Christian Genest

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Johanna G. NeslehovaMcGill UniversityVerified email at math.mcgill.ca
Bruno N. RemillardProfessor, HEC MontrealVerified email at hec.ca
Louis-Paul RivestProfessor of Statistics, Université LavalVerified email at mat.ulaval.ca
Kilani GhoudiUnited Arab Emirates UniversityVerified email at uaeu.ac.ae
Jean-Francois QuessyUniversite du Quebec a Trois-RivieresVerified email at uqtr.ca
Anne-Catherine FavreUGA, Grenoble INP - UGA, Institut des Géosciences de l'Environnement (IGE)Verified email at grenoble-inp.fr
James V ZidekProfessor of Statistics, University of British ColumbiaVerified email at stat.ubc.ca
Kevin McConwayThe Open UniversityVerified email at open.ac.uk
Etienne MarceauProfesseur en actuariar, École d'actuariat, Université LavalVerified email at act.ulaval.ca
Michel DenuitISBA, LIDAM, UCLouvainVerified email at uclouvain.be
Geert MOLENBERGHSUniversiteit Hasselt & KU LeuvenVerified email at uhasselt.be
David BanksDuke UniversityVerified email at stat.duke.edu
Marie-Pier CôtéUniversité Laval (Québec, Canada)Verified email at act.ulaval.ca
Jonathan JalbertPolytechnique MontréalVerified email at polymtl.ca
Carlo SempiProfessore, Università del SalentoVerified email at unisalento.it
Subhash KocharProfessor of Statistics, Portland State UniversityVerified email at pdx.edu
Johan SegersISBA, LIDAM, Université catholique de LouvainVerified email at uclouvain.be
Jean-Francois PlanteHEC MontréalVerified email at hec.ca
Ivan KojadinovicProfessor of Statistics, University of Pau, FranceVerified email at univ-pau.fr
Michael Bourdeau-BrienProfessor of Finance, Université LavalVerified email at fsa.ulaval.ca

Christian Genest

McGill University (Montréal, Canada)

Verified email at math.mcgill.ca - Homepage

Dependence modeling extreme value theory multivariate analysis nonparametric statistics actuarial science


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Everything you always wanted to know about copula modeling but were afraid to ask C Genest, AC Favre Journal of Hydrologic Engineering 12 (4), 347-368, 2007	1834	2007
Statistical inference procedures for bivariate Archimedean copulas C Genest, LP Rivest Journal of the American Statistical Association 88 (423), 1034-1043, 1993	1828	1993
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions C Genest, K Ghoudi, LP Rivest Biometrika 82 (3), 543-552, 1995	1686	1995
Goodness-of-fit tests for copulas: A review and a power study C Genest, B Rémillard, D Beaudoin Insurance: Mathematics and Economics 44 (2), 199-213, 2009	1618	2009
Combining probability distributions: A critique and an annotated bibliography C Genest, JV Zidek Statistical Science 1 (1), 114-135, 1986	1356	1986
The joy of copulas: Bivariate distributions with uniform marginals C Genest, RJ MacKay The American Statistician 40 (4), 280-283, 1986	1181	1986
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données C Genest, RJ MacKay The Canadian Journal of Statistics 14 (2), 145-159, 1986	680	1986
Goodness‐of‐fit procedures for copula models based on the probability integral transformation C Genest, JF Quessy, B Rémillard Scandinavian Journal of Statistics 33 (2), 337-366, 2006	581	2006
A primer on copulas for count data C Genest, J Nešlehová Astin Bulletin 37 (2), 475-515, 2007	566	2007
Frank's family of bivariate distributions C Genest Biometrika 74 (3), 549-555, 1987	556	1987
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models C Genest, B Rémillard Annales de l'IHP Probabilités et statistiques 44 (6), 1096-1127, 2008	503	2008
A nonparametric estimation procedure for bivariate extreme value copulas P Capéraà, AL Fougères, C Genest Biometrika 84 (3), 567-577, 1997	364	1997
Tests of independence and randomness based on the empirical copula process C Genest, B Rémillard Test 13 (2), 335-369, 2004	349	2004
The advent of copulas in finance C Genest, M Gendron, M Bourdeau-Brien Copulae and multivariate probability distributions in finance, 1-10, 2013	272	2013
Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data C Genest, AC Favre, J Béliveau, C Jacques Water Resources Research 43 (9), 2007	267	2007
On Kendall's process P Barbe, C Genest, K Ghoudi, B Remillard Journal of multivariate analysis 58 (2), 197-229, 1996	255	1996
On the multivariate probability integral transformation C Genest, LP Rivest Statistics & Probability Letters 53 (4), 391-399, 2001	249	2001
A characterization of quasi-copulas C Genest, JJQ Molina, JAR Lallena, C Sempi Journal of Multivariate Analysis 69 (2), 193-205, 1999	236	1999
Detecting dependence with Kendall plots C Genest, JC Boies The American Statistician 57 (4), 275-284, 2003	221	2003
Bivariate distributions with given extreme value attractor P Capéraà, AL Fougères, C Genest Journal of Multivariate Analysis 72, 30-49, 2000	220	2000

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