Rémillard, Bruno

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Articles (24)

• Rémillard, Bruno, Nešlehová, Johanna G., Genest, Christian. On the empirical multilinear copula process for count data. Bernoulli 2014. 20:1344-1371
• Rémillard, Bruno, Ghoudi, Kilani, Duchesne, Pierre. On testing for independence between the innovations of several time series. Canadian Journal of Statistics 2012. 40:447-479
• Remillard, Bruno, Rémillard, Bruno. Discussion of: Brownian distance covariance. The Annals of Applied Statistics 2009. 3:1295-1298
• Remillard, Bruno, Genest, Christian, Rémillard, Bruno, Beaudoin, David. Goodness-of-fit tests for copulas: A review and a power study. Insurance: Mathematics & Economics 2009. 44:199-213
• Remillard, Bruno, Rémillard, Bruno. Discussion of: Brownian distance covariance. The Annals of Applied Statistics 2009. 3:1295-1298
• Remillard, Bruno, Rémillard, Bruno, Scaillet, Olivier. Testing for equality between two copulas. Journal of Multivariate Analysis 2009. 100:377-386
• Remillard, Bruno, Genest, Christian, Rémillard, Bruno. Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 2008. 44:1096-1127
• Remillard, Bruno, Gentil, Ivan, Rémillard, Bruno. Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations. Advances in Applied Probability 2008. 40:454-472
• Genest, Christian, Ghoudi, Kilani, Rémillard, Bruno. Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test. Journal of the American Statistical Association 2007. 102:1363-1376
• Quessy, Jean-Francois, Remillard, Bruno, Genest, Christian, Quessy, Jean-François, Rémillard, Bruno. Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence. The Annals of Statistics 2007. 35:166-191
• Renaud, Jean-Francois, Remillard, Bruno, Renaud, Jean-François, Rémillard, Bruno. Explicit martingale representations for Brownian functionals and applications to option hedging. Stochastic Analysis and Applications 2007. 25:801-820
• Genest, Christian, Quessy, Jean-François, Rémillard, Bruno. Local efficiency of a Cramér-von Mises test of independence. Journal of Multivariate Analysis 2006. 97:274-294
• Quessy, Jean-Francois, Remillard, Bruno, Genest, Christian, Quessy, Jean-François, Rémillard, Bruno. On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Statistics & Probability Letters 2006. 76:10-18
• Genest, Christian, Rémillard, Bruno. Discussion of “Copulas: Tales and facts”, by Thomas Mikosch. Extremes 2006. 9:21-22
• Ghoudi, Kilani, Rémillard, Bruno. Empirical processes based on pseudo-observations II: The multivariate case.
• Genest, Christian, Rémillard, Bruno. Tests of independence and randomness based on the empirical copula process. TEST: An official journal of the Spanish Society of Statistics and Operations Research 2004. 13:335-370
• Remillard, Bruno, Abdous, Belkacem, Ghoudi, Kilani, Rémillard, Bruno. Nonparametric weighted symmetry tests. Canadian Journal of Statistics 2003. 31:357-381
• Quessy, Jean-Francois, Remillard, Bruno, Genest, Christian, Quessy, Jean-François, Rémillard, Bruno. Tests of serial independence based on Kendall's process. Canadian Journal of Statistics 2002. 30:441-461
• Remillard, Bruno, Ghoudi, Kilani, Kulperger, Reg J., Rémillard, Bruno. A nonparametric test of serial independence for time series and residuals. Journal of Multivariate Analysis 2001. 79:191-218
• Remillard, Bruno, Jacques, Christiane, Rémillard, Bruno, Theodorescu, Radu. Estimation of Linnik law parameters. Statistics & Decisions 1999. 17:213-235
• Remillard, Bruno, N'Zi, Modeste, Rémillard, Bruno, Theodorescu, Radu. Between Strassen and Chung normalizations for Lévy's area process. Bernoulli 1998. 4:115-125
• Remillard, Bruno, Genest, Christian, Ghoudi, Kilani, Rémillard, Bruno. A note on tightness. Statistics & Probability Letters 1996. 27:331-339
• Remillard, Bruno, Barbe, Philippe, Genest, Christian, Ghoudi, Kilani, Rémillard, Bruno. On Kendall's process. Journal of Multivariate Analysis 1996. 58:197-229
• Remillard, Bruno, Rémillard, Bruno. On Chung's law of the iterated logarithm for some stochastic integrals. The Annals of Probability 1994. 22:1794-1802