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Bruno Remillard

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Personal Details

First Name:Bruno
Middle Name:
Last Name:Remillard
Suffix:
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
Location: Montréal, Canada
Homepage: http://www.hec.ca/
Email:
Phone:
Fax:
Postal: 3000, Chemin de la Côte-Sainte-Catherine, Montréal, Québec, H3T 2A7
Handle: RePEc:edi:hecmtca (more details at EDIRC)
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  1. Chantal Labb\'e & Bruno R\'emillard & Jean-Fran\c{c}ois Renaud, 2010. "A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing," Papers 1011.3247, arXiv.org.
  2. Pierre Del Moral & Peng Hu & Nadia Oudjane & Bruno Rémillard, 2010. "On the Robustness of the Snell envelope," Working Papers inria-00487103, HAL.
  3. Bruno Rémillard & Olivier Scaillet, 2006. "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series 07-24, Swiss Finance Institute.
  4. 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.
  1. Rémillard, Bruno & Scaillet, Olivier, 2009. "Testing for equality between two copulas," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 377-386, March.
  2. 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.
  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. 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.
  5. 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.
  6. 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.
  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. 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.
  10. Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno, 1996. "A note on tightness," Statistics & Probability Letters, Elsevier, vol. 27(4), pages 331-339, May.
  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.
2 papers by this author were 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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