Christian Genest
Title
Cited by
Cited by
Year
Statistical inference procedures for bivariate Archimedean copulas
C Genest, LP Rivest
Journal of the American Statistical Association 88 (423), 1034-1043, 1993
15481993
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
C Genest, K Ghoudi, LP Rivest
Biometrika 82 (3), 543-552, 1995
13901995
Everything you always wanted to know about copula modeling but were afraid to ask
C Genest, AC Favre
Journal of Hydrologic Engineering 12 (4), 347-368, 2007
13872007
Goodness-of-fit tests for copulas: A review and a power study
C Genest, B Rémillard, D Beaudoin
Insurance: Mathematics and Economics 44 (2), 199-213, 2009
12622009
Combining probability distributions: A critique and an annotated bibliography
C Genest, JV Zidek
Statistical Science 1 (1), 114-135, 1986
11381986
The joy of copulas: Bivariate distributions with uniform marginals
C Genest, RJ MacKay
The American Statistician 40 (4), 280-283, 1986
9891986
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
C Genest, RJ MacKay
The Canadian Journal of Statistics 14 (2), 145-159, 1986
5751986
Frank's family of bivariate distributions
C Genest
Biometrika 74 (3), 549-555, 1987
4971987
Goodness‐of‐fit procedures for copula models based on the probability integral transformation
C Genest, JF Quessy, B Rémillard
Scandinavian Journal of Statistics 33 (2), 337-366, 2006
4842006
A primer on copulas for count data
C Genest, J Nešlehová
Astin Bulletin 37 (2), 475-515, 2007
4192007
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
C Genest, B Rémillard
Annales de l'IHP Probabilités et statistiques 44 (6), 1096-1127, 2008
4182008
A nonparametric estimation procedure for bivariate extreme value copulas
P Capéraà, AL Fougères, C Genest
Biometrika 84 (3), 567-577, 1997
2981997
Tests of independence and randomness based on the empirical copula process
C Genest, B Rémillard
Test 13 (2), 335-369, 2004
2682004
On Kendall's process
P Barbe, C Genest, K Ghoudi, B Rémillard
journal of multivariate analysis 58 (2), 197-229, 1996
2251996
The advent of copulas in finance
C Genest, M Gendron, M Bourdeau-Brien
The European Journal of Finance 15 (7-8), 609-618, 2009
2132009
On the multivariate probability integral transformation
C Genest, LP Rivest
Statistics & Probability Letters 53 (4), 391-399, 2001
2122001
A characterization of quasi-copulas
C Genest, JJQ Molina, JAR Lallena, C Sempi
Journal of Multivariate Analysis 69 (2), 193-205, 1999
2041999
Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data
C Genest, AC Favre, J Béliveau, C Jacques
Water Resources Research 43 (9), 2007
1932007
Bivariate distributions with given extreme value attractor
P Capéraà, AL Fougères, C Genest
Journal of Multivariate Analysis 72 (1), 30-49, 2000
1822000
Bivariate option pricing using dynamic copula models
RWJ Van den Goorbergh, C Genest, BJM Werker
Insurance: Mathematics and Economics 37 (1), 101-114, 2005
1802005
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