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
James V ZidekProfessor of Statistics, University of British ColumbiaVerified email at stat.ubc.ca
Etienne MarceauProfesseur en actuariar, École d'actuariat, Université LavalVerified email at act.ulaval.ca
Kevin McConwayThe Open UniversityVerified email at open.ac.uk
Michel DenuitISBA, LIDAM, UCLouvainVerified email at uclouvain.be
Marie-Pier CôtéUniversité Laval (Québec, Canada)Verified email at act.ulaval.ca
Johan SegersISBA, LIDAM, Université catholique de LouvainVerified email at uclouvain.be
Subhash KocharProfessor of Statistics, Portland State UniversityVerified email at pdx.edu
Geert MOLENBERGHSUniversiteit Hasselt & KU LeuvenVerified email at uhasselt.be
Jean-Francois PlanteHEC MontréalVerified email at hec.ca
Ivan KojadinovicUniversité de Pau et des Pays de l'AdourVerified email at univ-pau.fr
Michael Bourdeau-BrienProfessor of Finance, Université LavalVerified email at fsa.ulaval.ca
Carlo SempiProfessore, Università del SalentoVerified email at unisalento.it
Marc HallinUniversité libre de BruxellesVerified email at ulb.ac.be
Wanling HuangDepartment of Economics, University of TulsaVerified email at utulsa.edu
Jun YanUniversity of ConnecticutVerified email at uconn.edu

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
Statistical inference procedures for bivariate Archimedean copulas C Genest, LP Rivest Journal of the American Statistical Association 88 (423), 1034-1043, 1993	1748	1993
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	1692	2007
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions C Genest, K Ghoudi, LP Rivest Biometrika 82 (3), 543-552, 1995	1590	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	1498	2009
Combining probability distributions: A critique and an annotated bibliography C Genest, JV Zidek Statistical Science 1 (1), 114-135, 1986	1286	1986
The joy of copulas: Bivariate distributions with uniform marginals C Genest, RJ MacKay The American Statistician 40 (4), 280-283, 1986	1121	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	649	1986
Frank's family of bivariate distributions C Genest Biometrika 74 (3), 549-555, 1987	536	1987
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	533	2006
A primer on copulas for count data C Genest, J Nešlehová Astin Bulletin 37 (2), 475-515, 2007	528	2007
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	472	2008
A nonparametric estimation procedure for bivariate extreme value copulas P Capéraà, AL Fougères, C Genest Biometrika 84 (3), 567-577, 1997	343	1997
Tests of independence and randomness based on the empirical copula process C Genest, B Rémillard Test 13 (2), 335-369, 2004	313	2004
The advent of copulas in finance C Genest, M Gendron, M Bourdeau-Brien Copulae and multivariate probability distributions in finance, 13-22, 2013	256	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	250	2007
On Kendall's process P Barbe, C Genest, K Ghoudi, B Remillard journal of multivariate analysis 58 (2), 197-229, 1996	241	1996
On the multivariate probability integral transformation C Genest, LP Rivest Statistics & Probability Letters 53 (4), 391-399, 2001	240	2001
A characterization of quasi-copulas C Genest, JJQ Molina, JAR Lallena, C Sempi Journal of Multivariate Analysis 69 (2), 193-205, 1999	230	1999
Bivariate distributions with given extreme value attractor P Capéraà, AL Fougères, C Genest Journal of Multivariate Analysis 72 (1), 30-49, 2000	211	2000
Bivariate option pricing using dynamic copula models RWJ Van den Goorbergh, C Genest, BJM Werker Insurance: Mathematics and Economics 37 (1), 101-114, 2005	200	2005

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