Edit Profile (opens in new tab) Genest, Christian Compute Distance To: Compute Author ID: genest.christian Published as: Genest, Christian; Genest, C.; Genest, Chr. External Links: MGP · Wikidata · GND Documents Indexed: 119 Publications since 1984 6 Contributions as Editor · 1 Further Contribution Biographic References: 1 Publication Co-Authors: 93 Co-Authors with 114 Joint Publications 2,235 Co-Co-Authors 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 all top 5 Fields 101 Statistics (62-XX) 31 Probability theory and stochastic processes (60-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 History and biography (01-XX) 7 General and overarching topics; collections (00-XX) 6 Numerical analysis (65-XX) 5 Difference and functional equations (39-XX) 3 Operations research, mathematical programming (90-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) Publications by Year all cited Publications top 5 cited Publications 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 0831.62030Genest, C.; Ghoudi, K.; Rivest, L.-P. 247 1995 Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032Genest, Christian; Rivest, Louis-Paul 209 1993 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, 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 0605.62049Genest, Christian; MacKay, R. Jock 144 1986 A characterization of quasi-copulas. Zbl 0935.62059Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 117 1999 A primer on copulas for count data. Zbl 1274.62398Genest, Christian; Nešlehová, Johanna 117 2007 Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017Genest, Christian; Zidek, James V. 110 1986 Frank’s family of bivariate distributions. Zbl 0635.62038Genest, Christian 92 1987 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 82 2006 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 74 2004 A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516Capéraà, P.; Fougères, A.-L.; Genest, C. 73 1997 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044Genest, Christian; Rémillard, Bruno 62 2008 Bivariate distributions with given extreme value attractor. Zbl 0978.62043Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 58 2000 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013Genest, Christian; Segers, Johan 58 2009 On Kendall’s process. Zbl 0862.60020Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 51 1996 On the multivariate probability integral transformation. Zbl 0982.62056Genest, Christian; Rivest, Louis-Paul 51 2001 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 48 2019 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060Genest, Christian; Rivest, Louis-Paul 43 1989 Stochastic bounds on sums of dependent risks. Zbl 1028.91553Denuit, M.; Genest, C.; Marceau, É. 43 1999 Beyond simplified pair-copula constructions. Zbl 1243.62067Acar, Elif F.; Genest, Christian; Nešlehová, Johanna 41 2012 Tests of symmetry for bivariate copulas. Zbl 1440.62182Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 39 2012 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294Capéraà, Philippe; Genest, Christian 35 1993 On the tail behaviour of sums of dependent risks. Zbl 1162.91395Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 34 2006 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 33 2007 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 31 2011 Inference in multivariate Archimedean copula models. Zbl 1274.62399Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 27 2011 On the dependence structure of order statistics. Zbl 1065.62087Avérous, Jean; Genest, Christian; Kochar, Subhash C. 27 2005 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515Garrido, J.; Genest, C.; Schulz, J. 26 2016 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022Denuit, Michel; Genest, Christian; Marceau, Étienne 25 2002 On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna 24 2009 Multivariate Archimax copulas. Zbl 1349.62173Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 24 2014 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 23 2014 A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun 22 2011 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 21 2000 Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330Genest, Christian; Werker, Bas J. M. 21 2002 A characterization theorem for externally Bayesian groups. Zbl 0541.62003Genest, Christian 20 1984 Characterization of externally Bayesian pooling operators. Zbl 0602.62005Genest, Christian; McConway, Kevin J.; Schervish, Mark J. 20 1986 On tests of radial symmetry for bivariate copulas. Zbl 1310.62069Genest, Christian; Nešlehová, Johanna G. 20 2014 Detecting dependence with Kendall plots. Zbl 1182.62005Genest, Christian; Boies, Jean-Claude 19 2003 Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509Genest, Christian; Zidek, James V. 19 1986 Bivariate option pricing using dynamic copula models. Zbl 1102.91059Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M. 19 2005 Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 19 2006 Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112Genest, Christian; Nešlehová, Johanna G. 19 2013 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 17 2003 Modeling expert judgements for Bayesian updating. Zbl 0609.62007Genest, Christian; Schervish, Mark H. 16 1985 A statistical look at Saaty’s method of estimating pairwise preferences expressed on a ratio scale. Zbl 0816.90008Genest, Christian; Rivest, Louis-Paul 16 1994 A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013Capéraà, P.; Fougères, A.-L.; Genest, C. 16 1997 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030Genest, Christian; Segers, Johan 16 2010 Estimating copula densities through wavelets. Zbl 1167.91015Genest, Christian; Masiello, Esterina; Tribouley, Karine 15 2009 On Blest’s measure of rank correlation. Zbl 1035.62058Genest, Christian; Plante, Jean-François 15 2003 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 15 2010 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081Genest, Christian; Verret, François 15 2005 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 14 2017 Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011Genest, 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 0738.62057Capéraà, Philippe; Genest, Christian 13 1990 A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003Genest, Christian; Zhang, Shuang-Shuang 9 1996 Pooling operators with the marginalization property. Zbl 0553.62003Genest, Christian 9 1984 On the range of heterogeneous samples. Zbl 1166.60015Genest, 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 0786.90001Aupetit, Bernard; Genest, Christian 9 1993 On the dependence between the extreme order statistics in the proportional hazards model. Zbl 1136.60011Dolati, 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 1359.62210Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 9 2013 The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. Zbl 1415.62030Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul 8 2018 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, 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 0832.60020Genest, Christian; Quesada Molina, José Juan; Rodríguez Lallena, José Antonio 8 1995 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny 8 2013 A regularized goodness-of-fit test for copulas. Zbl 1316.62075Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 8 2013 Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. 8 2014 Tests of serial independence based on Kendall’s process. Zbl 1016.62051Genest, 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 0797.92030Genest, Christian; Lapointe, France; Drury, Stephen W. 7 1993 A copula-based risk aggregation model. Zbl 1310.62075Côté, Marie-Pier; Genest, Christian 7 2015 Aggregating opinions through logarithmic pooling. Zbl 0541.90002Genest, 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 1085.62111Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2006 Testing for independence in arbitrary distributions. Zbl 07051940Genest, 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 0894.62126Genest, Christian 5 1997 A strange family of bivariate distributions. (Une famille de lois bidimensionnelles insolite.) Zbl 0797.60017Genest, Christian; Ghoudi, Kilani 5 1994 Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146Genest, Christian; Nešlehová, Johanna 5 2009 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 5 2011 A conflict between two axioms for combining subjective distributions. Zbl 0567.62005Genest, Christian 4 1984 Improving the estimation of Kendall’s tau when censoring affects only one of the variables. Zbl 1323.62096Beaudoin, David; Duchesne, Thierry; Genest, Christian 4 2007 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 Dependence in a background risk model. Zbl 1419.62295Côté, Marie-Pier; Genest, Christian 4 2019 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, 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 1418.62224Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 4 2019 Probability and statistics: a tale of two worlds? Zbl 0954.62001Genest, Christian 3 1999 The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058Genest, Christian; Verret, François 3 2002 Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Zbl 1298.62080Genest, Christian; Nikoloulopoulos, Aristidis K.; Rivest, Louis-Paul; Fortin, Mathieu 3 2013 Worldwide research output in probability and statistics: an update. Zbl 1107.62300Genest, Christian; Guay, Mireille 2 2002 Correlation in a Bayesian framework. Zbl 0966.62012DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E. 2 2000 Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080Feidt, A.; Genest, Chr.; Nešlehová, J. 2 2010 Deriving priorities from the Bradley-Terry model. Zbl 0992.91023Genest, C.; M’lan, C.-É. 2 1999 An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516Denuit, Michel; Genest, Christian 2 2001 A note on tightness. Zbl 0859.60022Genest, 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 1194.60022Munroe, 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 1418.62227Zhao, Yue; Genest, Christian 2 2019 Stat trek. An interview with Christian Genest. Zbl 1403.62003Durante, 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 1153.62365Denuit, Michel; Genest, Christian; Mesfioui, Mhamed 1 2006 A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550Bellhouse, David R.; Genest, Christian 1 1999 Combination of subjective opinion: An application and its relation to the general theory. Zbl 0604.62109Genest, Christian; Kadane, Joseph B. 1 1986 Estimating correlation from dichotomized normal variables. Zbl 1169.62056Genest, Christian; Lévesque, Jean-Marc 1 2009 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 48 2019 Testing for independence in arbitrary distributions. Zbl 07051940Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 6 2019 Dependence in a background risk model. Zbl 1419.62295Côté, 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 1418.62224Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 4 2019 Inference for elliptical copula multivariate response regression models. Zbl 1418.62227Zhao, Yue; Genest, Christian 2 2019 The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. Zbl 1415.62030Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul 8 2018 A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana 1 2018 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 14 2017 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515Garrido, J.; Genest, C.; Schulz, J. 26 2016 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 4 2016 Stat trek. An interview with Christian Genest. Zbl 1403.62003Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2016 A copula-based risk aggregation model. Zbl 1310.62075Côté, Marie-Pier; Genest, Christian 7 2015 Multivariate Archimax copulas. Zbl 1349.62173Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 24 2014 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 23 2014 On tests of radial symmetry for bivariate copulas. Zbl 1310.62069Genest, Christian; Nešlehová, Johanna G. 20 2014 Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072Cormier, 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 1310.60007Genest, Christian; Mesfioui, Mhamed 1 2014 Assessing and modeling asymmetry in bivariate continuous data. Zbl 1273.62112Genest, Christian; Nešlehová, Johanna G. 19 2013 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 9 2013 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny 8 2013 A regularized goodness-of-fit test for copulas. Zbl 1316.62075Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 8 2013 Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Zbl 1298.62080Genest, Christian; Nikoloulopoulos, Aristidis K.; Rivest, Louis-Paul; Fortin, Mathieu 3 2013 Beyond simplified pair-copula constructions. Zbl 1243.62067Acar, Elif F.; Genest, Christian; Nešlehová, Johanna 41 2012 Tests of symmetry for bivariate copulas. Zbl 1440.62182Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 39 2012 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 31 2011 Inference in multivariate Archimedean copula models. Zbl 1274.62399Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 27 2011 A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun 22 2011 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 5 2011 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030Genest, Christian; Segers, Johan 16 2010 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 15 2010 Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080Feidt, A.; Genest, Chr.; Nešlehová, J. 2 2010 A counterexample to a conjecture of Hutchinson and Lai. (Un contre-exemple à une conjecture de Hutchinson et Lai.) Zbl 1194.60022Munroe, Patrick; Ransford, Thomas; Genest, Christian 2 2010 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, Christian; Rémillard, Bruno; Beaudoin, David 164 2009 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013Genest, Christian; Segers, Johan 58 2009 On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna 24 2009 Estimating copula densities through wavelets. Zbl 1167.91015Genest, Christian; Masiello, Esterina; Tribouley, Karine 15 2009 On the range of heterogeneous samples. Zbl 1166.60015Genest, Christian; Kochar, Subhash C.; Xu, Maochao 9 2009 Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146Genest, Christian; Nešlehová, Johanna 5 2009 Estimating correlation from dichotomized normal variables. Zbl 1169.62056Genest, Christian; Lévesque, Jean-Marc 1 2009 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044Genest, Christian; Rémillard, Bruno 62 2008 On the dependence between the extreme order statistics in the proportional hazards model. Zbl 1136.60011Dolati, Ali; Genest, Christian; Kochar, Subhash C. 9 2008 A primer on copulas for count data. Zbl 1274.62398Genest, Christian; Nešlehová, Johanna 117 2007 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 33 2007 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 8 2007 Improving the estimation of Kendall’s tau when censoring affects only one of the variables. Zbl 1323.62096Beaudoin, David; Duchesne, Thierry; Genest, Christian 4 2007 Maty’s biography of Abraham de Moivre, translated, annotated and augmented. Zbl 1246.01019Bellhouse, David R.; Genest, Christian 1 2007 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 82 2006 On the tail behaviour of sums of dependent risks. Zbl 1162.91395Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 34 2006 Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 19 2006 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2006 Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins. (Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d’information partielle sur leurs marges.) Zbl 1153.62365Denuit, Michel; Genest, Christian; Mesfioui, Mhamed 1 2006 On the dependence structure of order statistics. Zbl 1065.62087Avérous, Jean; Genest, Christian; Kochar, Subhash C. 27 2005 Bivariate option pricing using dynamic copula models. Zbl 1102.91059Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M. 19 2005 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081Genest, Christian; Verret, François 15 2005 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 74 2004 Detecting dependence with Kendall plots. Zbl 1182.62005Genest, Christian; Boies, Jean-Claude 19 2003 Compound Poisson approximations for individual models with dependent risks. Zbl 1055.91050Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 17 2003 On Blest’s measure of rank correlation. Zbl 1035.62058Genest, Christian; Plante, Jean-François 15 2003 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022Denuit, Michel; Genest, Christian; Marceau, Étienne 25 2002 Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330Genest, Christian; Werker, Bas J. M. 21 2002 Tests of serial independence based on Kendall’s process. Zbl 1016.62051Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 7 2002 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed 4 2002 The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058Genest, Christian; Verret, François 3 2002 Worldwide research output in probability and statistics: an update. Zbl 1107.62300Genest, Christian; Guay, Mireille 2 2002 On the multivariate probability integral transformation. Zbl 0982.62056Genest, Christian; Rivest, Louis-Paul 51 2001 An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516Denuit, Michel; Genest, Christian 2 2001 Bivariate distributions with given extreme value attractor. Zbl 0978.62043Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 58 2000 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 21 2000 Correlation in a Bayesian framework. Zbl 0966.62012DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E. 2 2000 A characterization of quasi-copulas. Zbl 0935.62059Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 117 1999 Stochastic bounds on sums of dependent risks. Zbl 1028.91553Denuit, M.; Genest, C.; Marceau, É. 43 1999 Probability and statistics: a tale of two worlds? Zbl 0954.62001Genest, Christian 3 1999 Deriving priorities from the Bradley-Terry model. Zbl 0992.91023Genest, C.; M’lan, C.-É. 2 1999 A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550Bellhouse, David R.; Genest, Christian 1 1999 A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516Capéraà, P.; Fougères, A.-L.; Genest, C. 73 1997 A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013Capéraà, P.; Fougères, A.-L.; Genest, C. 16 1997 Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995. Zbl 0894.62126Genest, Christian 5 1997 On Kendall’s process. Zbl 0862.60020Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 51 1996 A graphical analysis of ratio-scaled paired comparison data. Zbl 0884.90003Genest, Christian; Zhang, Shuang-Shuang 9 1996 A note on tightness. Zbl 0859.60022Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 2 1996 A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Zbl 0831.62030Genest, 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 0832.60020Genest, Christian; Quesada Molina, José Juan; Rodríguez Lallena, José Antonio 8 1995 A statistical look at Saaty’s method of estimating pairwise preferences expressed on a ratio scale. Zbl 0816.90008Genest, Christian; Rivest, Louis-Paul 16 1994 A strange family of bivariate distributions. (Une famille de lois bidimensionnelles insolite.) Zbl 0797.60017Genest, Christian; Ghoudi, Kilani 5 1994 Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032Genest, Christian; Rivest, Louis-Paul 209 1993 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294Capéraà, 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 0786.90001Aupetit, Bernard; Genest, Christian 9 1993 On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty’s eigenvector scaling method. Zbl 0797.92030Genest, 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 0738.62057Capéraà, Philippe; Genest, Christian 13 1990 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060Genest, Christian; Rivest, Louis-Paul 43 1989 Frank’s family of bivariate distributions. Zbl 0635.62038Genest, Christian 92 1987 Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011Genest, 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 0605.62049Genest, Christian; MacKay, R. Jock 144 1986 Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017Genest, Christian; Zidek, James V. 110 1986 Characterization of externally Bayesian pooling operators. Zbl 0602.62005Genest, Christian; McConway, Kevin J.; Schervish, Mark J. 20 1986 Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509Genest, Christian; Zidek, James V. 19 1986 Combination of subjective opinion: An application and its relation to the general theory. Zbl 0604.62109Genest, Christian; Kadane, Joseph B. 1 1986 Modeling expert judgements for Bayesian updating. Zbl 0609.62007Genest, Christian; Schervish, Mark H. 16 1985 A characterization theorem for externally Bayesian groups. Zbl 0541.62003Genest, Christian 20 1984 ...and 3 more Documents all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.