Christian Genest, McGill University

Research

empirical processes Copula modeling dynamic dependence extremeness frailty distributions measures of association model selection/validation multivariate discrete data

Latest papers

A Bayesian two-stage framework for lineup-independent assessment of individual rebounding ability in the NBA.
Journal of quantitative analysis in sports · 2025
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels.
Statistical papers (Berlin, Germany) · 2025 · first author
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines.
Extremes · 2023

All 4 publications

Latest funding

Multivariate models and methods for risk assessment
NSERC · 2024 · Principal investigator
$62,000
Empowering Emerging Research in Mathematics and Statistics: Local GPU Infrastructure Expansion
NSERC · 2024 · Co-investigator
$133,551
How can changing freeze and thaw cycles affect agriculture, infrastructure and society of Canada's north?
SSHRC · 2020 · Co-investigator
$250,000

All 12 grants and awards

4 publications.

01

A Bayesian two-stage framework for lineup-independent assessment of individual rebounding ability in the NBA.

Kiriazis N, Genest C, Leblanc A

Journal of quantitative analysis in sports2025

DOI: 10.1515/jqas-2023-0097 PMID: 41341073

02

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

Genest C, Ouimet F

Statistical papers (Berlin, Germany)2025First author

DOI: 10.1007/s00362-025-01708-8 PMID: 40386351

03

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

Bücher A, Genest C, Lockhart RA, Nešlehová JG

Extremes2023

DOI: 10.1007/s10687-022-00451-9 PMID: 36751468

04

Rank-based methods for modeling dependence between loss triangles

Côté M-P, Genest C, Abdallah A

European Actuarial Journal201614 citations

DOI: 10.1007/s13385-016-0134-y

Multivariate models and methods for risk assessment

Principal investigatorNSERC2024Discovery Grants Program - Individual

Principal investigators: Genest, Christian

Keywords: copula models; dependent risks; discrete data; empirical processes; extreme-value theory; hierarchical structures; multivariate analysis; nonparametric methods; rank-based inference; spatial statistics

$62,000

Empowering Emerging Research in Mathematics and Statistics: Local GPU Infrastructure Expansion

Co-investigatorNSERC2024Research Tools and Instruments

Principal investigators: Yang, Archer Yi

Keywords: Bayesian computation; big data analytics; complex networks; computational geometry; high-dimensional statistics; large--scale optimization; machine learning; mathematical image processing; optimal transportation; partial differential equations

$133,551

How can changing freeze and thaw cycles affect agriculture, infrastructure and society of Canada's north?

Co-investigatorSSHRC2020New Frontiers in Research Fund - Exploration

Principal investigators: Nazemi, Alireza

Keywords: Climate change Freeze and thaw Water in porous media Social change Soil stability Built environment Agriculture Traditional knowledge Infrustructure construction, operation and detoration Indigenous communities

$250,000

Stochastic Dependence Modeling

Principal investigatorNSERC2017Canada Research Chairs

Principal investigators: Genest, Christian

Keywords: Copula modeling; dynamic dependence; empirical processes; extremeness; frailty distributions; measures of association; model selection/validation; multivariate discrete data; multivariate time series; rank-based inference.

$800,000

Stochastic Dependence Modeling

Principal investigatorNSERC2017Canada Research Chairs

Principal investigators: Genest, Christian

$200,000

Stochastic Dependence Modeling

Principal investigatorNSERC2017Canada Research Chairs

Principal investigators: Genest, Christian

$400,000

Multivariate risk modeling and applications

Principal investigatorNSERC2016Discovery Grants Program - Individual

Principal investigators: Genest, Christian

$330,000

Computational resources for research in mathematics and statistics

Principal investigatorNSERC2011Research Tools and Instruments - Category 1 (<$150,000)

Principal investigators: Genest, Christian

$35,520

Dependence modeling and inference for multivariate data

Principal investigatorNSERC2011Discovery Grants Program - Individual

Principal investigators: Genest, Christian

$180,000

Stochastic Dependence Modeling

Principal investigatorNSERC2010Canada Research Chairs

Principal investigators: Genest, Christian

Keywords: CRC

$200,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Frequent collaborators

Mathematics and Statistics
Statistics

Co-authors at McGill University, colored by department. Thicker lines mean more shared papers; select anyone to open their profile and their own map.

Alexandre Leblanc

Statistics

1 shared papers, latest 2025

Anas Abdallah

Mathematics and Statistics

1 shared papers, latest 2016

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Paper to mentionMention their NSERC grant from 2024

Subject: Prospective PhD student: empirical processes Dear Professor Genest, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. I read your paper "A Bayesian two-stage framework for lineup-independent assessment of individual rebounding ability in the NBA." (2025), and it connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Multivariate models and methods for risk assessment" (2024), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]