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Bruno N. Remillard
Bruno N. Remillard
Professor, HEC Montreal
Adresse e-mail validée de hec.ca - Page d'accueil
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Goodness-of-fit tests for copulas: A review and a power study
C Genest, B Rémillard, D Beaudoin
Insurance: Mathematics and economics 44 (2), 199-213, 2009
17182009
Goodness‐of‐fit procedures for copula models based on the probability integral transformation
C Genest, JF Quessy, B Rémillard
Scandinavian Journal of Statistics 33 (2), 337-366, 2006
6052006
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
C Genest, B Rémillard
Annales de l'IHP Probabilités et statistiques 44 (6), 1096-1127, 2008
5352008
Tests of independence and randomness based on the empirical copula process
C Genest, B Rémillard
Test 13 (2), 335--370, 2004
3652004
On Kendall's process
P Barbe, C Genest, K Ghoudi, B Rémillard
Journal of multivariate analysis 58 (2), 197-229, 1996
2661996
Testing for equality between two copulas
B Rémillard, O Scaillet
Journal of Multivariate Analysis 100 (3), 377-386, 2009
2562009
Statistical Methods for Financial Engineering
B Remillard
CRC Press, 2013
1352013
Goodness-of-fit tests for copulas of multivariate time series
B Rémillard
Econometrics 5 (1), 13, 2017
1322017
Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence
C Genest, JF Quessy, B Rémillard
1322007
Empirical processes based on pseudo-observations II: the multivariate case
K Ghoudi, B Rémillard
Fields Institute Communications 44, 381-406, 2004
1182004
Dependence properties of meta-elliptical distributions
B Abdous, C Genest, B Rémillard
Statistical modeling and analysis for complex data problems, 1-15, 2005
1072005
Copula-based semiparametric models for multivariate time series
B Rémillard, N Papageorgiou, F Soustra
Journal of Multivariate Analysis 110, 30-42, 2012
992012
Relating quantiles and expectiles under weighted-symmetry
B Abdous, B Rémillard
Annals of the Institute of Statistical Mathematics 47 (2), 371-384, 1995
901995
A nonparametric test of serial independence for time series and residuals
K Ghoudi, RJ Kulperger, B Rémillard
Journal of Multivariate Analysis 79 (2), 191-218, 2001
842001
Emprical processes based on pseudo-observations
K Ghoudi, B Rémillard
Asymptotic Methods in Probability and Statistics, 171-197, 1998
701998
Discussion of: Brownian distance covariance
MR Kosorok
682009
Asymptotic behavior of the empirical multilinear copula process under broad conditions
C Genest, JG Nešlehová, B Rémillard
Journal of Multivariate Analysis 159, 82-110, 2017
672017
On the empirical multilinear copula process for count data
C Genest, JG Nešlehová, B Rémillard
652014
Local efficiency of a Cramér–von Mises test of independence
C Genest, JF Quessy, B Rémillard
Journal of Multivariate Analysis 97 (1), 274-294, 2006
552006
Replicating the properties of hedge fund returns
NA Papageorgiou, B Rémillard, A Hocquard
SSRN, 2019
482019
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