Edit Profile (opens in new tab) Genest, Christian Compute Distance To: Compute Author ID: genest.christian Published as: Genest, Christian; Genest, C.; Genest, Chr. more...less External Links: MGP · Wikidata · GND Documents Indexed: 121 Publications since 1984 4 Contributions as Editor · 1 Further Contribution Biographic References: 1 Publication Co-Authors: 94 Co-Authors with 115 Joint Publications 2,294 Co-Co-Authors 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 all top 5 Fields 103 Statistics (62-XX) 32 Probability theory and stochastic processes (60-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 History and biography (01-XX) 6 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 5 Difference and functional equations (39-XX) 3 Operations research, mathematical programming (90-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-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 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 0831.62030Genest, C.; Ghoudi, K.; Rivest, L.-P. 262 1995 Statistical inference procedures for bivariate Archimedean copulas. Zbl 0785.62032Genest, Christian; Rivest, Louis-Paul 219 1993 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, 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 0605.62049Genest, Christian; MacKay, R. Jock 149 1986 A primer on copulas for count data. Zbl 1274.62398Genest, Christian; Nešlehová, Johanna 120 2007 A characterization of quasi-copulas. Zbl 0935.62059Genest, C.; Quesada Molina, J. J.; Rodríguez Lallena, J. A.; Sempi, C. 117 1999 Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017Genest, Christian; Zidek, James V. 111 1986 Frank’s family of bivariate distributions. Zbl 0635.62038Genest, Christian 94 1987 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 86 2006 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 76 2004 A nonparametric estimation procedure for bivariate extreme value copulas. Zbl 1058.62516Capéraà, P.; Fougères, A.-L.; Genest, C. 75 1997 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044Genest, Christian; Rémillard, Bruno 69 2008 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013Genest, Christian; Segers, Johan 60 2009 Bivariate distributions with given extreme value attractor. Zbl 0978.62043Capéraà, Philippe; Fougères, Anne-Laure; Genest, Christian 59 2000 On the multivariate probability integral transformation. Zbl 0982.62056Genest, Christian; Rivest, Louis-Paul 54 2001 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 54 2019 On Kendall’s process. Zbl 0862.60020Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 53 1996 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060Genest, Christian; Rivest, Louis-Paul 44 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 42 2012 Tests of symmetry for bivariate copulas. Zbl 1440.62182Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 41 2012 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294Capéraà, Philippe; Genest, Christian 36 1993 On the tail behaviour of sums of dependent risks. Zbl 1162.91395Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 35 2006 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 34 2011 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 34 2007 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515Garrido, J.; Genest, C.; Schulz, J. 29 2016 Multivariate Archimax copulas. Zbl 1349.62173Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 27 2014 On the dependence structure of order statistics. Zbl 1065.62087Avérous, Jean; Genest, Christian; Kochar, Subhash C. 27 2005 Inference in multivariate Archimedean copula models. Zbl 1274.62399Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 27 2011 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 27 2014 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Zbl 1191.62083Ben Ghorbal, Noomen; Genest, Christian; Nelehová, Johanna 24 2009 A goodness-of-fit test for bivariate extreme-value copulas. Zbl 1284.62331Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun 23 2011 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, 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 0955.62509Genest, Christian; Zidek, James V. 22 1986 Detecting dependence with Kendall plots. Zbl 1182.62005Genest, Christian; Boies, Jean-Claude 22 2003 Characterization of externally Bayesian pooling operators. Zbl 0602.62005Genest, 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 1142.62330Genest, Christian; Werker, Bas J. M. 21 2002 On tests of radial symmetry for bivariate copulas. Zbl 1310.62069Genest, Christian; Nešlehová, Johanna G. 20 2014 A characterization theorem for externally Bayesian groups. Zbl 0541.62003Genest, Christian 20 1984 Bivariate option pricing using dynamic copula models. Zbl 1102.91059Van den Goorbergh, Rob W. J.; Genest, Christian; Werker, Bas J. M. 20 2005 Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048Genest, 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 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030Genest, Christian; Segers, Johan 17 2010 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 On Blest’s measure of rank correlation. Zbl 1035.62058Genest, Christian; Plante, Jean-François 16 2003 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081Genest, Christian; Verret, François 16 2005 A stochastic ordering based on a decomposition of Kendall’s tau. Zbl 0905.60013Capéraà, 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 0816.90008Genest, Christian; Rivest, Louis-Paul 16 1994 Estimating copula densities through wavelets. Zbl 1167.91015Genest, Christian; Masiello, Esterina; Tribouley, Karine 16 2009 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 15 2010 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 15 2017 Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011Genest, 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 0738.62057Capéraà, Philippe; Genest, Christian 13 1990 On the range of heterogeneous samples. Zbl 1166.60015Genest, 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 1359.62210Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 10 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 10 2018 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069Genest, 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 0786.90001Aupetit, Bernard; Genest, Christian 9 1993 Using B-splines for nonparametric inference on bivariate extreme-value copulas. Zbl 1304.62072Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. 9 2014 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 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 9 2007 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 regularized goodness-of-fit test for copulas. Zbl 1316.62075Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 9 2013 Tests of serial independence based on Kendall’s process. Zbl 1016.62051Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 8 2002 Testing for independence in arbitrary distributions. Zbl 07051940Genest, 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 0832.60020Genest, Christian; Quesada Molina, José Juan; Rodríguez Lallena, José Antonio 8 1995 A copula-based risk aggregation model. Zbl 1310.62075Côté, Marie-Pier; Genest, Christian 8 2015 Dependence in a background risk model. Zbl 1419.62295Côté, 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 0797.92030Genest, 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 1085.62111Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 7 2006 Aggregating opinions through logarithmic pooling. Zbl 0541.90002Genest, C.; Weerahandi, S.; Zidek, J. V. 6 1984 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 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 5 2011 Analytical proofs of classical inequalities between Spearman’s \(\rho\) and Kendall’s \(\tau \). Zbl 1419.62146Genest, Christian; Nešlehová, Johanna 5 2009 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 2016 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Zbl 1007.91028Genest, 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 1418.62224Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 4 2019 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 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 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 Inference for elliptical copula multivariate response regression models. Zbl 1418.62227Zhao, Yue; Genest, Christian 3 2019 Correlation in a Bayesian framework. Zbl 0966.62012DasGupta, Anirban; Casella, George; Delampady, Mohan; Genest, Christian; Rubin, Herman; Strawderman, William E. 2 2000 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 Worldwide research output in probability and statistics: an update. Zbl 1107.62300Genest, 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 1194.60022Munroe, 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 1226.60080Feidt, A.; Genest, Chr.; Nešlehová, J. 2 2010 Bivariate extensions of Skellam’s distribution. Zbl 1310.60007Genest, Christian; Mesfioui, Mhamed 2 2014 A note on tightness. Zbl 0859.60022Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 2 1996 A history of the Statistical Society of Canada: The formative years. (With comments). Zbl 1059.01550Bellhouse, David R.; Genest, Christian 1 1999 On the class of bivariate Archimax copulas under constraints. Zbl 1467.62074Genest, Christian; Jaworski, Piotr 1 2021 A new bivariate Poisson common shock model covering all possible degrees of dependence. Zbl 1392.60019Genest, Christian; Mesfioui, Mhamed; Schulz, Juliana 1 2018 Combination of subjective opinion: An application and its relation to the general theory. Zbl 0604.62109Genest, Christian; Kadane, Joseph B. 1 1986 On the class of bivariate Archimax copulas under constraints. Zbl 1467.62074Genest, Christian; Jaworski, Piotr 1 2021 A law of uniform seniority for dependent lives. Zbl 1480.91205Genest, Christian; Kolev, Nikolai 1 2021 Recent advances in functional data analysis and high-dimensional statistics. Zbl 1415.62043Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe 54 2019 Testing for independence in arbitrary distributions. Zbl 07051940Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 8 2019 Dependence in a background risk model. Zbl 1419.62295Côté, 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 1418.62224Kamnitui, N.; Genest, C.; Jaworski, P.; Trutschnig, W. 4 2019 Inference for elliptical copula multivariate response regression models. Zbl 1418.62227Zhao, Yue; Genest, Christian 3 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 10 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 15 2017 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515Garrido, J.; Genest, C.; Schulz, J. 29 2016 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 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 8 2015 Multivariate Archimax copulas. Zbl 1349.62173Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 27 2014 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 27 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. 9 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 2 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 10 2013 Copula parameter estimation using Blomqvist’s beta. Zbl 1316.62069Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny 10 2013 A regularized goodness-of-fit test for copulas. Zbl 1316.62075Genest, Christian; Huang, Wanling; Dufour, Jean-Marie 9 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 42 2012 Tests of symmetry for bivariate copulas. Zbl 1440.62182Genest, Christian; Nešlehová, Johanna; Quessy, Jean-François 41 2012 Estimators based on Kendall’s tau in multivariate copula models. Zbl 1274.62367Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen 34 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 23 2011 Discussion: Statistical models and methods for dependence in insurance data. Zbl 1296.62203Genest, Christian; Nešlehová, Johanna; Ruppert, Martin 5 2011 Rejoinder on: Inference in multivariate Archimedean copula models. Zbl 1367.62165Genest, Christian; Nešlehová, Johanna; Ziegel, Johanna 1 2011 On the covariance of the asymptotic empirical copula process. Zbl 1211.62030Genest, Christian; Segers, Johan 17 2010 Spearman’s footrule and Gini’s gamma: a review with complements. Zbl 1203.62094Genest, 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 1194.60022Munroe, Patrick; Ransford, Thomas; Genest, Christian 2 2010 Asymptotics of joint maxima for discontinuous random variables. Zbl 1226.60080Feidt, A.; Genest, Chr.; Nešlehová, J. 2 2010 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, Christian; Rémillard, Bruno; Beaudoin, David 177 2009 Rank-based inference for bivariate extreme-value copulas. Zbl 1173.62013Genest, Christian; Segers, Johan 60 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 16 2009 On the range of heterogeneous samples. Zbl 1166.60015Genest, Christian; Kochar, Subhash C.; Xu, Maochao 11 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 69 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 120 2007 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 34 2007 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 9 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 86 2006 On the tail behaviour of sums of dependent risks. Zbl 1162.91395Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 35 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 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 1153.62365Denuit, 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. 20 2005 Locally most powerful rank tests of independence for copula models. Zbl 1065.62081Genest, Christian; Verret, François 16 2005 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 76 2004 Detecting dependence with Kendall plots. Zbl 1182.62005Genest, Christian; Boies, Jean-Claude 22 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 16 2003 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Zbl 1142.62330Genest, 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 8 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 54 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 59 2000 Kendall’s tau for serial dependence. Zbl 0958.62083Ferguson, Thomas S.; Genest, Christian; Hallin, Marc 22 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. 75 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 53 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. 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 0832.60020Genest, 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 219 1993 Spearman’s \(\rho\) is larger than Kendall’s \(\tau\) for positively dependend random variables. Zbl 1360.62294Capéraà, 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 0786.90001Aupetit, 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 44 1989 Frank’s family of bivariate distributions. Zbl 0635.62038Genest, Christian 94 1987 Further evidence against independence preservation in expert judgement synthesis. Zbl 0619.62011Genest, 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 0605.62049Genest, Christian; MacKay, R. Jock 149 1986 Combining probability distributions: A critique and an annotated bibliography. Zbl 0587.62017Genest, Christian; Zidek, James V. 111 1986 Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors. Zbl 0955.62509Genest, Christian; Zidek, James V. 22 1986 Characterization of externally Bayesian pooling operators. Zbl 0602.62005Genest, Christian; McConway, Kevin J.; Schervish, Mark J. 21 1986 ...and 6 more Documents all cited Publications top 5 cited Publications 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. 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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 all top 5 Cited in 35 Fields 1,461 Statistics (62-XX) 420 Probability theory and stochastic processes (60-XX) 393 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 126 Numerical analysis (65-XX) 54 Operations research, mathematical programming (90-XX) 48 Computer science (68-XX) 31 Mathematical logic and foundations (03-XX) 23 Real functions (26-XX) 14 Geophysics (86-XX) 12 Biology and other natural sciences (92-XX) 11 Measure and integration (28-XX) 10 Difference and functional equations (39-XX) 9 Information and communication theory, circuits (94-XX) 8 History and biography (01-XX) 8 Functional analysis (46-XX) 8 Systems theory; control (93-XX) 7 Combinatorics (05-XX) 6 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 Number theory (11-XX) 2 Partial differential equations (35-XX) 2 Approximations and expansions (41-XX) 2 Mechanics of deformable solids (74-XX) 2 Statistical mechanics, structure of matter (82-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 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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