The following pages link to Christian Genest (Q159826):
Displaying 50 items.
- The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property (Q1613092) (← links)
- A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
- Recent advances in functional data analysis and high-dimensional statistics (Q1733263) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Rejoinder on: Inference in multivariate Archimedean copula models (Q1761525) (← links)
- On Kendall's process (Q1817517) (← links)
- A note on tightness (Q1916214) (← links)
- Hilbert's metric and the analytic hierarchy process (Q1921122) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- A tribute to Abe Sklar (Q2076960) (← links)
- Interpolation of precipitation extremes on a large domain toward IDF curve construction at unmonitored locations (Q2102962) (← links)
- Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (Q2128925) (← links)
- A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case (Q2172584) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
- Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Inference for elliptical copula multivariate response regression models (Q2414484) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- On the dependence between the extreme order statistics in the proportional hazards model (Q2482128) (← links)
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model (Q2489785) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Minimax properties of Dirichlet kernel density estimators (Q2692932) (← links)
- Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices (Q2697684) (← links)
- Correlation in a Bayesian framework (Q2714920) (← links)
- Assessing and Modeling Asymmetry in Bivariate Continuous Data (Q2849526) (← links)
- Bivariate extensions of Skellam's distribution (Q2875243) (← links)
- Estimators based on Kendall's tau in multivariate copula models (Q2892457) (← links)
- Spearman's footrule and Gini's gamma: a review with complements (Q3068114) (← links)
- Statistical Inference Procedures for Bivariate Archimedean Copulas (Q3142148) (← links)
- Pooling operators with the marginalization property (Q3347090) (← links)
- (Q3358038) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Spearman's ρ is larger than kendall's τ for positively dependent random variables (Q3432341) (← links)
- Letter to the Editor: Re: Pinto da Costa, J. & Soares, C. (2005). A weighted rank measure of correlation. (Q3592383) (← links)
- Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (Q3632600) (← links)
- On the Tail Behavior of Sums of Dependent Risks (Q3632840) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- (Q3683327) (← links)
