105 citations · 398 across the 13 of their papers we have counts for
9 papers · 1 filter
Asymptotic comparison of negative multinomial and multivariate normal experiments
Christian Genest, Frédéric Ouimet
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both h…
Orthogonal decomposition of multivariate densities in Bayes spaces and its connection with copulas
Christian Genest, Karel Hron, Johanna G. Nešlehová
Bayes spaces were initially designed to provide a geometric framework for the modeling and analysis of distributional data. It has recently come to light that this methodology can…
Minimax properties of Dirichlet kernel density estimators
Karine Bertin, Christian Genest, Nicolas Klutchnikoff +1
This paper considers the asymptotic behavior in -Hölder spaces, and under losses, of a Dirichlet kernel density estimator proposed by Aitchison and Lauder (1985) for the a…
On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman (Kendall ) identical to some value
Noppadon Kamnitui, Christian Genest, Wolfgang Trutschnig
We answer an open question posed by the second author at the Salzburg workshop on Dependence Models and Copulas in 2016 concerning the size of the family ($\mathc…
On the empirical multilinear copula process for count data
Christian Genest, Johanna G. Nešlehová, Bruno Rémillard
Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula…
A goodness-of-fit test for bivariate extreme-value copulas
Christian Genest, Ivan Kojadinovic, Johanna Nešlehová +1
It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by…