| Goodness-of-fit tests for copulas: A review and a power study C Genest, B Rémillard, D Beaudoin Insurance: Mathematics and economics 44 (2), 199-213, 2009 | 1701 | 2009 |
| Goodness‐of‐fit procedures for copula models based on the probability integral transformation C Genest, JF Quessy, B Rémillard Scandinavian Journal of Statistics 33 (2), 337-366, 2006 | 601 | 2006 |
| Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models C Genest, B Rémillard Annales de l'IHP Probabilités et statistiques 44 (6), 1096-1127, 2008 | 532 | 2008 |
| Tests of independence and randomness based on the empirical copula process C Genest, B Rémillard Test 13 (2), 335--370, 2004 | 364 | 2004 |
| On Kendall's process P Barbe, C Genest, K Ghoudi, B Rémillard Journal of multivariate analysis 58 (2), 197-229, 1996 | 264 | 1996 |
| Testing for equality between two copulas B Rémillard, O Scaillet Journal of Multivariate Analysis 100 (3), 377-386, 2009 | 255 | 2009 |
| Statistical Methods for Financial Engineering B Remillard CRC Press, 2013 | 134 | 2013 |
| Goodness-of-fit tests for copulas of multivariate time series B Rémillard Econometrics 5 (1), 13, 2017 | 132 | 2017 |
| Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence C Genest, JF Quessy, B Rémillard | 132 | 2007 |
| Empirical processes based on pseudo-observations II: the multivariate case K Ghoudi, B Rémillard Fields Institute Communications 44, 381-406, 2004 | 118 | 2004 |
| Dependence properties of meta-elliptical distributions B Abdous, C Genest, B Rémillard Statistical modeling and analysis for complex data problems, 1-15, 2005 | 107 | 2005 |
| Copula-based semiparametric models for multivariate time series B Rémillard, N Papageorgiou, F Soustra Journal of Multivariate Analysis 110, 30-42, 2012 | 98 | 2012 |
| Relating quantiles and expectiles under weighted-symmetry B Abdous, B Rémillard Annals of the Institute of Statistical Mathematics 47 (2), 371-384, 1995 | 90 | 1995 |
| A nonparametric test of serial independence for time series and residuals K Ghoudi, RJ Kulperger, B Rémillard Journal of Multivariate Analysis 79 (2), 191-218, 2001 | 83 | 2001 |
| Emprical processes based on pseudo-observations K Ghoudi, B Rémillard Asymptotic Methods in Probability and Statistics, 171-197, 1998 | 70 | 1998 |
| Discussion of: Brownian distance covariance MR Kosorok | 66 | 2009 |
| Asymptotic behavior of the empirical multilinear copula process under broad conditions C Genest, JG Nešlehová, B Rémillard Journal of Multivariate Analysis 159, 82-110, 2017 | 65 | 2017 |
| On the empirical multilinear copula process for count data C Genest, JG Nešlehová, B Rémillard | 64 | 2014 |
| Local efficiency of a Cramér–von Mises test of independence C Genest, JF Quessy, B Rémillard Journal of Multivariate Analysis 97 (1), 274-294, 2006 | 55 | 2006 |
| Replicating the properties of hedge fund returns NA Papageorgiou, B Rémillard, A Hocquard SSRN, 2019 | 47 | 2019 |
Christian GenestMcGill University (Montréal, Canada)在 math.mcgill.ca 的电子邮件经过验证
