Christian Genest

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Publications

Articles

Jun 2022

Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski

Cécile Mercadier, Olivier Roustant, and Christian Genest

Statistics & Probability Letters, 185, Paper no: 109419, 2022 BibTeX reference

Jan 2022

A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims

Marie-Pier Côté, Christian Genest, and David A. Stephens

To appear in: Bayesian Analysis, 17(1), 67–93, 2022 BibTeX reference

Jan 2022

Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations

Jonathan Jalbert, Christian Genest, and Luc Perreault

To appear in: Journal of Agricultural, Biological and Environmental Statistics, 2022 BibTeX reference

Jan 2022

Le système de notation Elo

Christian Genest and Julien Fageot

Accromath, 17(1), 2022 BibTeX reference

Dec 2021

A self-exciting marked point process model for drought analysis

Xiaoting Li, Christian Genest, and Jonathan Jalbert

Environmetrics, 32(8), Paper no: e2697, 2021 BibTeX reference

Sep 2021

A law of uniform seniority for dependent lives

Christian Genest and Nikolai Kolev

Scandinavian Actuarial Journal, 2021(8), 726–743, 2021 BibTeX reference

Sep 2021

A tribute to Abe Sklar

Christian Genest

Dependence Modeling, 9(1), 200–224, 2021 BibTeX reference

Aug 2021

A multivariate Poisson model based on comonotonic shocks

Juliana Schulz, Christian Genest, and Mhamed Mesfioui

International Statistical Review, 88(2), 323–348, 2021 BibTeX reference

Jul 2021

On the class of bivariate Archimax copulas under constraints

Christian Genest and P. Jaworski

Fuzzy Sets and Systems, 415, 37–53, 2021 BibTeX reference

Jun 2021

Euler et le problème de Bâle

Julien Fageot and Christian Genest

Accromath, 16(2), 24–29, 2021 BibTeX reference

Jan 2021

Comportement extrémal des copules diagonales et de Bertino

Christian Genest and Magid Sabbagh

Comptes Rendus. Mathématique, 358(11-12), 1157–1167, 2021 BibTeX reference

Jan 2021

À la recherche de la Rondurie

Lambert de Monte and Christian Genest

Accromath, 16(1), 24–29, 2021 BibTeX reference

Dec 2020

A conversation with Paul Embrechts

Christian Genest and Johanna Neslehova

International Statistical Review, 88(3), 521–547, 2020 BibTeX reference

Aug 2020

Predicting extreme surges from sparse data using a copula‐based hierarchical Bayesian spatial model

Nicholas Beck, Christian Genest, Jonathan Jalbert, and Mélina Mailhot

Environmetrics, 3(5), Paper no: e2616, 2020 BibTeX reference

Jun 2020

On an extension of Stein's lemma

Christian Genest

Reports of the Academy of Science (Canada), 42(2), 25–28, 2020 BibTeX reference

Jun 2020

Une excursion dans l'univers en haute dimension

Christian Genest and Johanna Neslehova

Accromath, 15(2), 8–13, 2020 BibTeX reference

Jun 2020

Le dépistage par groupe

Christian Genest and Christiane Rousseau

Accromath, 15(2), 30–35, 2020 BibTeX reference

Jan 2020

Que le meilleur gagne !

Christian Genest

Accromath, 15(1), 12–17, 2020 BibTeX reference

Jan 2020

La méthode de Warner

Christian Genest

Accromath, 15(1), 4–5, 2020 BibTeX reference

Jan 2020

The gentleman copulist: An interview with Carlo Sempi

Christian Genest and Matthias Scherer

Dependence Modeling, 8(1), 34–44, 2020 BibTeX reference

Jan 2020

Insurance applications of dependence modeling: An interview with Edward (Jed) Frees

Christian Genest and Matthias Scherer

Dependence Modeling, 8(1), 93–106, 2020 BibTeX reference

Nov 2019

Rank-based inference tools for copula regression, with property and casualty insurance applications

Marie-Pier Côté, Christian Genest, and Marek Omelka

Insurance: Mathematics and Economics, 89, 1–15, 2019 BibTeX reference

Oct 2019

Introduction to the special topic on copula modeling

Christian Genest, Ivan Kojadinovic, and Fabrizio Durante

Econometrics and Statistics, 12, 146–147, 2019 BibTeX reference

Sep 2019

On the asymptotic covariance of the multivariate empirical copula process

Christian Genest, Mhamed Mesfioui, and Johanna Neslehova

Dependence Modeling, 7(1), 279–291, 2019 BibTeX reference

Sep 2019

Editor’s final report

Christian Genest

Journal of Multivariate Analysis, 173, 745–746, 2019 BibTeX reference

Aug 2019

Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood

Jonathan Jalbert, Orla Murphy, Christian Genest, and Johanna Neslehova

Journal of the Royal Statistical Society, Series C (Applied Statistics), 68(4), 831–858, 2019 BibTeX reference

Jul 2019

Dependence in a background risk model

Marie-Pier Côté and Christian Genest

Journal of Multivariate Analysis, 172, 28–46, 2019 BibTeX reference

Jun 2019

The world of vines: An interview with Claudia Czado

Christian Genest and Matthias Scherer

Dependence Modeling, 7(1), 169–180, 2019 BibTeX reference

Apr 2019

On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau

N. Kamnitui, Christian Genest, P. Jaworski, and W. Trutschnig

Journal of Mathematical Analysis and Applications, 472(1), 920–936, 2019 BibTeX reference

Mar 2019

Testing independence in arbitrary distributions

Christian Genest, Johanna Neslehova, Bruno Rémillard, and Orla Murphy

Biometrika, 106(1), 47–68, 2019 BibTeX reference

Mar 2019

Recent advances in functional data analysis and high-dimensional statistics

Germán Aneiros, Ricardo Cao, Ricardo Fraiman, Christian Genest, and Philippe Vieu

Journal of Multivariate Analysis, 170, 3–9, 2019 BibTeX reference

Jan 2019

Inference for elliptical copula multivariate response regression models

Yue Zhao and Christian Genest

Electronic Journal of Statistics, 13(1), 911–984, 2019 BibTeX reference

Jan 2019

L’union fait la force

Christian Genest and Jean-François Plante

Accromath, 14(1), 18–23, 2019 BibTeX reference

Dec 2018

A journey beyond the Gaussian world: An interview with Harry Joe

Christian Genest and Giovanni Puccetti

Dependence Modeling, 6(1), 288–297, 2018 BibTeX reference

Sep 2018

A new bivariate Poisson common shock model covering all possible degrees of dependence

Christian Genest, Mhamed Mesfioui, and Juliana Schulz

Statistics & Probability Letters, 140, 202–209, 2018 BibTeX reference

Apr 2018

The class of multivariate max-id copulas with \(l_1\)-norm symmetric exponent measure

Christian Genest, Johanna Neslehova, and Louis-Paul Rivest

Bernoulli Journal, 24(4B), 3751–3790, 2018 BibTeX reference

Jan 2018

Qui se ressemblent s’assemblent

Christian Genest, Jean-François Plante, and Ostap Okhrin

Accromath, 13(1), 14–19, 2018 BibTeX reference

Jul 2017

Asymptotic behavior of the empirical multilinear copula process under broad conditions

Christian Genest, Johanna Neslehova, and Bruno Rémillard

Journal of Multivariate Analysis, 159, 82–110, 2017 BibTeX reference

Feb 2017

A second look at inference for bivariate Skellam distributions

Sidi Allal Aissaoui, Christian Genest, and Mhamed Mesfioui

Stat, 6(1), 79–87, 2017 BibTeX reference

Dec 2016

Rank-based methods for modeling dependence between loss triangles

Marie-Pier Côté, Christian Genest, and Anas Abdallah

European Actuarial Journal, 6(2), 377–408, 2016 BibTeX reference

Sep 2016

Generalized linear models for dependent frequency and severity of insurance claims

José Garrido, Christian Genest, and Juliana Schulz

Insurance: Mathematics and Economics, 70, 205–215, 2016 BibTeX reference

Sep 2016

Les mosaïques de Thiele

Christian Genest and Steffen Lauritzen

Accromath, 11(2), 24–29, 2016 BibTeX reference

Jun 2015

A conversation with Herbert Tate: Mathematics educator and builder

Christian Genest

The Mathematics Enthusiast, 12(3), 404–416, 2015 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Dec 2014

Using B-splines for nonparametric inference on bivariate extreme-value copulas

Éric Cormier, Christian Genest, and Johanna Neslehova

Extremes, 17(4), 633–659, 2014 BibTeX reference

Nov 2014

On tests of radial symmetry for bivariate copulas

Christian Genest and Johanna Neslehova

Statistical Papers, 55(4), 1107–1119, 2014 BibTeX reference

Aug 2014

On the empirical multilinear copula process for count data

Christian Genest, Johanna Neslehova, and Bruno Rémillard

Bernoulli Journal, 20(3), 1344–1371, 2014 BibTeX reference

Jun 2014

A conversation with James O. Ramsay

Christian Genest and Johanna Neslehova

International Statistical Review, 82(2), 161–183, 2014 BibTeX reference

Apr 2014

Multivariate Archimax copulas

Arthur Charpentier, Anne-Laure Fougères, Christian Genest, and Johanna Neslehova

Journal of Multivariate Analysis, 126, 118–136, 2014 BibTeX reference

Mar 2014

Bivariate extensions of Skellam's distribution

Christian Genest and Mhamed Mesfioui

Probability in the Engineering and Informational Sciences, 28(3), 401–417, 2014 BibTeX reference

May 2013

On the estimation of Spearman’s rho for possibly discontinuous multivariate data

Christian Genest, Johanna Neslehova, and Bruno Rémillard

Journal of Multivariate Analysis, 117, 214–228, 2013 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Jan 2012

Beyond simplified pair-copula constructions

Elif Fidan Acar, Christian Genest, and Johanna Neslehova

Journal of Multivariate Analysis, 110, 74–90, 2012 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Jan 2011

Estimation in multivariate Archimedean copula models

Christian Genest, Johanna Neslehova, and J. Ziegel

TEST, 20, 223–292, 2011 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Jan 2010

A conversation with Martin Bradbury Wilk

Christian Genest and G. Brackstone

Statistical Science, 25, 258–272, 2010 BibTeX reference

Jan 2010

Asymptotics of joint maxima for discontinuous random variables

A. Feidt, Christian Genest, and Johanna Neslehova

Extremes, 13, 35–53, 2010 BibTeX reference

Jan 2010

On the covariance of the asymptotic empirical copula process

Christian Genest and J. Segers

Journal of Multivariate Analysis, 101, 1837–1845, 2010 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Jan 2009

Estimating copula densities through wavelets

Christian Genest, E. Masiello, and K. Tribouley

Insurance: Mathematics and Economics, 44, 170–181, 2009 BibTeX reference

Jan 2009

Estimating correlation from dichotomized normal variables

Christian Genest and Jean-Marc Lévesque

Journal of Statistical Planning and Inference, 139, 3785–3794, 2009 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Jan 2009

On the range of heterogeneous samples

Christian Genest, Subhash C. Kochar, and Maochao Xu

Journal of Multivariate Analysis, 100, 1587–1592, 2009 BibTeX reference

Jan 2009

Rank-based inference for bivariate extreme-value copulas

Christian Genest and J. Segers

The Annals of Statistics, 37, 2990–3022, 2009 BibTeX reference

Jan 2009

The advent of copulas in finance

Christian Genest, Michel Gendron, and Michael Bourdeau-Brien

European Journal of Finance, 15, 609–618, 2009 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Jan 2006

Discussion of "Copulas: Tales and facts by Thomas Mikosch"

Christian Genest and Bruno Rémillard

Extremes, 9(1), 27–36, 2006 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Jan 2004

Tests of independence and randomness based on the empirical copula process

Christian Genest and Bruno Rémillard

TEST, 13(2), 335–369, 2004 BibTeX reference

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 BibTeX reference

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 BibTeX reference

Book chapters

Oct 2017

When Gumbel met Galambos

Christian Genest and Johanna Neslehova

M. Úbeda Flores, et al. (eds), Copulas and Dependence Models with Applications, Springer, Berlin, 83–93, 2017 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference

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 BibTeX reference