Cahiers : GERAD

Dec 2015

Generalized linear models for dependent frequency and severity of insurance claims

José Garrido, Christian Genest, and Juliana Schulz

G-2015-138

Dec 2015

Rank-based methods for modeling dependence between loss triangles

Marie-Pier Côté, Christian Genest, and Anas Abdallah

G-2015-137

Dec 2015

A second look in inference for bivariate Skellam distributions

Sidi Allal Aissaoui, Christian Genest, and Mhamed Mesfioui

G-2015-136

Nov 2006

Omnibus Goodness-of-Fit Tests for Copulas: A Review and a Power Study

Christian Genest, Bruno Rémillard, and David Beaudoin

G-2006-74

Apr 2006

Rank-Based Extensions of the BDS Test for Serial Dependence

Christian Genest, Kilani Ghoudi, and Bruno Rémillard

G-2006-23

Jul 2005

Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Semiparametric Models

Christian Genest and Bruno Rémillard

G-2005-51

Feb 2005

Asymptotic Local Efficiency of Cramér-von Mises Type Tests for Multivariate Independence

Christian Genest, Jean-François Quessy, and Bruno Rémillard

G-2005-24

Feb 2005

Local Efficiency of a Cramér-von Mises Test of Independence

Christian Genest, Jean-François Quessy, and Bruno Rémillard

G-2005-22

Feb 2005

On the Joint Asymptotic Behavior of Two Rank-Based Estimators of the Association Parameter in the Gamma Frailty Model

Christian Genest, Jean-François Quessy, and Bruno Rémillard

G-2005-21

Sep 2003

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

Christian Genest, Jean-François Quessy, and Bruno Rémillard

G-2003-54

Jan 2002

Empirical Rank Processes for Detecting Dependence

Christian Genest and Bruno Rémillard

G-2002-03

Jan 2002

Testing for Randomness Against Serial Dependence Using Kendall'S Process

Christian Genest, Jean-François Quessy, and Bruno Rémillard

G-2002-01

Cahiers du GERAD

Christian Genest

Annual Reports