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Details about Bruno Remillard

E-mail:
Homepage:http://www.hec.ca/pages/bruno.remillard/
Phone:(514) 340-6794
Postal address:Service de l'enseignement des méthodes quantitatives de gestion École des Hautes Études Commerciales 3000, chemin de la Côte-Sainte-Catherine Mo
Workplace:HEC Montréal (École des Hautes Études Commerciales) (HEC Montreal Business School), (more information at EDIRC)

Access statistics for papers by Bruno Remillard.

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

Short-id: pre14


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Working Papers

2010

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

2007

  1. Testing For Equality Between Two Copulas
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (2)
    See also Journal Article in Journal of Multivariate Analysis (2009)

2000

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

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 Downloads View citations (214)
  2. Testing for equality between two copulas
    Journal of Multivariate Analysis, 2009, 100, (3), 377-386 Downloads View citations (33)
    See also Working Paper (2007)

2007

  1. Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
    Journal of the American Statistical Association, 2007, 102, 1363-1376 Downloads View citations (5)

2006

  1. Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation
    Scandinavian Journal of Statistics, 2006, 33, (2), 337-366 Downloads View citations (87)
  2. Local efficiency of a Cramer-von Mises test of independence
    Journal of Multivariate Analysis, 2006, 97, (1), 274-294 Downloads View citations (10)
  3. 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 Downloads View citations (5)

2004

  1. 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 Downloads View citations (15)

2001

  1. A Nonparametric Test of Serial Independence for Time Series and Residuals
    Journal of Multivariate Analysis, 2001, 79, (2), 191-218 Downloads View citations (13)

1996

  1. A note on tightness
    Statistics & Probability Letters, 1996, 27, (4), 331-339 Downloads View citations (1)
  2. On Kendall's Process
    Journal of Multivariate Analysis, 1996, 58, (2), 197-229 Downloads View citations (31)

1995

  1. Relating quantiles and expectiles under weighted-symmetry
    Annals of the Institute of Statistical Mathematics, 1995, 47, (2), 371-384 Downloads View citations (13)
 
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