Details about Bruno Remillard
Access statistics for papers by Bruno Remillard.
Last updated 2012-11-04. Update your information in the RePEc Author Service.
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- A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing
- On the Robustness of the Snell envelope
Working Papers, HAL
- Testing For Equality Between Two Copulas
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
See also Journal Article in Journal of Multivariate Analysis (2009)
- EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS
RePAd Working Paper Series, Département des sciences administratives, UQO
- Goodness-of-fit tests for copulas: A review and a power study
Insurance: Mathematics and Economics, 2009, 44, (2), 199-213 View citations (30)
- Testing for equality between two copulas
Journal of Multivariate Analysis, 2009, 100, (3), 377-386 View citations (5)
See also Working Paper (2006)
- Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
Journal of the American Statistical Association, 2007, 102, 1363-1376
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
Scandinavian Journal of Statistics, 2006, 33, (2), 337-366 View citations (34)
- Local efficiency of a Cramer-von Mises test of independence
Journal of Multivariate Analysis, 2006, 97, (1), 274-294
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model
Statistics & Probability Letters, 2006, 76, (1), 10-18 View citations (3)
- Test of independence and randomness based on the empirical copula process
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2004, 13, (2), 335-369 View citations (1)
- A Nonparametric Test of Serial Independence for Time Series and Residuals
Journal of Multivariate Analysis, 2001, 79, (2), 191-218 View citations (5)
- A note on tightness
Statistics & Probability Letters, 1996, 27, (4), 331-339 View citations (1)
- On Kendall's Process
Journal of Multivariate Analysis, 1996, 58, (2), 197-229 View citations (8)
- Relating quantiles and expectiles under weighted-symmetry
Annals of the Institute of Statistical Mathematics, 1995, 47, (2), 371-384 View citations (1)
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