Christian Genest

19 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1764-0202

Department of Mathematics and Statistics, McGill University

Publications

• A factor-copula latent-vine time series model for extreme flood insurance losses — Journal of the American Statistical Association 2026
• Testing for independence in arbitrary distributions — Biometrika 2019
• Reliability and Risk: A Bayesian Perspective — Journal of the American Statistical Association 2007
• Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test — Journal of the American Statistical Association 2007
• Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence — The Annals of Statistics 2007
• Correlation and Dependence — Journal of the American Statistical Association 2002
• A nonparametric estimation procedure for bivariate extreme value copulas — Biometrika 1997
• A Graphical Analysis of Ratio-Scaled Paired Comparison Data — Management Science 1996
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions — Biometrika 1995
• Statistical Inference Procedures for Bivariate Archimedean Copulas — Journal of the American Statistical Association 1993
• Vincentization Revisited — The Annals of Statistics 1992
• Performance Measurement under Asymmetric Information and Investment Constraints — The Journal of Finance 1990
• Comment — Journal of the American Statistical Association 1988
• Frank's family of bivariate distributions — Biometrika 1987
• Characterization of Externally Bayesian Pooling Operators — The Annals of Statistics 1986
• Preface — Research Policy 1985
• Modeling Expert Judgments for Bayesian Updating — The Annals of Statistics 1985
• A Characterization Theorem for Externally Bayesian Groups — The Annals of Statistics 1984
• A Conflict between Two Axioms for Combining Subjective Distributions — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1984