Group for Research in Decision Analysis

Publications

Christian Genest

Articles

Les mosaïques de Thiele
and
Accromath, 11(2), 24–29, 2016 BibTeX reference
A conversation with Herbert Tate: Mathematics educator and builder
The Mathematics Enthusiast, 12(3), 404–416, 2015 BibTeX reference
A copula-based risk aggregation model
and
Canadian Journal of Statistics - La revue canadienne de statistique, 43(1), 60–81, 2015 BibTeX reference
Prévoir les ressources nécessaires pour atteindre son but: Le cas d'espèce de la sonde Rosetta
and
Accromath, 10(1), 24–29, 2015 BibTeX reference
A digital picture of the actuarial research community
and
North American Actuarial Journal, 17(1), 3–12, 2013 BibTeX reference
A regularized goodness-of-fit test for copulas
, , and
Journal de la Société française de statistique, 154, 64–77, 2013 BibTeX reference
Copula parameter estimation using Blomqvist's beta
, , and
Journal de la Société française de statistique, 154, 5–24, 2013 BibTeX reference
Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
, , , and
Brazilian Journal of Probability and Statistics, 27(3), 265–284, 2013 BibTeX reference
Beyond simplified pair-copula constructions
, , and
Journal of Multivariate Analysis, 110, 74–90, 2012 BibTeX reference
Tests of symmetry for bivariate copulas
, , and
Annals of the Institute of Statistical Mathematics, 64(4), 811–834, 2012 BibTeX reference
A goodness-of-fit test for bivariate extreme-value copulas
, , , and
Bernoulli Journal, 17, 253–275, 2011 BibTeX reference
Discussion: Statistical models and methods for dependence in insurance data
, , and
Journal of the Korean Statistical Society, 40(2), 141–148, 2011 BibTeX reference
Estimation in multivariate Archimedean copula models
, , and
TEST, 20, 223–292, 2011 BibTeX reference
Estimators based on Kendall’s tau in multivariate copula models
, , and
Australian & New Zealand Journal of Statistics, 53, 157–177, 2011 BibTeX reference
La loi de Newcomb-Benford ou la loi du premier chiffre significatif
and
Bulletin AMQ, 51(2), 22–39, 2011 BibTeX reference
A conversation with Martin Bradbury Wilk
and
Statistical Science, 25, 258–272, 2010 BibTeX reference
Asymptotics of joint maxima for discontinuous random variables
, , and
Extremes, 13, 35–53, 2010 BibTeX reference
On the covariance of the asymptotic empirical copula process
and
Journal of Multivariate Analysis, 101, 1837–1845, 2010 BibTeX reference
Spearman’s footrule and Gini’s gamma: A review and complements
, , and
Journal of Nonparametric Statistics, 22, 937–954, 2010 BibTeX reference
Un contre-exemple à une conjecture de Hutchinson et Lai
, , and
Comptes rendus de l’Académie des sciences de Paris, 348(1), 305–310, 2010 BibTeX reference
Analytical proofs of classical inequalities between Spearman’s rho and Kendall’s tau
and
Journal of Statistical Planning and Inference, 139, 3795–3798, 2009 BibTeX reference
Estimating copula densities through wavelets
, , and
Insurance: Mathematics and Economics, 44, 170–181, 2009 BibTeX reference
Estimating correlation from dichotomized normal variables
and
Journal of Statistical Planning and Inference, 139, 3785–3794, 2009 BibTeX reference
Omnibus goodness-of-fit tests for copulas: A review and a power study
, , and
Insurance: Mathematics and Economics, 44, 199–213, 2009 BibTeX reference
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
, , and
Canadian Journal of Statistics - La revue canadienne de statistique, 37, 534–552, 2009 BibTeX reference
On the range of heterogeneous samples
, , and
Journal of Multivariate Analysis, 100, 1587–1592, 2009 BibTeX reference
Rank-based inference for bivariate extreme-value copulas
and
The Annals of Statistics, 37, 2990–3022, 2009 BibTeX reference
The advent of copulas in finance
, , and
European Journal of Finance, 15, 609–618, 2009 BibTeX reference
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
and
Annales de l'Institut Henri-Poincaré, 44(6), 1096–1127, 2008 BibTeX reference
Rank-based extensions of the Brock, Dechert, and Scheinkman test
, , and
Journal of the American Statistical Association, 102(480), 1363–1376, 2007 BibTeX reference
Asymptotic local efficiency of Cramér-von Mises type tests for multivariate independence
, , and
Annals of Statistics, 35(1), 166–191, 2007 BibTeX reference
Local efficiency of a Carmér-von mises test of independence
, , and
Journal of Multivariate Analysis, 97(1), 274–294, 2006 BibTeX reference
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model 
, , and
Statistics and Probability Letters, 76(1), 10–18, 2006 BibTeX reference
Goodness-of-fit procedures for copula models based on the integral probability transformation
, , and
Scandinavian Journal of Statistics, 33(2), 337–366, 2006 BibTeX reference

Books

Past, Present, and Future of Statistical Science
, , , , , and
Chapman and Hall/CRC, 646 pages, 2014 BibTeX reference
Solutions for a Complex Age: Long Range Plan for Mathematical and Statistical Sciences Research in Canada: 2013– 2018
, , , , , , , , , , and
116 pages, 2012 BibTeX reference

Book chapters

Copula modeling in hydrologic frequency analysis
and
V.P. Singh (ed.), Handbook of Applied Hydrology, McGraw-Hill, 301–309, 2016 BibTeX reference
Modeling dependence beyond correlation
and
J.F. Lawless (ed.), Statistics in Action: A Canadian Perspective, Chapman and Hall, 59–78, 2014 BibTeX reference
Copula modeling for extremes
and
A.H. El-Shaarawi, W.W. Piegorsch, Encyclopedia of Environmetrics, 2, Wiley, Chichester, 530–541, 2012 BibTeX reference
Copulas and copula models
and
A.H. El-Shaarawi, W.W. Piegorsch, Encyclopedia of Environmetrics, 2, Wiley, Chichester, 541–553, 2012 BibTeX reference
Dependence properties of meta-elliptical distributions
, , and
Eds P Duchesne et B Rémillard, Statistical Modeling and Analysis for Complex Data Problems, Springer, 1–15, 2005 BibTeX reference

Proceedings

Assessing and modeling asymmetry in bivariate continuous data
and
Copulae in Mathematical and Quantitative Finance, Proceedings of the Workshop Held in Cracow, 10-11 July 2012, 213, Springer, 91–114, 2013 BibTeX reference