Christian Genest
BackPublications
Articles
Jun 2022
Cécile Mercadier, Olivier Roustant, and Christian Genest
Statistics & Probability Letters, 185, Paper no: 109419, 2022
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Jan 2022
Marie-Pier Côté, Christian Genest, and David A. Stephens
To appear in: Bayesian Analysis, 17(1), 67–93, 2022
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Jan 2022
Jonathan Jalbert, Christian Genest, and Luc Perreault
To appear in: Journal of Agricultural, Biological and Environmental Statistics, 2022
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Jan 2022
Le système de notation Elo
Christian Genest and Julien Fageot
Accromath, 17(1), 2022
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Dec 2021
Xiaoting Li, Christian Genest, and Jonathan Jalbert
Environmetrics, 32(8), Paper no: e2697, 2021
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Sep 2021
Christian Genest and Nikolai Kolev
Scandinavian Actuarial Journal, 2021(8), 726–743, 2021
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Sep 2021
Aug 2021
Juliana Schulz, Christian Genest, and Mhamed Mesfioui
International Statistical Review, 88(2), 323–348, 2021
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Jul 2021
Jun 2021
Euler et le problème de Bâle
Julien Fageot and Christian Genest
Accromath, 16(2), 24–29, 2021
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Jan 2021
Christian Genest and Magid Sabbagh
Comptes Rendus. Mathématique, 358(11-12), 1157–1167, 2021
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Jan 2021
À la recherche de la Rondurie
Lambert de Monte and Christian Genest
Accromath, 16(1), 24–29, 2021
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Dec 2020
Christian Genest and Johanna Neslehova
International Statistical Review, 88(3), 521–547, 2020
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Aug 2020
Nicholas Beck, Christian Genest, Jonathan Jalbert, and Mélina Mailhot
Environmetrics, 3(5), Paper no: e2616, 2020
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Jun 2020
On an extension of Stein's lemma
Christian Genest
Reports of the Academy of Science (Canada), 42(2), 25–28, 2020
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Jun 2020
Une excursion dans l'univers en haute dimension
Christian Genest and Johanna Neslehova
Accromath, 15(2), 8–13, 2020
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Jun 2020
Le dépistage par groupe
Christian Genest and Christiane Rousseau
Accromath, 15(2), 30–35, 2020
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Jan 2020
Jan 2020
Jan 2020
Jan 2020
Nov 2019
Marie-Pier Côté, Christian Genest, and Marek Omelka
Insurance: Mathematics and Economics, 89, 1–15, 2019
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Oct 2019
Christian Genest, Ivan Kojadinovic, and Fabrizio Durante
Econometrics and Statistics, 12, 146–147, 2019
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Sep 2019
Christian Genest, Mhamed Mesfioui, and Johanna Neslehova
Dependence Modeling, 7(1), 279–291, 2019
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Sep 2019
Christian Genest
Journal of Multivariate Analysis, 173, 745–746, 2019
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Aug 2019
Jonathan Jalbert, Orla Murphy, Christian Genest, and Johanna Neslehova
Journal of the Royal Statistical Society, Series C (Applied Statistics), 68(4), 831–858, 2019
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Jul 2019
Marie-Pier Côté and Christian Genest
Journal of Multivariate Analysis, 172, 28–46, 2019
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Jun 2019
Apr 2019
N. Kamnitui, Christian Genest, P. Jaworski, and W. Trutschnig
Journal of Mathematical Analysis and Applications, 472(1), 920–936, 2019
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Mar 2019
Christian Genest, Johanna Neslehova, Bruno Rémillard, and Orla Murphy
Biometrika, 106(1), 47–68, 2019
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Mar 2019
Germán Aneiros, Ricardo Cao, Ricardo Fraiman, Christian Genest, and Philippe Vieu
Journal of Multivariate Analysis, 170, 3–9, 2019
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Jan 2019
Yue Zhao and Christian Genest
Electronic Journal of Statistics, 13(1), 911–984, 2019
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Jan 2019
L’union fait la force
Christian Genest and Jean-François Plante
Accromath, 14(1), 18–23, 2019
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Dec 2018
Sep 2018
Christian Genest, Mhamed Mesfioui, and Juliana Schulz
Statistics & Probability Letters, 140, 202–209, 2018
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Apr 2018
Christian Genest, Johanna Neslehova, and Louis-Paul Rivest
Bernoulli Journal, 24(4B), 3751–3790, 2018
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Jan 2018
Qui se ressemblent s’assemblent
Christian Genest, Jean-François Plante, and Ostap Okhrin
Accromath, 13(1), 14–19, 2018
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Jul 2017
Christian Genest, Johanna Neslehova, and Bruno Rémillard
Journal of Multivariate Analysis, 159, 82–110, 2017
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Feb 2017
Dec 2016
Marie-Pier Côté, Christian Genest, and Anas Abdallah
European Actuarial Journal, 6(2), 377–408, 2016
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Sep 2016
José Garrido, Christian Genest, and Juliana Schulz
Insurance: Mathematics and Economics, 70, 205–215, 2016
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Sep 2016
Les mosaïques de Thiele
Christian Genest and Steffen Lauritzen
Accromath, 11(2), 24–29, 2016
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Jun 2015
A conversation with Herbert Tate: Mathematics educator and builder
Christian Genest
The Mathematics Enthusiast, 12(3), 404–416, 2015
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Jan 2015
A copula-based risk aggregation model
Marie-Pier Côté and Christian Genest
Canadian Journal of Statistics - La revue canadienne de statistique, 43(1), 60–81, 2015
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Jan 2015
Prévoir les ressources nécessaires pour atteindre son but: Le cas d'espèce de la sonde Rosetta
Christian Genest and James A. Hanley
Accromath, 10(1), 24–29, 2015
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Dec 2014
Éric Cormier, Christian Genest, and Johanna Neslehova
Extremes, 17(4), 633–659, 2014
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Nov 2014
Aug 2014
Christian Genest, Johanna Neslehova, and Bruno Rémillard
Bernoulli Journal, 20(3), 1344–1371, 2014
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Jun 2014
Christian Genest and Johanna Neslehova
International Statistical Review, 82(2), 161–183, 2014
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Apr 2014
Arthur Charpentier, Anne-Laure Fougères, Christian Genest, and Johanna Neslehova
Journal of Multivariate Analysis, 126, 118–136, 2014
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Mar 2014
Christian Genest and Mhamed Mesfioui
Probability in the Engineering and Informational Sciences, 28(3), 401–417, 2014
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May 2013
Christian Genest, Johanna Neslehova, and Bruno Rémillard
Journal of Multivariate Analysis, 117, 214–228, 2013
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Jan 2013
A digital picture of the actuarial research community
Alberto Carabarín-Aguirre and Christian Genest
North American Actuarial Journal, 17(1), 3–12, 2013
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Jan 2013
A regularized goodness-of-fit test for copulas
Christian Genest, Wanling Huang, and Jean-Marie Dufour
Journal de la Société française de statistique, 154, 64–77, 2013
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Jan 2013
Copula parameter estimation using Blomqvist's beta
Christian Genest, Alberto Carabarín-Aguirre, and Fanny Harvey
Journal de la Société française de statistique, 154, 5–24, 2013
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Jan 2013
Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
Christian Genest, Aristidis K. Nikoloulopoulos, Louis-Paul Rivest, and Mathieu Fortin
Brazilian Journal of Probability and Statistics, 27(3), 265–284, 2013
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Jan 2012
Beyond simplified pair-copula constructions
Elif Fidan Acar, Christian Genest, and Johanna Neslehova
Journal of Multivariate Analysis, 110, 74–90, 2012
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Jan 2012
Tests of symmetry for bivariate copulas
Christian Genest, Johanna Neslehova, and Jean-François Quessy
Annals of the Institute of Statistical Mathematics, 64(4), 811–834, 2012
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Jan 2011
A goodness-of-fit test for bivariate extreme-value copulas
Christian Genest, Ivan Kojadinovic, Johanna Neslehova, and Jun Yan
Bernoulli Journal, 17, 253–275, 2011
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Jan 2011
Discussion: Statistical models and methods for dependence in insurance data
Christian Genest, Johanna Neslehova, and Martin Ruppert
Journal of the Korean Statistical Society, 40(2), 141–148, 2011
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Jan 2011
Estimation in multivariate Archimedean copula models
Christian Genest, Johanna Neslehova, and J. Ziegel
TEST, 20, 223–292, 2011
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Jan 2011
Estimators based on Kendall’s tau in multivariate copula models
Christian Genest, Johanna Neslehova, and Noomen Ben Ghorbal
Australian & New Zealand Journal of Statistics, 53, 157–177, 2011
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Jan 2011
La loi de Newcomb-Benford ou la loi du premier chiffre significatif
Vincent Genest and Christian Genest
Bulletin AMQ, 51(2), 22–39, 2011
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Jan 2010
A conversation with Martin Bradbury Wilk
Christian Genest and G. Brackstone
Statistical Science, 25, 258–272, 2010
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Jan 2010
Asymptotics of joint maxima for discontinuous random variables
A. Feidt, Christian Genest, and Johanna Neslehova
Extremes, 13, 35–53, 2010
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Jan 2010
On the covariance of the asymptotic empirical copula process
Christian Genest and J. Segers
Journal of Multivariate Analysis, 101, 1837–1845, 2010
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Jan 2010
Spearman’s footrule and Gini’s gamma: A review and complements
Christian Genest, Johanna Neslehova, and Noomen Ben Ghorbal
Journal of Nonparametric Statistics, 22, 937–954, 2010
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Jan 2010
Un contre-exemple à une conjecture de Hutchinson et Lai
Patrick Munroe, Thomas Ransford, and Christian Genest
Comptes rendus de l’Académie des sciences de Paris, 348(1), 305–310, 2010
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Jan 2009
Analytical proofs of classical inequalities between Spearman’s rho and Kendall’s tau
Christian Genest and Johanna Neslehova
Journal of Statistical Planning and Inference, 139, 3795–3798, 2009
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Jan 2009
Estimating copula densities through wavelets
Christian Genest, E. Masiello, and K. Tribouley
Insurance: Mathematics and Economics, 44, 170–181, 2009
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Jan 2009
Estimating correlation from dichotomized normal variables
Christian Genest and Jean-Marc Lévesque
Journal of Statistical Planning and Inference, 139, 3785–3794, 2009
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Jan 2009
Omnibus goodness-of-fit tests for copulas: A review and a power study
Christian Genest, Bruno Rémillard, and David Beaudoin
Insurance: Mathematics and Economics, 44, 199–213, 2009
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Jan 2009
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
Noomen Ben Ghorbal, Christian Genest, and Johanna Neslehova
Canadian Journal of Statistics - La revue canadienne de statistique, 37, 534–552, 2009
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Jan 2009
On the range of heterogeneous samples
Christian Genest, Subhash C. Kochar, and Maochao Xu
Journal of Multivariate Analysis, 100, 1587–1592, 2009
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Jan 2009
Rank-based inference for bivariate extreme-value copulas
Christian Genest and J. Segers
The Annals of Statistics, 37, 2990–3022, 2009
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Jan 2009
The advent of copulas in finance
Christian Genest, Michel Gendron, and Michael Bourdeau-Brien
European Journal of Finance, 15, 609–618, 2009
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Jan 2008
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Christian Genest and Bruno Rémillard
Annales de l'Institut Henri-Poincaré, 44(6), 1096–1127, 2008
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Jan 2007
Rank-based extensions of the Brock, Dechert, and Scheinkman test
Christian Genest, Kilani Ghoudi, and Bruno Rémillard
Journal of the American Statistical Association, 102(480), 1363–1376, 2007
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Jan 2007
Asymptotic local efficiency of Cramér-von Mises type tests for multivariate independence
Christian Genest, Jean-François Quessy, and Bruno Rémillard
Annals of Statistics, 35(1), 166–191, 2007
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Jan 2006
Discussion of "Copulas: Tales and facts by Thomas Mikosch"
Christian Genest and Bruno Rémillard
Extremes, 9(1), 27–36, 2006
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Jan 2006
Local efficiency of a Carmér-von mises test of independence
Christian Genest, Jean-François Quessy, and Bruno Rémillard
Journal of Multivariate Analysis, 97(1), 274–294, 2006
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Jan 2006
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
Statistics and Probability Letters, 76(1), 10–18, 2006
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Jan 2006
Goodness-of-fit procedures for copula models based on the integral probability transformation
Christian Genest, Jean-François Quessy, and Bruno Rémillard
Scandinavian Journal of Statistics, 33(2), 337–366, 2006
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Jan 2004
Tests of independence and randomness based on the empirical copula process
Christian Genest and Bruno Rémillard
TEST, 13(2), 335–369, 2004
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Books
Mar 2014
Past, Present, and Future of Statistical Science
Xihong Lin, Christian Genest, David Banks, Geert Molenberghs, David W. Scott, and Jane-Ling Wang
Chapman and Hall/CRC, 646 pages, 2014
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Dec 2012
Solutions for a Complex Age: Long Range Plan for Mathematical and Statistical Sciences Research in Canada: 2013– 2018
Nancy Reid, Alejandro Adem, Edward Bierstone, Eddy Campbell, Charmaine Dean, Christian Genest, Niky Kamran, Rachel Kuske, Mark Lewis, Gail Ivanoff, and Anne-Marie Thompson
116 pages, 2012
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Book chapters
Oct 2017
Christian Genest and Johanna Neslehova
M. Úbeda Flores, et al. (eds), Copulas and Dependence Models with Applications, Springer, Berlin, 83–93, 2017
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Sep 2016
Copula modeling in hydrologic frequency analysis
Christian Genest and Fateh Chebana
V.P. Singh (ed.), Handbook of Applied Hydrology, McGraw-Hill, 301–309, 2016
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Jan 2014
Modeling dependence beyond correlation
Christian Genest and Johanna Neslehova
J.F. Lawless (ed.), Statistics in Action: A Canadian Perspective, Chapman and Hall, 59–78, 2014
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Jan 2012
Copula modeling for extremes
Christian Genest and Johanna Neslehova
A.H. El-Shaarawi, W.W. Piegorsch, Encyclopedia of Environmetrics, 2, Wiley, Chichester, 530–541, 2012
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Jan 2012
Copulas and copula models
Christian Genest and Johanna Neslehova
A.H. El-Shaarawi, W.W. Piegorsch, Encyclopedia of Environmetrics, 2, Wiley, Chichester, 541–553, 2012
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Jan 2005
Dependence properties of meta-elliptical distributions
Belkacem Abdous, Christian Genest, and Bruno Rémillard
Eds P Duchesne et B Rémillard, Statistical Modeling and Analysis for Complex Data Problems, Springer, 1–15, 2005
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Proceedings
Jan 2013
Assessing and modeling asymmetry in bivariate continuous data
Christian Genest and Johanna Neslehova
Copulae in Mathematical and Quantitative Finance, Proceedings of the Workshop Held in Cracow, 10-11 July 2012, 213, Springer, 91–114, 2013
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