Details about Bruno Remillard

Access statistics for papers by Bruno Remillard.

Last updated 2012-11-04. Update your information in the RePEc Author Service.

Short-id: pre14

Working Papers

2010

1. A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing
   Papers, arXiv.org View citations (1)
2. On the Robustness of the Snell envelope
   Working Papers, HAL

2007

3. Testing For Equality Between Two Copulas
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
   See also Journal Article Testing for equality between two copulas, Journal of Multivariate Analysis, Elsevier (2009) View citations (59) (2009)

2000

4. EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS
   RePAd Working Paper Series, Département des sciences administratives, UQO

Journal Articles

2009

1. Goodness-of-fit tests for copulas: A review and a power study
   Insurance: Mathematics and Economics, 2009, 44, (2), 199-213 View citations (324)
2. Testing for equality between two copulas
   Journal of Multivariate Analysis, 2009, 100, (3), 377-386 View citations (59)
   See also Working Paper Testing For Equality Between Two Copulas, Swiss Finance Institute Research Paper Series (2007) View citations (2) (2007)

2007

3. Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
   Journal of the American Statistical Association, 2007, 102, 1363-1376 View citations (8)

2006

4. Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation
   Scandinavian Journal of Statistics, 2006, 33, (2), 337-366 View citations (115)
5. Local efficiency of a Cramer-von Mises test of independence
   Journal of Multivariate Analysis, 2006, 97, (1), 274-294 View citations (14)
6. 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 (6)

2004

7. 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 (36)

2001

8. A Nonparametric Test of Serial Independence for Time Series and Residuals
   Journal of Multivariate Analysis, 2001, 79, (2), 191-218 View citations (20)

1996

9. A note on tightness
   Statistics & Probability Letters, 1996, 27, (4), 331-339 View citations (2)
10. On Kendall's Process
    Journal of Multivariate Analysis, 1996, 58, (2), 197-229 View citations (46)

1995

11. Relating quantiles and expectiles under weighted-symmetry
    Annals of the Institute of Statistical Mathematics, 1995, 47, (2), 371-384 View citations (28)