Genest, Christiane: search on Z-Library

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1

Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask

Genest, Christian, Favre, Anne-Catherine

Journal:

Journal of Hydrologic Engineering

Year:

2007

Language:

english

File:

PDF, 807 KB

english, 2007

2

The Joy of Copulas: Bivariate Distributions with Uniform Marginals

Genest, Christian, Mackay, Jock

Journal:

The American Statistician

Year:

1986

Language:

english

File:

PDF, 384 KB

english, 1986

3

The Advent of Copulas in Finance

Genest, Christian, Gendron, Michel, Bourdeau-Brien, Michaël

Journal:

European Journal of Finance

Year:

2009

Language:

english

File:

PDF, 313 KB

english, 2009

4

Recent advances in functional data analysis and high-dimensional statistics

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

Journal:

Journal of Multivariate Analysis

Year:

2018

Language:

english

File:

PDF, 188 KB

english, 2018

5

Closure to “Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask” by C. Genest and A.-C. Favre

Genest, Christian, Favre, Anne-Catherine

Journal:

Journal of Hydrologic Engineering

Year:

2008

Language:

english

File:

PDF, 306 KB

english, 2008

6

Statistical Inference Procedures for Bivariate Archimedean Copulas

Christian Genest and Louis-Paul Rivest

Journal:

Journal of the American Statistical Association

Year:

1993

Language:

english

File:

PDF, 1.63 MB

english, 1993

7

A Conversation with James O. Ramsay

Genest, Christian, Nešlehová, Johanna G.

Journal:

International Statistical Review

Year:

2014

Language:

english

File:

PDF, 7.09 MB

english, 2014

8

Combining Probability Distributions: A Critique and an Annotated Bibliography

Christian Genest and James V. Zidek

Journal:

Statistical Science

Year:

1986

Language:

english

File:

PDF, 3.26 MB

english, 1986

9

Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation

CHRISTIAN GENEST, JEAN-FRANÇOIS QUESSY, BRUNO RÉMILLARD

Journal:

Scandinavian Journal of Statistics

Year:

2006

Language:

english

File:

PDF, 575 KB

english, 2006

10

Discussion: Statistical models and methods for dependence in insurance data

Christian Genest, Johanna Nešlehová, Martin Ruppert

Journal:

Journal of the Korean Statistical Society

Year:

2011

Language:

english

File:

PDF, 363 KB

english, 2011

11

A Public Health Controversy in 19th Century Canada

David R. Bellhouse and Christian Genest

Journal:

Statistical Science

Year:

2005

Language:

english

File:

PDF, 2.97 MB

english, 2005

12

Bivariate option pricing using dynamic copula models

Rob W.J. van den Goorbergh, Christian Genest, Bas J.M. Werker

Journal:

Insurance: Mathematics and Economics

Year:

2005

Language:

english

File:

PDF, 279 KB

english, 2005

13

Goodness-of-fit tests for copulas: A review and a power study

Christian Genest, Bruno Rémillard, David Beaudoin

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 2.87 MB

english, 2009

14

Allocating the weights in the linear opinion pool

Christian Genest, Kevin J. McConway

Journal:

Journal of Forecasting

Year:

1990

Language:

english

File:

PDF, 1.36 MB

english, 1990

15

La grotte ornée de Cussac - Le Buisson-de-Cadouin (Dordogne): premières observations

Norbert AUJOULAT, Jean-Michel GENESTE, Christian ARHAMBEAU, Marc DELLUC, Henri DUDAY and Dominique HENRY-GAMBIER

Journal:

Bulletin de la Société préhistorique française

Year:

2002

File:

PDF, 3.44 MB

2002

16

Introduction to the special topic on copula modeling

Genest, Christian, Kojadinovic, Ivan, Durante, Fabrizio

Journal:

Econometrics and Statistics

Year:

2019

Language:

english

File:

PDF, 206 KB

english, 2019

17

A copula-based risk aggregation model

Côté, Marie-Pier, Genest, Christian

Journal:

Canadian Journal of Statistics

Year:

2015

Language:

english

File:

PDF, 693 KB

english, 2015

18

The Joy of Copulas: Bivariate Distributions with Uniform Marginals

Christian Genest and Jock MacKay

Journal:

The American Statistician

Year:

1986

Language:

english

File:

PDF, 851 KB

english, 1986

19

[Resolution of Godambe's Paradox]: Rejoinder

Christian Genest and Mark J. Schervish

Journal:

Canadian Journal of Statistics

Year:

1985

Language:

english

File:

PDF, 49 KB

english, 1985

20

Test of independence and randomness based on the empirical copula process

Christian Genest, Bruno Rémillard

Journal:

Year:

2004

Language:

english

File:

PDF, 1.19 MB

english, 2004

21

The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property

Christian Genest, François Verret

Journal:

Statistics & Probability Letters

Year:

2002

Language:

english

File:

PDF, 86 KB

english, 2002

22

Estimating correlation from dichotomized normal variables

Christian Genest, Jean-Marc Lévesque

Journal:

Journal of Statistical Planning and Inference

Year:

2009

Language:

english

File:

PDF, 485 KB

english, 2009

23

[Combining Probability Distributions: A Critique and an Annotated Bibliography]: Rejoinder

Christian Genest and James V. Zidek

Journal:

Statistical Science

Year:

1986

Language:

english

File:

PDF, 391 KB

english, 1986

24

Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données

Christian Genest and R. Jock MacKay

Journal:

Canadian Journal of Statistics

Year:

1986

File:

PDF, 856 KB

1986

25

Spearman's ρ is larger than kendall's τ for positively dependent random variables

Capéraà, Philippe, Genest, Christian

Journal:

Journal of Nonparametric Statistics

Year:

1993

Language:

english

File:

PDF, 651 KB

english, 1993

26

Inference in multivariate Archimedean copula models

Christian Genest, Johanna Nešlehová, Johanna Ziegel

Journal:

Year:

2011

Language:

english

File:

PDF, 1.09 MB

english, 2011

27

ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS

Christian Genest, Johanna Nešlehová, Noomen Ben Ghorbal

Journal:

Australian & New Zealand Journal of Statistics

Year:

2011

Language:

english

File:

PDF, 573 KB

english, 2011

28

Combining Probability Distributions: A Critique and an Annotated Bibliography

Genest, Christian, Zidek, James V.

Journal:

Statistical Science

Year:

1986

File:

PDF, 4.37 MB

1986

29

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

Cormier, Eric, Genest, Christian, Nešlehová, Johanna G.

Journal:

Year:

2014

Language:

english

File:

PDF, 4.06 MB

english, 2014

30

A goodness-of-fit test for bivariate extreme-value copulas

Genest, Christian, Kojadinovic, Ivan, Nešlehová, Johanna, Yan, Jun

Journal:

Year:

2011

Language:

english

File:

PDF, 492 KB

english, 2011

31

Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas

Genest, Christian, Nikoloulopoulos, Aristidis K., Rivest, Louis-Paul, Fortin, Mathieu

Journal:

Brazilian Journal of Probability and Statistics

Year:

2013

Language:

english

File:

PDF, 192 KB

english, 2013

32

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

Côté, Marie-Pier, Genest, Christian, Omelka, Marek

Journal:

Insurance: Mathematics and Economics

Year:

2019

Language:

english

File:

PDF, 908 KB

english, 2019

33

A Conversation With Paul Embrechts

Genest, Christian, NeÅ¡lehovÃ¡, Johanna G.

Journal:

International Statistical Review

Year:

2020

File:

PDF, 111.91 MB

2020

34

Performance Measurement Under Asymmetric Information and Investment Constraints

Michel Gendron and Christian Genest

Journal:

The Journal of Finance

Year:

1990

Language:

english

File:

PDF, 264 KB

english, 1990

35

A Primer on Copulas for Count Data

Genest, Christian, Nešlehová, Johanna

Journal:

Year:

2007

Language:

english

File:

PDF, 1.25 MB

english, 2007

36

Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

Genest, Christian, Rémillard, Bruno

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2008

File:

PDF, 372 KB

2008

37

Characterization of Externally Bayesian Pooling Operators

Genest, Christian, McConway, Kevin J., Schervish, Mark J.

Journal:

The Annals of Statistics

Year:

1986

File:

PDF, 1.42 MB

1986

38

A Graphical Analysis of Ratio-Scaled Paired Comparison Data

Christian Genest and Shuang-Shuang Zhang

Journal:

Management Science

Year:

1996

Language:

english

File:

PDF, 753 KB

english, 1996

39

A Conversation with Martin Bradbury Wilk

Genest, Christian, Brackstone, Gordon

Journal:

Statistical Science

Year:

2010

Language:

english

File:

PDF, 2.11 MB

english, 2010

40

A Graphical Analysis of Ratio-Scaled Paired Comparison Data

Genest, Christian, Zhang, Shuang-Shuang

Journal:

Management Science

Year:

1996

Language:

english

File:

PDF, 1.14 MB

english, 1996

41

On Kendall's Process

Philippe Barbe, Christian Genest, Kilani Ghoudi, Bruno Rémillard

Journal:

Journal of Multivariate Analysis

Year:

1996

Language:

english

File:

PDF, 1.16 MB

english, 1996

42

Resolution of Godambe's Paradox

Christian Genest and Mark J. Schervish

Journal:

Canadian Journal of Statistics

Year:

1985

Language:

english

File:

PDF, 324 KB

english, 1985

43

Rank-based methods for modeling dependence between loss triangles

Côté, Marie-Pier, Genest, Christian, Abdallah, Anas

Journal:

European Actuarial Journal

Year:

2016

Language:

english

File:

PDF, 827 KB

english, 2016

44

Multivariate Option Pricing Using Dynamic Copula Models

van den Goorbergh, Rob W. J., Genest, Christian, Werker, Bas J. M.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 595 KB

english, 2003

45

Editorial / Éditorial

Christian Genest

Journal:

Canadian Journal of Statistics

Year:

1998

Language:

english

File:

PDF, 535 KB

english, 1998

46

Reliability and Risk: A Bayesian Perspective

Genest, Christian

Journal:

Journal of the American Statistical Association

Year:

2007

Language:

english

File:

PDF, 121 KB

english, 2007

47

χ2and the Lottery

Christian Genest, Richard A. Lockhart and Michael A. Stephens

Journal:

Journal of the Royal Statistical Society: Series D (The Statistician)

Year:

2002

Language:

english

File:

PDF, 1.05 MB

english, 2002

48

Past, Present, and Future of Statistical Science || Statistical inference from a Dempster–Shafer perspective

Lin, Xihong, Genest, Christian, Banks, David, Molenberghs, Geert, Scott, David, Wang, Jane-Ling

Year:

2014

Language:

english

File:

PDF, 149 KB

english, 2014

49

A characterization of gumbel's family of extreme value distributions

Christian Genest, Louis-Paul Rivest

Journal:

Statistics & Probability Letters

Year:

1989

Language:

english

File:

PDF, 354 KB

english, 1989

50

A note on tightness

Christian Genest, Kilani Ghoudi, Bruno Rémillard

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 412 KB

english, 1996

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