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Genest, Christian

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Author ID: genest.christian Recent zbMATH articles by "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

Publications by Year

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 0831.62030
Genest, C.; Ghoudi, K.; Rivest, L.-P.
226
1995
Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032
Genest, Christian; Rivest, Louis-Paul
192
1993
Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416
Genest, 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 0605.62049
Genest, Christian; MacKay, R. Jock
136
1986
A characterization of quasi-copulas. Zbl 0935.62059
Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C.
114
1999
A primer on copulas for count data. Zbl 1274.62398
Genest, Christian; Nešlehová, Johanna
103
2007
Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017
Genest, Christian; Zidek, James V.
100
1986
Frank’s family of bivariate distributions. Zbl 0635.62038
Genest, Christian
90
1987
Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
77
2006
Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039
Genest, Christian; Rémillard, Bruno
69
2004
A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516
Capéraà, P.; Fougères, A.-L.; Genest, C.
68
1997
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
56
2008
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
51
2009
Bivariate distributions with given extreme value attractor. Zbl 0978.62043
Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian
51
2000
On the multivariate probability integral transformation. Zbl 0982.62056
Genest, Christian; Rivest, Louis-Paul
49
2001
On Kendall’s process. Zbl 0862.60020
Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
47
1996
Stochastic bounds on sums of dependent risks. Zbl 1028.91553
Denuit, M.; Genest, C.; Marceau, É.
43
1999
A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060
Genest, Christian; Rivest, Louis-Paul
38
1989
On the tail behaviour of sums of dependent risks. Zbl 1162.91395
Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian
34
2006
Beyond simplified pair-copula constructions. Zbl 1243.62067
Acar, Elif F.; Genest, Christian; Nešlehová, Johanna
33
2012
Tests of symmetry for bivariate copulas. Zbl 1440.62182
Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François
32
2012
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
31
2007
Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294
Capéraà, Philippe; Genest, Christian
30
1993
Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
29
2011
On the dependence structure of order statistics. Zbl 1065.62087
Avérous, Jean; Genest, Christian; Kochar, Subhash C.
27
2005
Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022
Denuit, Michel; Genest, Christian; Marceau, Étienne
25
2002
Inference in multivariate Archimedean copula models. Zbl 1274.62399
Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna
24
2011
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083
Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna
23
2009
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
21
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.
20
2002
Characterization of externally Bayesian pooling operators. Zbl 0602.62005
Genest, Christian; McConway, Kevin J.; Schervish, Mark J.
20
1986
Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
19
2006
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
18
2014
Detecting dependence with Kendall plots. Zbl 1182.62005
Genest, Christian; Boies, Jean-Claude
18
2003
A characterization theorem for externally Bayesian groups. Zbl 0541.62003
Genest, Christian
18
1984
Bivariate option pricing using dynamic copula models. Zbl 1102.91059
Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M.
17
2005
Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043
Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe
16
2019
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
16
2014
Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112
Genest, Christian; Nešlehová, Johanna G.
16
2013
A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013
Capéraà, 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 0816.90008
Genest, Christian; Rivest, Louis-Paul
16
1994
Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509
Genest, Christian; Zidek, James V.
16
1986
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
15
2010
Locally most powerful rank tests of independence for copula models. Zbl 1065.62081
Genest, Christian; Verret, François
15
2005
Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed
15
2003
Modeling expert judgements for Bayesian updating. Zbl 0609.62007
Genest, Christian; Schervish, Mark H.
15
1985
Estimating copula densities through wavelets. Zbl 1167.91015
Genest, Christian; Masiello, Esterina; Tribouley, Karine
14
2009
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
13
2016
Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
13
2010
Concepts of dependence and stochastic ordering for bivariate distributions. Zbl 0738.62057
Capéraà, Philippe; Genest, Christian
13
1990
On tests of radial symmetry for bivariate copulas. Zbl 1310.62069
Genest, Christian; Nešlehová, Johanna G.
12
2014
On Blest’s measure of rank correlation. Zbl 1035.62058
Genest, Christian; Plante, Jean-François
12
2003
Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011
Genest, Christian; Wagner, Carl G.
12
1987
Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
11
2017
On the range of heterogeneous samples. Zbl 1166.60015
Genest, Christian; Kochar, Subhash C.; Xu, Maochao
9
2009
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
Pooling operators with the marginalization property. Zbl 0553.62003
Genest, Christian
9
1984
Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072
Cormier, Eric; Genest, Christian; Nešlehová, Johanna G.
8
2014
Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
8
2007
A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003
Genest, Christian; Zhang, Shuang-Shuang
8
1996
On the impossibility of constructing distributions with fixed multivariate marginals using copulas. Zbl 0832.60020
Genest, 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 0786.90001
Aupetit, Bernard; Genest, Christian
8
1993
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
7
2018
A regularized goodness-of-fit test for copulas. Zbl 1316.62075
Genest, 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 1359.62210
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
7
2013
A copula-based risk aggregation model. Zbl 1310.62075
Côté, Marie-Pier; Genest, Christian
6
2015
Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203
Genest, 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 1085.62111
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
6
2006
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
6
2002
Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146
Genest, Christian; Nešlehová, Johanna
5
2009
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. Zbl 0797.60017
Genest, Christian; Ghoudi, Kilani
5
1994
On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty’s eigenvector scaling method. Zbl 0797.92030
Genest, Christian; Lapointe, France; Drury, Stephen W.
5
1993
Aggregating opinions through logarithmic pooling. Zbl 0541.90002
Genest, C.; Weerahandi, S.; Zidek, J. V.
5
1984
Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069
Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny
4
2013
Improving the estimation of Kendall’s tau when censoring affects only one of the variables. Zbl 1323.62096
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
A conflict between two axioms for combining subjective distributions. Zbl 0567.62005
Genest, Christian
4
1984
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
The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058
Genest, 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 1418.62224
Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W.
2
2019
Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas
2
2016
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. Zbl 1194.60022
Munroe, Patrick; Ransford, Thomas; Genest, Christian
2
2010
An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516
Denuit, Michel; Genest, Christian
2
2001
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
Probability and statistics: a tale of two worlds? Zbl 0954.62001
Genest, Christian
2
1999
Dependence in a background risk model. Zbl 1419.62295
Côté, Marie-Pier; Genest, Christian
1
2019
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, 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 1392.60019
Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana
1
2018
Bivariate extensions of Skellam’s distribution. Zbl 1310.60007
Genest, Christian; Mesfioui, Mhamed
1
2014
Past, present, and future of statistical science. Zbl 1291.62001
Lin, 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 1169.62056
Genest, Christian; Lévesque, Jean-Marc
1
2009
Maty’s biography of Abraham de Moivre, translated, annotated and augmented. Zbl 1246.01019
Bellhouse, 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 1153.62365
Denuit, Michel; Genest, Christian; Mesfioui, Mhamed
1
2006
Worldwide research output in probability and statistics: an update. Zbl 1107.62300
Genest, Christian; Guay, Mireille
1
2002
A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550
Bellhouse, David R.; Genest, Christian
1
1999
A note on tightness. Zbl 0859.60022
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
1
1996
Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043
Aneiros, 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 1418.62224
Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W.
2
2019
Dependence in a background risk model. Zbl 1419.62295
Côté, Marie-Pier; Genest, Christian
1
2019
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, 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 1415.62030
Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul
7
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
11
2017
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
13
2016
Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas
2
2016
A copula-based risk aggregation model. Zbl 1310.62075
Côté, Marie-Pier; Genest, Christian
6
2015
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
18
2014
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
16
2014
On tests of radial symmetry for bivariate copulas. Zbl 1310.62069
Genest, Christian; Nešlehová, Johanna G.
12
2014
Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072
Cormier, Eric; Genest, Christian; Nešlehová, Johanna G.
8
2014
Bivariate extensions of Skellam’s distribution. Zbl 1310.60007
Genest, Christian; Mesfioui, Mhamed
1
2014
Past, present, and future of statistical science. Zbl 1291.62001
Lin, 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 1273.62112
Genest, Christian; Nešlehová, Johanna G.
16
2013
A regularized goodness-of-fit test for copulas. Zbl 1316.62075
Genest, 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 1359.62210
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
7
2013
Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069
Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny
4
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
33
2012
Tests of symmetry for bivariate copulas. Zbl 1440.62182
Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François
32
2012
Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
29
2011
Inference in multivariate Archimedean copula models. Zbl 1274.62399
Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna
24
2011
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
21
2011
Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203
Genest, Christian; Nešlehová, Johanna; Ruppert, Martin
6
2011
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
15
2010
Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
13
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. 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
140
2009
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
51
2009
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083
Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna
23
2009
Estimating copula densities through wavelets. Zbl 1167.91015
Genest, Christian; Masiello, Esterina; Tribouley, Karine
14
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
56
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
103
2007
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
31
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
77
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. 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.
17
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
69
2004
Detecting dependence with Kendall plots. Zbl 1182.62005
Genest, Christian; Boies, Jean-Claude
18
2003
Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed
15
2003
On Blest’s measure of rank correlation. Zbl 1035.62058
Genest, Christian; Plante, Jean-François
12
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.
20
2002
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
6
2002
Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028
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
1
2002
On the multivariate probability integral transformation. Zbl 0982.62056
Genest, Christian; Rivest, Louis-Paul
49
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
51
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.
114
1999
Stochastic bounds on sums of dependent risks. Zbl 1028.91553
Denuit, M.; Genest, C.; Marceau, É.
43
1999
Deriving priorities from the Bradley-Terry model. Zbl 0992.91023
Genest, C.; M’lan, C.-É.
2
1999
Probability and statistics: a tale of two worlds? Zbl 0954.62001
Genest, Christian
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.
68
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
47
1996
A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003
Genest, Christian; Zhang, Shuang-Shuang
8
1996
A note on tightness. Zbl 0859.60022
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
1
1996
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Zbl 0831.62030
Genest, C.; Ghoudi, K.; Rivest, L.-P.
226
1995
On the impossibility of constructing distributions with fixed multivariate marginals using copulas. 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. Zbl 0797.60017
Genest, Christian; Ghoudi, Kilani
5
1994
Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032
Genest, Christian; Rivest, Louis-Paul
192
1993
Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294
Capéraà, 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 0786.90001
Aupetit, Bernard; Genest, Christian
8
1993
On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty’s eigenvector scaling method. Zbl 0797.92030
Genest, Christian; Lapointe, France; Drury, Stephen W.
5
1993
Concepts of dependence and stochastic ordering for bivariate distributions. 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
38
1989
Frank’s family of bivariate distributions. Zbl 0635.62038
Genest, Christian
90
1987
Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011
Genest, 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 0605.62049
Genest, Christian; MacKay, R. Jock
136
1986
Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017
Genest, Christian; Zidek, James V.
100
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.
16
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.
15
1985
Resolution of Godambe’s paradox. Zbl 0596.62005
Genest, Christian; Schervish, Mark J.
1
1985
A characterization theorem for externally Bayesian groups. Zbl 0541.62003
Genest, Christian
18
1984
Pooling operators with the marginalization property. Zbl 0553.62003
Genest, Christian
9
1984
...and 2 more Documents
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. Theory and Methods
39 Dependence Modeling
38 The Canadian Journal of Statistics
36 Journal of Statistical Planning and Inference
30 Extremes
27 Kybernetika
27 European Journal of Operational Research
27 Journal of Nonparametric Statistics
23 Journal of Econometrics
21 International Journal of Approximate Reasoning
21 Bernoulli
20 Journal of Statistical Computation and Simulation
20 Test
18 Scandinavian Actuarial Journal
17 Communications in Statistics. Simulation and Computation
16 The Annals of Statistics
16 Statistical Papers
15 Scandinavian Journal of Statistics
15 Information Sciences
15 Statistics and Computing
14 Statistics
13 Journal of the American Statistical Association
13 Quantitative Finance
12 Computational Statistics
12 Lifetime Data Analysis
12 Journal of Applied Statistics
12 ASTIN Bulletin
12 Electronic Journal of Statistics
11 Journal of Mathematical Analysis and Applications
11 Biometrics
11 Journal of Computational and Applied Mathematics
11 Statistical Methodology
10 Methodology and Computing in Applied Probability
10 Statistical Methods and Applications
9 Theory and Decision
9 Annals of Operations Research
9 Probability in the Engineering and Informational Sciences
9 Econometric Theory
9 Journal of the Korean Statistical Society
8 Metrika
8 Comptes Rendus. Mathématique. 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
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