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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

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 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 Ouimet, Frédéric
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

15 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
5 Dependence Modeling
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 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

106 Publications have been cited 2,991 times in 1,755 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.
262
1995
Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032
Genest, Christian; Rivest, Louis-Paul
219
1993
Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416
Genest, Christian; Rémillard, Bruno; Beaudoin, David
177
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
149
1986
A primer on copulas for count data. Zbl 1274.62398
Genest, Christian; Nešlehová, Johanna
120
2007
A characterization of quasi-copulas. Zbl 0935.62059
Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C.
117
1999
Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017
Genest, Christian; Zidek, James V.
111
1986
Frank’s family of bivariate distributions. Zbl 0635.62038
Genest, Christian
94
1987
Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
86
2006
Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039
Genest, Christian; Rémillard, Bruno
76
2004
A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516
Capéraà, P.; Fougères, A.-L.; Genest, C.
75
1997
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
69
2008
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
60
2009
Bivariate distributions with given extreme value attractor. Zbl 0978.62043
Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian
59
2000
On the multivariate probability integral transformation. Zbl 0982.62056
Genest, Christian; Rivest, Louis-Paul
54
2001
Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043
Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe
54
2019
On Kendall’s process. Zbl 0862.60020
Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
53
1996
A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060
Genest, Christian; Rivest, Louis-Paul
44
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
42
2012
Tests of symmetry for bivariate copulas. Zbl 1440.62182
Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François
41
2012
Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294
Capéraà, Philippe; Genest, Christian
36
1993
On the tail behaviour of sums of dependent risks. Zbl 1162.91395
Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian
35
2006
Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
34
2011
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
34
2007
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
29
2016
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
27
2014
On the dependence structure of order statistics. Zbl 1065.62087
Avérous, Jean; Genest, Christian; Kochar, Subhash C.
27
2005
Inference in multivariate Archimedean copula models. Zbl 1274.62399
Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna
27
2011
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
27
2014
Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022
Denuit, Michel; Genest, Christian; Marceau, Étienne
26
2002
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083
Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna
24
2009
A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun
23
2011
Kendall’s tau for serial dependence. Zbl 0958.62083
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
22
2000
Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509
Genest, Christian; Zidek, James V.
22
1986
Detecting dependence with Kendall plots. Zbl 1182.62005
Genest, Christian; Boies, Jean-Claude
22
2003
Characterization of externally Bayesian pooling operators. Zbl 0602.62005
Genest, Christian; McConway, Kevin J.; Schervish, Mark J.
21
1986
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
On tests of radial symmetry for bivariate copulas. Zbl 1310.62069
Genest, Christian; Nešlehová, Johanna G.
20
2014
A characterization theorem for externally Bayesian groups. Zbl 0541.62003
Genest, Christian
20
1984
Bivariate option pricing using dynamic copula models. Zbl 1102.91059
Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M.
20
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
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
17
2010
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
On Blest’s measure of rank correlation. Zbl 1035.62058
Genest, Christian; Plante, Jean-François
16
2003
Locally most powerful rank tests of independence for copula models. Zbl 1065.62081
Genest, Christian; Verret, François
16
2005
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
Estimating copula densities through wavelets. Zbl 1167.91015
Genest, Christian; Masiello, Esterina; Tribouley, Karine
16
2009
Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
15
2010
Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
15
2017
Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011
Genest, Christian; Wagner, Carl G.
14
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
On the range of heterogeneous samples. Zbl 1166.60015
Genest, Christian; Kochar, Subhash C.; Xu, Maochao
11
2009
On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
10
2013
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
10
2018
Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069
Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny
10
2013
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
Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072
Cormier, Eric; Genest, Christian; Nešlehová, Johanna G.
9
2014
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
Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
9
2007
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 regularized goodness-of-fit test for copulas. Zbl 1316.62075
Genest, Christian; Huang, Wanling; Dufour, Jean-Marie
9
2013
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
8
2002
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A.
8
2019
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 copula-based risk aggregation model. Zbl 1310.62075
Côté, Marie-Pier; Genest, Christian
8
2015
Dependence in a background risk model. Zbl 1419.62295
Côté, Marie-Pier; Genest, Christian
7
2019
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
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
7
2006
Aggregating opinions through logarithmic pooling. Zbl 0541.90002
Genest, C.; Weerahandi, S.; Zidek, J. V.
6
1984
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
Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203
Genest, Christian; Nešlehová, Johanna; Ruppert, Martin
5
2011
Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146
Genest, Christian; Nešlehová, Johanna
5
2009
Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas
5
2016
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
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
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
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
Probability and statistics: a tale of two worlds? Zbl 0954.62001
Genest, Christian
3
1999
The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058
Genest, Christian; Verret, François
3
2002
Inference for elliptical copula multivariate response regression models. Zbl 1418.62227
Zhao, Yue; Genest, Christian
3
2019
Correlation in a Bayesian framework. Zbl 0966.62012
DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E.
2
2000
Deriving priorities from the Bradley-Terry model. Zbl 0992.91023
Genest, C.; M’lan, C.-É.
2
1999
An extension of Osuna’s model for stress caused by waiting. Zbl 1168.91516
Denuit, Michel; Genest, Christian
2
2001
Worldwide research output in probability and statistics: an update. Zbl 1107.62300
Genest, Christian; Guay, Mireille
2
2002
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
Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080
Feidt, A.; Genest, Chr.; Nešlehová, J.
2
2010
Bivariate extensions of Skellam’s distribution. Zbl 1310.60007
Genest, Christian; Mesfioui, Mhamed
2
2014
A note on tightness. Zbl 0859.60022
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
2
1996
A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550
Bellhouse, David R.; Genest, Christian
1
1999
On the class of bivariate Archimax copulas under constraints. Zbl 1467.62074
Genest, Christian; Jaworski, Piotr
1
2021
A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019
Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana
1
2018
Combination of subjective opinion: An application and its relation to the general theory. Zbl 0604.62109
Genest, Christian; Kadane, Joseph B.
1
1986
On the class of bivariate Archimax copulas under constraints. Zbl 1467.62074
Genest, Christian; Jaworski, Piotr
1
2021
A law of uniform seniority for dependent lives. Zbl 1480.91205
Genest, Christian; Kolev, Nikolai
1
2021
Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043
Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe
54
2019
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A.
8
2019
Dependence in a background risk model. Zbl 1419.62295
Côté, Marie-Pier; Genest, Christian
7
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
3
2019
The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure. Zbl 1415.62030
Genest, Christian; Nešlehová, Johanna G.; Rivest, Louis-Paul
10
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
15
2017
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
29
2016
Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas
5
2016
Stat trek. An interview with Christian Genest. Zbl 1403.62003
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2016
A copula-based risk aggregation model. Zbl 1310.62075
Côté, Marie-Pier; Genest, Christian
8
2015
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
27
2014
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
27
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.
9
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
2
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
10
2013
Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069
Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny
10
2013
A regularized goodness-of-fit test for copulas. Zbl 1316.62075
Genest, Christian; Huang, Wanling; Dufour, Jean-Marie
9
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
42
2012
Tests of symmetry for bivariate copulas. Zbl 1440.62182
Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François
41
2012
Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
34
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
23
2011
Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203
Genest, Christian; Nešlehová, Johanna; Ruppert, Martin
5
2011
Rejoinder on: Inference in multivariate Archimedean copula models. Zbl 1367.62165
Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna
1
2011
On the covariance of the asymptotic empirical copula process. Zbl 1211.62030
Genest, Christian; Segers, Johan
17
2010
Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094
Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen
15
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
Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080
Feidt, A.; Genest, Chr.; Nešlehová, J.
2
2010
Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416
Genest, Christian; Rémillard, Bruno; Beaudoin, David
177
2009
Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013
Genest, Christian; Segers, Johan
60
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
16
2009
On the range of heterogeneous samples. Zbl 1166.60015
Genest, Christian; Kochar, Subhash C.; Xu, Maochao
11
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
69
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
120
2007
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
34
2007
Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
9
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
86
2006
On the tail behaviour of sums of dependent risks. Zbl 1162.91395
Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian
35
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
7
2006
Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins. (Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d’information partielle sur leurs marges.) Zbl 1153.62365
Denuit, Michel; Genest, Christian; Mesfioui, Mhamed
1
2006
On the dependence structure of order statistics. Zbl 1065.62087
Avérous, Jean; Genest, Christian; Kochar, Subhash C.
27
2005
Bivariate option pricing using dynamic copula models. Zbl 1102.91059
Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M.
20
2005
Locally most powerful rank tests of independence for copula models. Zbl 1065.62081
Genest, Christian; Verret, François
16
2005
Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039
Genest, Christian; Rémillard, Bruno
76
2004
Detecting dependence with Kendall plots. Zbl 1182.62005
Genest, Christian; Boies, Jean-Claude
22
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
16
2003
Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022
Denuit, Michel; Genest, Christian; Marceau, Étienne
26
2002
Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330
Genest, Christian; Werker, Bas J. M.
21
2002
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
8
2002
Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed
4
2002
The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property. Zbl 1023.62058
Genest, Christian; Verret, François
3
2002
Worldwide research output in probability and statistics: an update. Zbl 1107.62300
Genest, Christian; Guay, Mireille
2
2002
On the multivariate probability integral transformation. Zbl 0982.62056
Genest, Christian; Rivest, Louis-Paul
54
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
59
2000
Kendall’s tau for serial dependence. Zbl 0958.62083
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc
22
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.
75
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
53
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.
262
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
219
1993
Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294
Capéraà, Philippe; Genest, Christian
36
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
44
1989
Frank’s family of bivariate distributions. Zbl 0635.62038
Genest, Christian
94
1987
Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011
Genest, Christian; Wagner, Carl G.
14
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
149
1986
Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017
Genest, Christian; Zidek, James V.
111
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.
22
1986
Characterization of externally Bayesian pooling operators. Zbl 0602.62005
Genest, Christian; McConway, Kevin J.; Schervish, Mark J.
21
1986
...and 6 more Documents
all top 5

Cited by 2,233 Authors

72 Genest, Christian
45 Durante, Fabrizio
39 Mesiar, Radko
32 Úbeda-Flores, Manuel
31 De Baets, Bernard
29 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 Gijbels, Irène
16 Kolesárová, Anna
16 Mesfioui, Mhamed
15 Bouzebda, Salim
15 Joe, Harry
14 Klement, Erich Peter
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 Denuit, Michel M.
11 Embrechts, Paul
11 Fermanian, Jean-David
11 Omelka, Marek
11 Omladič, Matjaž
11 Valdez, Emiliano A.
10 Ahn, Jae Youn
10 Fuchs, Sebastian L.
10 Hofert, Marius
10 Li, Xiaohu
10 Mai, Jan-Frederik
10 Puccetti, Giovanni
10 Veraverbeke, Noël
10 Vieu, Philippe
9 Karlis, Dimitris
9 Min, Aleksey
9 Rullière, Didier
9 Saminger-Platz, Susanne
9 Scherer, Matthias
9 Volgushev, Stanislav
9 Yan, Jun
8 Amini-Dehak, Mohammad
8 Bouezmarni, Taoufik
8 Chen, Xiaohong
8 Di Bernardino, Elena
8 Emura, Takeshi
8 Genton, Marc G.
8 Girard, Stéphane
8 Hu, Taizhong
8 Nikoloulopoulos, Aristidis K.
8 Schepsmeier, Ulf
8 Schmid, Friedrich
8 Yang, Jingping
7 Dette, Holger
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 Nasri, Bouchra R.
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 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 Bickel, David R.
5 Charpentier, Arthur
5 Dietrich, Franz K.
5 Goegebeur, Yuri
5 Hallin, Marc
5 Härdle, Wolfgang Karl
5 Kim, Daeyoung
...and 2,133 more Authors
all top 5

Cited in 217 Serials

213 Journal of Multivariate Analysis
123 Insurance Mathematics & Economics
68 Computational Statistics and Data Analysis
67 Fuzzy Sets and Systems
58 Communications in Statistics. Theory and Methods
50 Dependence Modeling
47 Statistics & Probability Letters
38 The Canadian Journal of Statistics
37 Journal of Statistical Planning and Inference
33 Extremes
31 European Journal of Operational Research
31 Journal of Nonparametric Statistics
27 Kybernetika
27 Communications in Statistics. Simulation and Computation
26 Test
25 Journal of Econometrics
24 Journal of Statistical Computation and Simulation
23 International Journal of Approximate Reasoning
23 Bernoulli
21 Scandinavian Actuarial Journal
20 The Annals of Statistics
20 Statistical Papers
19 Journal of Applied Statistics
17 Statistics
17 Electronic Journal of Statistics
16 Information Sciences
16 ASTIN Bulletin
16 Statistics and Computing
15 Scandinavian Journal of Statistics
15 Computational Statistics
14 Journal of Mathematical Analysis and Applications
14 Methodology and Computing in Applied Probability
14 Quantitative Finance
13 Journal of the American Statistical Association
13 Probability in the Engineering and Informational Sciences
12 Journal of Computational and Applied Mathematics
12 Lifetime Data Analysis
11 Biometrics
11 North American Actuarial Journal
11 Statistical Methods and Applications
11 Statistical Methodology
10 Statistical Science
10 Annals of Operations Research
9 Metrika
9 Journal of Economic Theory
9 Theory and Decision
9 Econometric Theory
9 Journal of the Korean Statistical Society
9 Journal of Statistical Theory and Practice
9 The Annals of Applied Statistics
8 Annals of the Institute of Statistical Mathematics
8 Econometric Reviews
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 Journal of Applied Probability
7 Social Choice and Welfare
7 European Actuarial Journal
6 Mathematical Methods of Statistics
6 Brazilian Journal of Probability and Statistics
5 Advances in Applied Probability
5 Metron
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 Synthese
4 Mathematical Social Sciences
4 Journal of Time Series Analysis
4 Mathematical and Computer Modelling
4 Economics Letters
4 Aequationes Mathematicae
4 Applied Mathematical Modelling
4 Economic Theory
4 Soft Computing
4 International Journal of Theoretical and Applied Finance
4 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
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 Finance and Stochastics
3 Journal of Systems Science and Complexity
3 Entropy
3 Structural and Multidisciplinary Optimization
3 Mathematical Geosciences
3 Science China. Mathematics
3 Journal of Probability and Statistics
3 Sankhyā. Series A
3 Decision Analysis
3 Statistics & Risk Modeling
2 Computer Methods in Applied Mechanics and Engineering
2 Journal of Computational Physics
2 Lithuanian Mathematical Journal
2 Physica A
2 Applied Mathematics and Computation
...and 117 more Serials

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