Christian Genest

Professor

McGill University

Canada

Research Interests

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Christian Genest is a Professor at McGill University in Canada. His research interests encompass statistical modeling and analysis, particularly in the areas of probability theory and its applications, as evident from his recent articles on noncentral Wishart mixtures, copula processes, and regression techniques. Professor Genest is also engaged in developing R packages for statistical methodologies.

Articles (21)

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2026

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2025

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2022

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2022

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2022

Collaborators (4)

Frederic Ouimet

Lecturer

Université de Montréal

CANADA

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Marie-Pier Côté

Professeure agrégée

Laval University

CANADA

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Johanna Genest Neslehova

WU Vienna University of Economics and Business

AUSTRIA

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Jérôme Morio

Université de Toulouse

FRANCE

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Christian Genest

Research Interests

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About

Articles (21)

On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models

The Role of Dice in the Emergence of the Probability Calculus

Asymptotic behavior of the empirical checkerboard copula process for binary data: An educational presentation

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels

ETASbootstrap 0.2.0: A flexible R package for computing bootstrap confidence intervals for parameters in the space–time epidemic-type aftershock sequence model, with four case studies

A Conversation With David Bellhouse

On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant

A Conversation With Marc Hallin

On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices

Asymptotic comparison of negative multinomial and multivariate normal experiments

Bootstrapping for parameter uncertainty in the space–time epidemic-type aftershock sequence model

Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation

Sparse estimation within Pearson's system, with an application to financial market risk

Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling

Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices

Minimax properties of Dirichlet kernel density estimators

Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines

When copulas and smoothing met: An interview with Irène Gijbels

Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations

A Bayesian Approach to Modeling Multivariate Multilevel Insurance Claims in the Presence of Unsettled Claims

Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski

Collaborators (4)

Frederic Ouimet

Marie-Pier Côté

Johanna Genest Neslehova

Jérôme Morio

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