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Bruno Remillard

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This is information that was supplied by Bruno Remillard in registering through RePEc. If you are Bruno Remillard , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Bruno
Middle Name:
Last Name: Remillard
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RePEc Short-ID: pre14

Email:
Homepage: http://www.hec.ca/pages/bruno.remillard/
Postal Address: Service de l'enseignement des méthodes quantitatives de gestion École des Hautes Études Commerciales 3000, chemin de la Côte-Sainte-Catherine Mo
Phone: (514) 340-6794

Affiliation

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Pierre Del Moral & Peng Hu & Nadia Oudjane & Bruno Rémillard, 2010. "On the Robustness of the Snell envelope," Working Papers inria-00487103, HAL.
  2. Bruno Rémillard & Olivier Scaillet, 2006. "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series 07-24, Swiss Finance Institute.
  3. Michael A. Kouritzin & Bruno Remillard, 2000. "Explicit Strong Solutions Of Multidimensional Stochastic Differential Equations," RePAd Working Paper Series lrsp-TRS368, Département des sciences administratives, UQO.

Articles

  1. Genest, Christian & Rémillard, Bruno & Beaudoin, David, 2009. "Goodness-of-fit tests for copulas: A review and a power study," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 199-213, April.
  2. Rémillard, Bruno & Scaillet, Olivier, 2009. "Testing for equality between two copulas," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 377-386, March.
  3. Genest, Christian & Ghoudi, Kilani & Remillard, Bruno, 2007. "Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1363-1376, December.
  4. Genest, Christian & Quessy, Jean-François & Rémillard, Bruno, 2006. "On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 10-18, January.
  5. Christian Genest & Jean-François Quessy & Bruno Rémillard, 2006. "Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 33(2), pages 337-366.
  6. Genest, Christian & Quessy, Jean-François & Rémillard, Bruno, 2006. "Local efficiency of a Cramer-von Mises test of independence," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 274-294, January.
  7. Christian Genest & Bruno Rémillard, 2004. "Test of independence and randomness based on the empirical copula process," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(2), pages 335-369, December.
  8. Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno, 2001. "A Nonparametric Test of Serial Independence for Time Series and Residuals," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 191-218, November.
  9. Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno, 1996. "A note on tightness," Statistics & Probability Letters, Elsevier, vol. 27(4), pages 331-339, May.
  10. Barbe, Philippe & Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno, 1996. "On Kendall's Process," Journal of Multivariate Analysis, Elsevier, vol. 58(2), pages 197-229, August.
  11. Belkacem Abdous & Bruno Remillard, 1995. "Relating quantiles and expectiles under weighted-symmetry," Annals of the Institute of Statistical Mathematics, Springer, vol. 47(2), pages 371-384, June.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2011-02-12 Author is listed
  2. NEP-ORE: Operations Research (1) 2011-02-12 Author is listed

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