
2017
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
26
2016
Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas
4
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
7
2015
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
24
2014
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
23
2014
On tests of radial symmetry for bivariate copulas. Zbl 1310.62069
Genest, Christian; Nešlehová, Johanna G.
20
2014
Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072
Cormier, Eric; Genest, Christian; Nešlehová, Johanna G.
8
2014
Past, present, and future of statistical science. Zbl 1291.62001
2
2014
Bivariate extensions of Skellam’s distribution. Zbl 1310.60007
Genest, Christian; Mesfioui, Mhamed
1
2014
Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112
Genest, Christian; Nešlehová, Johanna G.
19
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
9
2013
Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069
Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny
8
2013
A regularized goodness-of-fit test for copulas. Zbl 1316.62075
Genest, Christian; Huang, Wanling; Dufour, Jean-Marie
8
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
3
2013
Beyond simplified pair-copula constructions. Zbl 1243.62067
Acar, Elif F.; Genest, Christian; Nešlehová, Johanna
41
2012
Tests of symmetry for bivariate copulas. Zbl 1440.62182
Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François
39
2012
Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
31
2011
Inference in multivariate Archimedean copula models. Zbl 1274.62399
Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna
27
2011
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
22
2011
Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203
Genest, Christian; Nešlehová, Johanna; Ruppert, Martin
5
2011
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
16
2010
Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
15
2010
Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080
Feidt, A.; Genest, Chr.; Nešlehová, J.
2
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
2
2010
Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416
Genest, Christian; Rémillard, Bruno; Beaudoin, David
164
2009
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
58
2009
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083
Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna
24
2009
Estimating copula densities through wavelets. Zbl 1167.91015
Genest, Christian; Masiello, Esterina; Tribouley, Karine
15
2009
On the range of heterogeneous samples. Zbl 1166.60015
Genest, Christian; Kochar, Subhash C.; Xu, Maochao
9
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
62
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
117
2007
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
33
2007
Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
8
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
1
2007
Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
82
2006
On the tail behaviour of sums of dependent risks. Zbl 1162.91395
Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian
34
2006
Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048
Genest, 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 1085.62111
Genest, 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. (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.
27
2005
Bivariate option pricing using dynamic copula models. Zbl 1102.91059
Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M.
19
2005
Locally most powerful rank tests of independence for copula models. Zbl 1065.62081
Genest, Christian; Verret, François
15
2005
Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039
Genest, Christian; Rémillard, Bruno
74
2004
Detecting dependence with Kendall plots. Zbl 1182.62005
Genest, Christian; Boies, Jean-Claude
19
2003
Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed
17
2003
On Blest’s measure of rank correlation. Zbl 1035.62058
Genest, Christian; Plante, Jean-François
15
2003
Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022
Denuit, Michel; Genest, Christian; Marceau, Étienne
25
2002
Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330
Genest, Christian; Werker, Bas J. M.
21
2002
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
7
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
51
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
58
2000
Kendall’s tau for serial dependence. Zbl 0958.62083
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
21
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.
117
1999
Stochastic bounds on sums of dependent risks. Zbl 1028.91553
Denuit, M.; Genest, C.; Marceau, É.
43
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.
73
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
51
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.
247
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
8
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
209
1993
Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294
Capéraà, Philippe; Genest, Christian
35
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.
7
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
13
1990
A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060
Genest, Christian; Rivest, Louis-Paul
43
1989
Frank’s family of bivariate distributions. Zbl 0635.62038
Genest, Christian
92
1987
Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011
Genest, Christian; Wagner, Carl G.
13
1987
Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données. (Archimedean copulas and families of bivariate laws with given marginals). Zbl 0605.62049
Genest, Christian; MacKay, R. Jock
144
1986
Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017
Genest, Christian; Zidek, James V.
110
1986
Characterization of externally Bayesian pooling operators. Zbl 0602.62005
Genest, 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 0955.62509
Genest, Christian; Zidek, James V.
19
1986
Combination of subjective opinion: An application and its relation to the general theory. Zbl 0604.62109
Genest, Christian; Kadane, Joseph B.
1
1986
Modeling expert judgements for Bayesian updating. Zbl 0609.62007
Genest, Christian; Schervish, Mark H.
16
1985
A characterization theorem for externally Bayesian groups. Zbl 0541.62003
Genest, Christian
20
1984
...and 3 more Documents
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Cited by 2,108 Authors

72 Genest, Christian
45 Durante, Fabrizio
39 Mesiar, Radko
32 Úbeda-Flores, Manuel
31 De Baets, Bernard
28 Nešlehová, Johanna G.
25 Quessy, Jean-François
24 Fernández-Sánchez, Juan
23 Bücher, Axel
23 De Meyer, Hans E.
23 Rémillard, Bruno N.
23 Segers, Johan
21 Czado, Claudia
21 Marceau, Étienne
19 Kojadinovic, Ivan
18 Quesada-Molina, José Juan
17 Cossette, Hélène
16 Kolesárová, Anna
15 Bouzebda, Salim
15 Gijbels, Irène
15 Joe, Harry
14 Klement, Erich Peter
14 Mesfioui, Mhamed
14 Sempi, Carlo
13 Nelsen, Roger B.
13 Peng, Liang
13 Rivest, Louis-Paul
13 Rodríguez Lallena, José Antonio
13 Trutschnig, Wolfgang
12 Jaworski, Piotr
11 Embrechts, Paul
11 Omladič, Matjaž
11 Valdez, Emiliano A.
10 Ahn, Jae Youn
10 Denuit, Michel M.
10 Fermanian, Jean-David
10 Fuchs, Sebastian L.
10 Hofert, Marius
10 Omelka, Marek
10 Puccetti, Giovanni
10 Veraverbeke, Noël
10 Vieu, Philippe
9 Karlis, Dimitris
9 Li, Xiaohu
9 Mai, Jan-Frederik
9 Min, Aleksey
9 Rullière, Didier
9 Saminger-Platz, Susanne
9 Scherer, Matthias
9 Volgushev, Stanislav
9 Yan, Jun
8 Bouezmarni, Taoufik
8 Chen, Xiaohong
8 Genton, Marc G.
8 Girard, Stéphane
8 Hu, Taizhong
8 Nikoloulopoulos, Aristidis K.
8 Schepsmeier, Ulf
8 Schmid, Friedrich
8 Yang, Jingping
7 Amini-Dehak, Mohammad
7 Dette, Holger
7 Di Bernardino, Elena
7 Emura, Takeshi
7 Falk, Michael
7 Fougères, Anne-Laure
7 Ghoudi, Kilani
7 Guillou, Armelle
7 Jwaid, Tarad
7 Kochar, Subhash C.
7 Krupskii, Pavel
7 Lefèvre, Claude
7 Nagler, Thomas
7 Okhrin, Ostap
7 Rüschendorf, Ludger
7 Scarsini, Marco
6 Brechmann, Eike Christian
6 Côté, Marie-Pier
6 Dolati, Ali
6 Fan, Yanqin
6 Huser, Raphaël
6 Keziou, Amor
6 Kolev, Nikolai
6 Nasri, Bouchra R.
6 Oh, Rosy
6 Spizzichino, Fabio L.
6 Stöber, Jakob
6 Wagner, Carl G.
6 Wang, Antai
5 Aneiros-Pérez, Germán
5 Arias García, J. J.
5 Bahraoui, Tarik
5 Balakrishnan, Narayanaswamy
5 Charpentier, Arthur
5 Dietrich, Franz K.
5 Goegebeur, Yuri
5 Hallin, Marc
5 Härdle, Wolfgang Karl
5 Kim, Daeyoung
5 Košir, Tomaž
...and 2,008 more Authors
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Cited in 207 Serials

208 Journal of Multivariate Analysis
122 Insurance Mathematics & Economics
67 Fuzzy Sets and Systems
67 Computational Statistics and Data Analysis
47 Dependence Modeling
46 Statistics & Probability Letters
44 Communications in Statistics. Theory and Methods
38 The Canadian Journal of Statistics
36 Journal of Statistical Planning and Inference
33 Extremes
31 European Journal of Operational Research
30 Journal of Nonparametric Statistics
27 Kybernetika
25 Journal of Econometrics
24 Journal of Statistical Computation and Simulation
24 Test
23 International Journal of Approximate Reasoning
23 Bernoulli
21 Scandinavian Actuarial Journal
19 Statistical Papers
18 The Annals of Statistics
17 Communications in Statistics. Simulation and Computation
17 Journal of Applied Statistics
17 Electronic Journal of Statistics
16 Information Sciences
16 Statistics
15 Scandinavian Journal of Statistics
15 Computational Statistics
15 Statistics and Computing
14 Quantitative Finance
14 ASTIN Bulletin
13 Journal of Mathematical Analysis and Applications
13 Journal of the American Statistical Association
12 Lifetime Data Analysis
12 Methodology and Computing in Applied Probability
11 Biometrics
11 Journal of Computational and Applied Mathematics
11 North American Actuarial Journal
11 Statistical Methods and Applications
11 Statistical Methodology
10 Annals of Operations Research
9 Journal of Economic Theory
9 Theory and Decision
9 Probability in the Engineering and Informational Sciences
9 Econometric Theory
9 Journal of the Korean Statistical Society
9 The Annals of Applied Statistics
8 Metrika
8 Annals of the Institute of Statistical Mathematics
8 Statistical Science
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 Journal of Applied Probability
7 Social Choice and Welfare
7 Journal of Statistical Theory and Practice
6 Mathematical Methods of Statistics
6 Brazilian Journal of Probability and Statistics
6 European Actuarial Journal
5 Advances in Applied Probability
5 Australian & New Zealand Journal of Statistics
5 Stochastic Environmental Research and Risk Assessment
5 AStA. Advances in Statistical Analysis
5 Journal of Computational and Graphical Statistics
4 Artificial Intelligence
4 Journal of Mathematical Economics
4 Journal of Mathematical Psychology
4 Journal of Philosophical Logic
4 Metron
4 Synthese
4 Mathematical Social Sciences
4 Journal of Time Series Analysis
4 Econometric Reviews
4 Mathematical and Computer Modelling
4 Economics Letters
4 Aequationes Mathematicae
4 Applied Mathematical Modelling
4 International Journal of Theoretical and Applied Finance
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 Journal of Economic Dynamics & Control
3 Machine Learning
3 Neural Computation
3 The Annals of Applied Probability
3 Economic Theory
3 Finance and Stochastics
3 Soft Computing
3 Journal of Systems Science and Complexity
3 Entropy
3 Structural and Multidisciplinary Optimization
3 Mathematical Geosciences
3 Science China. Mathematics
3 Sankhyā. Series A
3 Statistics & Risk Modeling
2 Computer Methods in Applied Mechanics and Engineering
2 Journal of Computational Physics
2 Lithuanian Mathematical Journal
2 Applied Mathematics and Computation
2 Biometrical Journal
2 International Journal of Mathematics and Mathematical Sciences
2 Journal of Optimization Theory and Applications
...and 107 more Serials
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Cited in 36 Fields

1,376 Statistics (62-XX)
399 Probability theory and stochastic processes (60-XX)
373 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
125 Numerical analysis (65-XX)
55 Operations research, mathematical programming (90-XX)
48 Computer science (68-XX)
31 Mathematical logic and foundations (03-XX)
22 Real functions (26-XX)
13 Geophysics (86-XX)
12 Biology and other natural sciences (92-XX)
11 Measure and integration (28-XX)
9 Difference and functional equations (39-XX)
8 Functional analysis (46-XX)
8 Systems theory; control (93-XX)
8 Information and communication theory, circuits (94-XX)
7 History and biography (01-XX)
6 Combinatorics (05-XX)
5 Linear and multilinear algebra; matrix theory (15-XX)
4 Order, lattices, ordered algebraic structures (06-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 General topology (54-XX)
2 General and overarching topics; collections (00-XX)
2 Number theory (11-XX)
2 Partial differential equations (35-XX)
2 Approximations and expansions (41-XX)
2 Mechanics of deformable solids (74-XX)
1 Special functions (33-XX)
1 Dynamical systems and ergodic theory (37-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)

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