Christian Genest

发表

A Conversation with Martin Bradbury Wilk

Christian Genest, Gordon Brackstone, C. Genest, 2010, 1011.6517.

Advice for the next generation

David Banks, Xihong Lin, Geert Molenberghs, 2014 .

Multivariate Archimax copulas

Christian Genest, Anne-Laure Fougères, A. Charpentier, 2014, J. Multivar. Anal..

On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data

Bruno Rémillard, Christian Genest, Johanna Neslehová, 2013, J. Multivar. Anal..

Combining Probability Distributions: A Critique and an Annotated Bibliography

Christian Genest, James V. Zidek, J. Zidek, 1986 .

A Graphical Display of Association in Two‐Way Contingency Tables

Christian Genest, Philip E. J. Green, 1987 .

Dependence in a background risk model

Christian Genest, Marie-Pier Côté, 2019, J. Multivar. Anal..

[Combining Probability Distributions: A Critique and an Annotated Bibliography]: Rejoinder

Christian Genest, James V. Zidek, James V. Zidek, 1986 .

Improving the estimation of Kendall's tau when censoring affects only one of the variables

Christian Genest, Thierry Duchesne, David Beaudoin, 2007, Comput. Stat. Data Anal..

Allocating the weights in the linear opinion pool

Christian Genest, Kevin McConway, K. McConway, 1990 .

Editor's final report

Christian Genest, C. Genest, 2019, J. Multivar. Anal..

Investigating the concentration within a research community using joint publications and co-authorship via intermediaries

Christian Genest, Carl Thibault, 2004, Scientometrics.

Beyond simplified pair-copula constructions

Christian Genest, Johanna Neslehová, Elif F. Acar, 2012, J. Multivar. Anal..

Recent advances in functional data analysis and high-dimensional statistics

Ricardo Fraiman, Christian Genest, Ricardo Cao, 2019, J. Multivar. Anal..

On the range of heterogeneous samples

Christian Genest, Maochao Xu, Subhash C. Kochar, 2009, J. Multivar. Anal..

[Report of the Ad Hoc Committee on Design of an Experiment on Double-Blind Refereeing]: Comment

Christian Genest, C. Genest, 1993 .

Preface to the Special Issue on Copula Modeling and Dependence

Christian Genest, 2012, J. Multivar. Anal..

Asymptotic behavior of the empirical multilinear copula process under broad conditions

Bruno Rémillard, Christian Genest, Johanna Neslehová, 2017, J. Multivar. Anal..

On the covariance of the asymptotic empirical copula process

Johan Segers, Christian Genest, 2010, J. Multivar. Anal..

On the class of bivariate Archimax copulas under constraints

Christian Genest, Piotr Jaworski, C. Genest, 2020, Fuzzy Sets Syst..

Minimax properties of Dirichlet kernel density estimators

Christian Genest, Nicolas Klutchnikoff, Karine Bertin, 2021 .

Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation

Bruno Rémillard, Christian Genest, Jean-François Quessy, 2003 .

Analytical proofs of classical inequalities between Spearman's ρ and Kendall's τ

Christian Genest, Johanna Nešlehová, C. Genest, 2009 .

Kendall's tau for autocorrelation

Thomas S. Ferguson, Christian Genest, Marc Hallin, 2011 .

A nonparametric estimation procedure for bivariate extreme value copulas

Christian Genest, Anne-Laure Fougères, C. Genest, 1997 .

Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence

Christian Genest, C. Genest, Jean‐François Quessy, 2005, 0708.0485.

On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process

Christian Genest, Bernard Aupetit, C. Genest, 1993 .

A graphical analysis of ratio-scaled paired comparison data

Christian Genest, C. Genest, Shuang-Shuang Zhang, 1996 .

Using B-splines for nonparametric inference on bivariate extreme-value copulas

Christian Genest, C. Genest, J. Nešlehová, 2014 .

Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications

Michel Denuit, Christian Genest, Etienne Marceau, 2002 .

On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty's eigenvector scaling method

Christian Genest, Stephen W. Drury, 1993 .

Assessing and Modeling Asymmetry in Bivariate Continuous Data

Christian Genest, Johanna Nešlehová, C. Genest, 2013 .

Towards a consensus of opinion

Christian Genest, Christian Genest, C. Genest, 1983 .

On the empirical multilinear copula process for count data

Christian Genest, C. Genest, Bruno R'emillard, 2014, 1407.1200.

Probability and statistics: A tale of two worlds?

Christian Genest, C. Genest, 1999 .

Generalized linear models for dependent frequency and severity of insurance claims

Christian Genest, José Garrido, Juliana Schulz, 2015 .

Copulas and Copula Models

Christian Genest, Johanna Nešlehová, C. Genest, 2014 .

Bayesian Nonparametric Survival Analysis: Comment

Christian Genest, John D. Kalbfleisch, J. Kalbfleisch, 1988 .

Estimating copula densities through wavelets

Christian Genest, Esterina Masiello, Karine Tribouley, 2009 .

Dependence Properties of Meta-Elliptical Distributions

Bruno Rémillard, Christian Genest, Belkacem Abdous, 2005 .

A Stochastic Ordering Based on a Decomposition of Kendall’s Tau

Christian Genest, Anne-Laure Fougères, C. Genest, 1997 .

In praise of sparsity and convexity

Geert Molenberghs, Christian Genest, G. Molenberghs, 2014 .

On tests of radial symmetry for bivariate copulas

Christian Genest, Johanna G. Nešlehová, 2014 .

On the dependence between the extreme order statistics in the proportional hazards model

Christian Genest, Ali Dolati, Subhash C. Kochar, 2008 .

Copula parameter estimation using Blomqvist’s beta

Christian Genest, Alberto Carabarín-Aguirre, Fanny Harvey, 2013 .

Modeling Expert Judgments for Bayesian Updating

Christian Genest, Mark J. Schervish, M. Schervish, 1985 .

χ2 and the lottery

Christian Genest, Michael A. Stephens, R. Lockhart, 2002 .

Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

Bruno Rémillard, Christian Genest, B. Rémillard, 2006 .

A goodness-of-fit test for bivariate extreme-value copulas

Christian Genest, Jun Yan, Ivan Kojadinovic, 2011, 1102.2078.

A copula‐based risk aggregation model

Christian Genest, Marie Pier Côté, 2015 .

Letter to the Editor: Re: Pinto da Costa, J. & Soares, C. (2005). A weighted rank measure of correlation.

Christian Genest, Jean-François Plante, C. Genest, 2007 .

Copula Modeling for Extremes

Christian Genest, Johanna Nešlehová, C. Genest, 2013 .

Hilbert's metric and the analytic hierarchy process

Christian Genest, C. Genest, S. S. Zhang, 1996 .

Rank-based inference tools for copula regression, with property and casualty insurance applications

Marek Omelka, Christian Genest, Marie-Pier Côté, 2019, Insurance: Mathematics and Economics.

On Kendall's Process

Bruno Rémillard, Christian Genest, Kilani Ghoudi, 1996 .

Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation

Bruno Rémillard, Christian Genest, Jean-François Quessy, 2006 .

On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence

Christian Genest, C. Genest, J. Nešlehová, 2009 .

A Characterization of Quasi-copulas

Christian Genest, Carlo Sempi, C. Genest, 1999 .

Discussion: Statistical models and methods for dependence in insurance data

Christian Genest, Johanna Nešlehová, C. Genest, 2011 .

Worldwide research output in probability and statistics: An update

Christian Genest, C. Genest, Mireille Guay, 2002 .

Locally most powerful rank tests of independence for copula models

Christian Genest, François Verret, C. Genest, 2005 .

Local efficiency of a Cramér--von Mises test of independence

Bruno Rémillard, Christian Genest, Jean-François Quessy, 2005 .

Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parame

Christian Genest, Bas J. M. Werker, C. Genest, 2000 .

The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property

Christian Genest, François Verret, C. Genest, 2002 .

Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995

Christian Genest, C. Genest, 1997 .

Tests of symmetry for bivariate copulas

Christian Genest, Jean-François Quessy, Johanna Nešlehová, 2011, Annals of the Institute of Statistical Mathematics.

On the multivariate probability integral transformation

Christian Genest, Louis-Paul Rivest, C. Genest, 2001 .

A regularized goodness-of-fit test for copulas

Jean-Marie Dufour, Christian Genest, Wanling Huang, 2013 .

Spearman's ρ is larger than kendall's τ for positively dependent random variables

Christian Genest, C. Genest, P. Capéraà, 1993 .

ON THE TAIL BEHAVIOR OF SUMS OF DEPENDENT RISKS

Christian Genest, Anne-Laure Fougères, Philippe Barbe, 2006 .

Spearman's footrule and Gini's gamma: a review with complements

Christian Genest, Johanna Nešlehová, C. Genest, 2010 .

“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998

Christian Genest, Kilani Ghoudi, Louis-Paul Rivest, 1998 .