| Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions AJ McNeil, J Nešlehová The Annals of Statistics 37 (5B), 3059-3097, 2009 | 691 | 2009 |
| A primer on copulas for count data C Genest, J Neslehova ASTIN Bulletin 37, 475-515, 2007 | 466 | 2007 |
| A primer on copulas for count data C Genest, J Neslehova Astin Bulletin 37 (2), 475, 2007 | 461 | 2007 |
| Quantitative models for operational risk: extremes, dependence and aggregation V Chavez-Demoulin, P Embrechts, J Nešlehová Journal of Banking & Finance 30 (10), 2635-2658, 2006 | 388 | 2006 |
| Infinite mean models and the LDA for operational risk J Nešlehová, P Embrechts, V Chavez-Demoulin Journal of Operational Risk 1 (1), 3-25, 2006 | 260 | 2006 |
| Beyond simplified pair-copula constructions EF Acar, C Genest, J Nešlehová Journal of Multivariate Analysis 110, 74-90, 2012 | 143 | 2012 |
| On rank correlation measures for non-continuous random variables J Nešlehová Journal of Multivariate Analysis 98 (3), 544-567, 2007 | 123 | 2007 |
| A goodness-of-fit test for bivariate extreme-value copulas C Genest, I Kojadinovic, J Nešlehová, J Yan Bernoulli 17 (1), 253-275, 2011 | 109 | 2011 |
| Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness P Embrechts, J Nešlehová, MV Wüthrich Insurance: Mathematics and Economics 44 (2), 164-169, 2009 | 103 | 2009 |
| Tests of symmetry for bivariate copulas C Genest, J Nešlehová, JF Quessy Annals of the Institute of Statistical Mathematics 64 (4), 811-834, 2012 | 100 | 2012 |
| Estimators based on Kendall's tau in multivariate copula models C Genest, J Nešlehová, N Ben Ghorbal Australian & New Zealand Journal of Statistics 53 (2), 157-177, 2011 | 99 | 2011 |
| From archimedean to liouville copulas AJ McNeil, J Nešlehová Journal of Multivariate Analysis 101 (8), 1772-1790, 2010 | 87 | 2010 |
| Inference in multivariate Archimedean copula models C Genest, J Nešlehová, J Ziegel Test 20 (2), 223, 2011 | 73 | 2011 |
| On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence N Ben Ghorbal, C Genest, J Nešlehová Canadian Journal of Statistics 37 (4), 534-552, 2009 | 68 | 2009 |
| Modeling and generating dependent risk processes for IRM and DFA D Pfeifer, J Nešlehová ASTIN Bulletin: The Journal of the IAA 34 (2), 333-360, 2004 | 67 | 2004 |
| Stein's Lemma for elliptical random vectors Z Landsman, J Nešlehová Journal of Multivariate Analysis 99 (5), 912-927, 2008 | 62 | 2008 |
| Multivariate archimax copulas A Charpentier, AL Fougčres, C Genest, JG Nešlehová Journal of Multivariate Analysis 126, 118-136, 2014 | 55 | 2014 |
| Copulas and copula models C Genest, J Nešlehová Wiley StatsRef: Statistics Reference Online, 2014 | 49 | 2014 |
| On the empirical multilinear copula process for count data C Genest, JG Nešlehová, B Rémillard Bernoulli 20 (3), 1344-1371, 2014 | 47 | 2014 |
| Extremal behavior of Archimedean copulas M Larsson, J Nešlehová Advances in Applied Probability 43 (1), 195-216, 2011 | 47 | 2011 |
Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
