Christian Genest
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Canadian mathematician
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Christian Genestmathematics Degrees
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Probability Theory
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Statistics
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Mathematics
Why Is Christian Genest Influential?
(Suggest an Edit or Addition)According to Wikipedia, Christian Genest is a professor in the Department of Mathematics and Statistics at McGill University , where he holds a Canada Research Chair. He is the author of numerous research papers in multivariate analysis, nonparametric statistics, extreme-value theory, and multiple-criteria decision analysis.
Christian Genest's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007) (1370)
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions (1995) (1299)
- Goodness-of-fit tests for copulas: A review and a power study (2006) (1287)
- Statistical Inference Procedures for Bivariate Archimedean Copulas (1993) (1282)
- Combining Probability Distributions: A Critique and an Annotated Bibliography (1986) (1084)
- The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986) (816)
- A Primer on Copulas for Count Data (2007) (426)
- Frank's family of bivariate distributions (1987) (424)
- Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006) (420)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (2005) (405)
- A nonparametric estimation procedure for bivariate extreme value copulas (1997) (295)
- Test of independence and randomness based on the empirical copula process (2004) (266)
- A Characterization of Quasi-copulas (1999) (194)
- The Advent of Copulas in Finance (2009) (193)
- On the multivariate probability integral transformation (2001) (189)
- On Kendall's Process (1996) (173)
- Bivariate Distributions with Given Extreme Value Attractor (2000) (164)
- Detecting Dependence With Kendall Plots (2003) (155)
- Multivariate Option Pricing Using Dynamic Copula Models (2005) (150)
- RANK-BASED INFERENCE FOR BIVARIATE EXTREME-VALUE COPULAS (2007) (148)
- Stochastic bounds on sums of dependent risks (1999) (147)
- A characterization of gumbel's family of extreme value distributions (1989) (141)
- Beyond simplified pair-copula constructions (2012) (138)
- Tests of symmetry for bivariate copulas (2012) (109)
- “Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998 (1998) (108)
- Modeling Expert Judgments for Bayesian Updating (1985) (104)
- Allocating the weights in the linear opinion pool (1990) (104)
- Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence (2005) (102)
- ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (2011) (101)
- Recent advances in functional data analysis and high-dimensional statistics (2019) (95)
- Generalized linear models for dependent frequency and severity of insurance claims (2015) (94)
- Characterization of Externally Bayesian Pooling Operators (1986) (92)
- A goodness-of-fit test for bivariate extreme-value copulas (2011) (91)
- Spearman's ρ is larger than kendall's τ for positively dependent random variables (1993) (88)
- Kendall's tau for serial dependence (2000) (86)
- Dependence Properties of Meta-Elliptical Distributions (2005) (81)
- A Characterization Theorem for Externally Bayesian Groups (1984) (80)
- Estimating copula densities through wavelets (2009) (76)
- Coherent combination of experts' opinions (1995) (76)
- On blest's measure of rank correlation (2003) (70)
- Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parame (2000) (65)
- Inference in multivariate Archimedean copula models (2011) (62)
- On the dependence structure of order statistics (2005) (61)
- Further evidence against independence preservation in expert judgement synthesis (1987) (59)
- Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation (2003) (56)
- Locally most powerful rank tests of independence for copula models (2005) (52)
- On the empirical multilinear copula process for count data (2014) (52)
- Local efficiency of a Cramér--von Mises test of independence (2005) (51)
- On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence (2009) (51)
- Assessing and Modeling Asymmetry in Bivariate Continuous Data (2013) (49)
- A statistical look at Saaty's method of estimating pairwise preferences expressed on a ratio scale (1994) (46)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (2002) (46)
- Spearman's footrule and Gini's gamma: a review with complements (2010) (45)
- Compound Poisson approximations for individual models with dependent risks (2003) (45)
- On tests of radial symmetry for bivariate copulas (2014) (45)
- Pooling operators with the marginalization property (1984) (43)
- On the Tail Behavior of Sums of Dependent Risks (2006) (42)
- On the covariance of the asymptotic empirical copula process (2009) (42)
- Aggregating opinions through logarithmic pooling (1984) (41)
- ON THE TAIL BEHAVIOR OF SUMS OF DEPENDENT RISKS (2006) (39)
- A graphical analysis of ratio-scaled paired comparison data (1996) (39)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (2017) (38)
- On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty's eigenvector scaling method (1993) (38)
- Discussion of “Copulas: Tales and facts”, by Thomas Mikosch (2006) (37)
- On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process (1993) (37)
- A regularized goodness-of-fit test for copulas (2013) (34)
- Copulas and Copula Models (2014) (34)
- A Stochastic Ordering Based on a Decomposition of Kendall’s Tau (1997) (34)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (2014) (32)
- Testing for independence in arbitrary distributions (2019) (28)
- A copula‐based risk aggregation model (2015) (28)
- Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (2007) (28)
- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (2013) (26)
- A Conflict between Two Axioms for Combining Subjective Distributions (1984) (26)
- Vincentization Revisited (2010) (24)
- Copula Modeling for Extremes (2013) (24)
- On the dependence between the extreme order statistics in the proportional hazards model (2008) (24)
- Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance (2009) (24)
- Vincentization Revisited (2010) (24)
- Pepper Analysis, A Critical Study of Two Procedures for the Determination of Piperine in Black and White Pepper (1963) (24)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (2013) (23)
- Copula parameter estimation using Blomqvist’s beta (2013) (23)
- Tests of serial independence based on Kendall's process (2002) (22)
- On the range of heterogeneous samples (2009) (19)
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model (2005) (18)
- The class of multivariate max-id copulas with $\ell_{1}$-norm symmetric exponent measure (2018) (18)
- Worldwide research output in probability and statistics: An update (2002) (18)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (2019) (17)
- Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (2002) (17)
- A note on tightness (1996) (16)
- Discussion: Statistical models and methods for dependence in insurance data (2011) (16)
- Analytical proofs of classical inequalities between Spearman's ρ and Kendall's τ (2009) (15)
- Maty's Biography of Abraham De Moivre, Translated, Annotated and Augmented (2007) (15)
- Rank-based methods for modeling dependence between loss triangles (2015) (15)
- Improving the estimation of Kendall's tau when censoring affects only one of the variables (2007) (13)
- [Combining Probability Distributions: A Critique and an Annotated Bibliography]: Rejoinder (1986) (13)
- Past, Present, and Future of Statistical Science (2014) (13)
- Investigating the concentration within a research community using joint publications and co-authorship via intermediaries (2001) (12)
- Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995 (1997) (12)
- Dependence in a background risk model (2019) (12)
- χ2 and the lottery (2002) (11)
- The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property (2002) (10)
- Asymptotics of joint maxima for discontinuous random variables (2010) (10)
- Deriving priorities from the Bradley-Terry model (1999) (10)
- Performance Measurement under Asymmetric Information and Investment Constraints (1990) (10)
- An Extension of Osuna's Model for Stress Caused by Waiting. (2001) (10)
- In praise of sparsity and convexity (2014) (10)
- A new bivariate Poisson common shock model covering all possible degrees of dependence (2018) (9)
- Effect of different sampling designs and methods on the estimation of secondary production: A simulation (2006) (9)
- Probability and statistics: A tale of two worlds? (1999) (8)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (2019) (7)
- Tests of Independence Based on the Empirical Copula Process (2003) (7)
- Inference for elliptical copula multivariate response regression models (2019) (7)
- Kendall's tau for autocorrelation (2011) (7)
- A history of the Statistical Society of Canada: the formative years (with discussion) (1999) (6)
- On the class of bivariate Archimax copulas under constraints (2020) (6)
- A Digital Picture of the Actuarial Research Community (2013) (6)
- Bayesian Nonparametric Survival Analysis: Comment (1988) (6)
- A law of uniform seniority for dependent lives (2021) (6)
- A combinatorial proof of the Gaussian product inequality beyond the MTP2 case (2021) (6)
- Modeling Dependence beyond Correlation (2014) (5)
- BIVARIATE EXTENSIONS OF SKELLAM'S DISTRIBUTION (2014) (5)
- Hilbert's metric and the analytic hierarchy process (1996) (5)
- A self‐exciting marked point process model for drought analysis (2021) (5)
- Towards a consensus of opinion (1983) (5)
- The world of vines (2019) (4)
- When Gumbel met Galambos (2017) (4)
- Chi-square and the Lottery (2001) (4)
- Estimating correlation from dichotomized normal variables (2009) (4)
- Rejoinder on: Inference in multivariate Archimedean copula models (2011) (3)
- Resolution of Godambe's paradox (1985) (3)
- Preface to the Special Issue on Copula Modeling and Dependence (2012) (3)
- Testing for Randomness Against Serial Dependence Using Kendall'S Process (2002) (3)
- A Public Health Controversy in 19th Century Canada (2005) (3)
- A Simple Method for the Detection of Benzo[a]pyrene in Smoked Foods (1964) (3)
- A Graphical Display of Association in Two‐Way Contingency Tables (1987) (3)
- A Bayesian Approach to Modeling Multivariate Multilevel Insurance Claims in the Presence of Unsettled Claims (2020) (3)
- Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices (2022) (3)
- A Note on the Detection of Aflatoxins in Peanut Butter (1963) (3)
- [Report of the Ad Hoc Committee on Design of an Experiment on Double-Blind Refereeing]: Comment (1993) (3)
- Correlation in a Bayesian framework (2000) (3)
- Letter to the Editor: Re: Pinto da Costa, J. & Soares, C. (2005). A weighted rank measure of correlation. (2007) (2)
- A Conversation With Paul Embrechts (2020) (2)
- Extraction and Identification of Sugar Alcohols and Other Carbohydrates in Dietetic Foods (1962) (2)
- A counterexample to a conjecture of Hutchinson and Lai (2010) (2)
- Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations (2022) (2)
- A combinatorial proof of the Gaussian product inequality in the MTP 2 case (2022) (2)
- A second look at inference for bivariate Skellam distributions (2015) (2)
- Insurance applications of dependence modeling (2020) (1)
- Empirical Rank Processes for Detecting Dependence (2002) (1)
- On an Extension of Stein’s Lemma (2020) (1)
- Finite element analysis of powder metal products (1994) (1)
- The gentleman copulist (2020) (1)
- STOP-LOSS BOUNDS ON FUNCTIONS OF POSSIBLY DEPENDENT RISKS IN THE PRESENCE OF PARTIAL INFORMATION ON THEIR MARGINALS (2004) (1)
- A Trio of Inference Problems That Could (2014) (1)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (2014) (1)
- A Conversation with Martin Bradbury Wilk (2010) (1)
- Introduction to the special topic on copula modeling (2019) (1)
- On the asymptotic covariance of the multivariate empirical copula process (2019) (1)
- Orthogonal decomposition of multivariate densities in Bayes spaces and its connection with copulas (2022) (1)
- Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (2022) (1)
- A multivariate Poisson model based on comonotonic shocks (2020) (1)
- Procedure for the qualitative extraction of certain antimicrobiol preservatives in food. (1960) (1)
- Factors influencing root growth capacity of spruce seedlings: Report on a statistical analysis (1992) (1)
- The junction of the St. Lawrence and St. Maurice River Rifts: an Ecological Patchwork (1986) (0)
- Reminiscences and personal reflections on career paths (2014) (0)
- Modern concepts and theorems of mathematical statistics. By Edward B. Manoukian. Springer‐Verlag, New York, 1986. xvi +156 pp. U.S. $29.80, DM 58.00, ISBN 0–387–96186–0 (1987) (0)
- A Journey Beyond The Gaussian World (2018) (0)
- High cycle fatigue of sintered 316L stainless steel (1994) (0)
- 4 Modeling Dependence beyond Correlation (2014) (0)
- Rethinking the Foundations of Statistics: Characterization of Externally Bayesian Pooling Operators (1999) (0)
- Detection of Safrole in Foods and Drugs (1961) (0)
- Advice for the next generation (2014) (0)
- A Conversation with Herbert Tate: Mathematics Educator and Builder (2015) (0)
- 2 Copulas : Yesterday , today , and tomorrow (2016) (0)
- Closure to “Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask” by C. Genest and A.-C. Favre (2008) (0)
- COPSS 50 th anniversary volume: past, present and future of statistical science (2014) (0)
- Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling (2023) (0)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (2022) (0)
- Rank-based methods for modeling dependence between loss triangles (2016) (0)
- Reliability and Risk: A Bayesian Perspective. Nozer D. Singpurwalla (2007) (0)
- Rank-Based Extensions of the BDS Test for Serial Dependence (2006) (0)
- CONDITIONALIZATION AND LIKELIHOOD DOMINANCE IN GROUP BELIEF FORMATION (1990) (0)
- Minimax properties of Dirichlet kernel density estimators (2021) (0)
- When copulas and smoothing met: An interview with Irène Gijbels (2023) (0)
- On tests of radial symmetry for bivariate copulas (2013) (0)
- Editor' report (2000) (0)
- Past, Present, and Future of Statistical Science Preface (2014) (0)
- Editor's final report (2019) (0)
- On the asymptotic covariance of the empirical copula process (2009) (0)
- Reliability and Risk: A Bayesian Perspective (2007) (0)
- A Trio of Inference Problems That Could Win You a Nobel Prize in Statistics (If You Help Fund It) (2014) (0)
- Reflections on the discipline (2014) (0)
- A tribute to Abe Sklar (2021) (0)
- The history of COPSS (2014) (0)
- Kendall's tau for autocorrelation - eScholarship (1999) (0)
- Correlation and Dependence (2002) (0)
- Tests of symmetry for bivariate copulas (2011) (0)
- The Detection and Identification of Antimicrobials by Paper Chromatography (1959) (0)
- Erratum to: When Gumbel met Galambos (2017) (0)
- The Third International Conference of Environment, Quality and Ecosystem Stability (1986) (0)
- The Winter 2011 CRM Thematic Semester Statistics (0)
- Book Reviews (2013) (0)
- On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman $\rho$ (Kendall $\tau$) identical to some value $v \in [0,1]$ (2018) (0)
- A Conversation with James O. Ramsay (2014) (0)
- * , and Steven Vandu el Stat Trek An interview with (2016) (0)
- In memory of Lai K. Chan (2021) (0)
- Rethinking the Foundations of Statistics, JOSEPH B. KADANE, MARK J. SCHERVISH and TEDDY SEIDENFELD. Cambridge University Press, 1999, x + 388 pages (2003) (0)
- Perspectives on the field and profession (2014) (0)
- Editor's report (1999) (0)
- On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman ρ ( Kendall τ ) identical to some value v ∈ [ 0 , 1 ] (2018) (0)
- Title Kendall ' s tau for autocorrelation Permalink (1999) (0)
- * A journey beyond the Gaussian world An interview with (2018) (0)
- Sparse estimation within Pearson's system, with an application to financial market risk (2023) (0)
- Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood (2019) (0)
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