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Christian Genest

Christian Genest

D-Index & Metrics

Mathematics

D-Index
59
Citations
21287
World Ranking
578
National Ranking
21

Research.com Recognitions

  • 2015 - Fellow of the Royal Society of Canada Academy of Science
  • 1996 - Fellow of the American Statistical Association (ASA)

Overview

Christian Genest is affiliated with McGill University in Canada and works primarily within the field of Mathematics. Their research spans multiple subfields including Statistics and Probability, Finance, Management Science and Operations Research, Artificial Intelligence, and Applied Mathematics.

Their scholarly work covers a variety of topics such as Financial Risk and Volatility Modeling, Bayesian Methods and Mixture Models, Statistical Methods and Inference, Statistical Distribution Estimation and Applications, Statistical Methods and Bayesian Inference, Probability and Risk Models, and Advanced Statistical Methods and Models.

Genest has contributed to numerous publications, with recent papers including:

  • Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling, 2023, Reliability Engineering & System Safety
  • Diagnosis and risk factors for intracranial aneurysms in autosomal polycystic kidney disease: a cross-sectional study from the Genkyst cohort, 2022, Nephrology Dialysis Transplantation
  • Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations, 2022, Journal of Agricultural Biological and Environmental Statistics
  • Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices, 2022, Journal of Mathematical Analysis and Applications
  • A self-exciting marked point process model for drought analysis, 2021, Environmetrics

Frequent co-authors collaborating with Genest include Frédéric Ouimet, Johanna Nešlehová, Donald Richards, Karine Bertin, and Matthias Scherer.

Genest's works have appeared most frequently in venues such as arXiv (Cornell University), Journal of Multivariate Analysis, Dependence Modeling, International Statistical Review, and Reliability Engineering & System Safety.

Awards received by Christian Genest include being named a Fellow of the Royal Society of Canada in 2015 under the Academy of Science and a Fellow of the American Statistical Association (ASA) in 1996.

Best Publications

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

    Christian Genest;Anne-Catherine Favre

  • Statistical Inference Procedures for Bivariate Archimedean Copulas

    Christian Genest;Louis-Paul Rivest

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

    Christian Genest;Bruno Rémillard;David Beaudoin

  • A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

    C. Genest;K. Ghoudi;L.-P. Rivest

  • Combining Probability Distributions: A Critique and an Annotated Bibliography

    Christian Genest;James V. Zidek

  • The Joy of Copulas: Bivariate Distributions with Uniform Marginals

    Christian Genest;Jock Mackay

  • Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données

    Christian Genest;R. Jock Mackay

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

    Christian Genest;Jean-François Quessy;Bruno Rémillard

  • Frank's family of bivariate distributions

    Christian Genest

  • A Primer on Copulas for Count Data

    Christian Genest;Johanna Nešlehová

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

    Christian Genest;Bruno Rémillard

  • A nonparametric estimation procedure for bivariate extreme value copulas

    P. Capéraà;A.-L. Fougères;C. Genest

  • Tests of Independence and Randomness Based on the Empirical Copula Process

    Christian Genest;Bruno Rémillard

  • Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data

    Christian Genest;Anne-Catherine Favre;Julie Béliveau;Christine Jacques

  • The Advent of Copulas in Finance

    Christian Genest;Michel Gendron;Michaël Bourdeau-Brien

  • On the multivariate probability integral transformation

    Christian Genest;Louis-Paul Rivest

  • On Kendall's Process

    Philippe Barbe;Christian Genest;Kilani Ghoudi;Bruno Rémillard

  • A Characterization of Quasi-copulas

    C. Genest;J.J. Quesada Molina;J.A. Rodríguez Lallena;C. Sempi

  • Bivariate Distributions with Given Extreme Value Attractor

    Philippe Capéraà;Anne-Laure Fougères;Christian Genest

  • Bivariate option pricing using dynamic copula models

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

  • Omnibus Goodness-of-Fit Tests for Copulas: A Review and a Power Study

    Bruno Rémillard;Christian Genest;David Beaudoin

Frequent Co-Authors

Louis-Paul Rivest
Louis-Paul Rivest Université Laval
Michel Denuit
Michel Denuit Université Catholique de Louvain
Mark J. Schervish
Mark J. Schervish Carnegie Mellon University
Johan Segers
Johan Segers Université Catholique de Louvain
James V. Zidek
James V. Zidek University of British Columbia
Marc Hallin
Marc Hallin Université Libre de Bruxelles
Subhash C. Kochar
Subhash C. Kochar Portland State University
Michael A. Stephens
Michael A. Stephens Simon Fraser University
Robert L. Winkler
Robert L. Winkler Duke University

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