The following pages link to Christian Genest (Q159826):
Displaying 50 items.
- Resolution of godambe's paradox (Q3729800) (← links)
- (Q3740882) (← links)
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (Q3742508) (← links)
- Frank's family of bivariate distributions (Q3774723) (← links)
- (Q4238404) (← links)
- Probability and statistics: A tale of two worlds? (Q4267420) (← links)
- (Q4296137) (← links)
- Letter to the editor (Q4337116) (← links)
- A Graphical Analysis of Ratio-Scaled Paired Comparison Data (Q4363570) (← links)
- A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925) (← links)
- Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995 (Q4381852) (← links)
- (Q4395384) (← links)
- On blest's measure of rank correlation (Q4457768) (← links)
- Kendall's tau for serial dependence (Q4527901) (← links)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
- Worldwide research output in probability and statistics: An update (Q4801378) (← links)
- Tests of serial independence based on Kendall's process (Q4801846) (← links)
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions (Q4851505) (← links)
- (Q4856135) (← links)
- A Conversation with James O. Ramsay (Q4968588) (← links)
- A law of uniform seniority for dependent lives (Q5014495) (← links)
- Detecting Dependence With Kendall Plots (Q5189927) (← links)
- A copula‐based risk aggregation model (Q5247415) (← links)
- (Q5262078) (← links)
- (Q5262081) (← links)
- (Q5386477) (← links)
- (Q5421109) (← links)
- Locally most powerful rank tests of independence for copula models (Q5460695) (← links)
- A Primer on Copulas for Count Data (Q5505913) (← links)
- Testing for independence in arbitrary distributions (Q5742769) (← links)
- On the multivariate probability integral transformation (Q5952108) (← links)
- Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles (Q5966560) (← links)
- Sparse estimation within Pearson's system, with an application to financial market risk (Q6059475) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
- A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)
- Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation (Q6074743) (← links)
- A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims (Q6121611) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Minimax properties of Dirichlet kernel density estimators (Q6384952) (← links)
- Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices (Q6401118) (← links)
- Asymptotic comparison of negative multinomial and multivariate normal experiments (Q6512345) (← links)
- On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices (Q6514043) (← links)
- Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses (Q6518216) (← links)
- On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices (Q6525452) (← links)
- A second look at inference for bivariate Skellam distributions (Q6540501) (← links)
- Asymptotic comparison of negative multinomial and multivariate normal experiments (Q6555341) (← links)
- Antoine Gombaud, Chevalier de Méré (Q6579155) (← links)
- On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q6596174) (← links)
- On an extension of Stein's lemma (Q6600240) (← links)
