Bruno N. Remillard

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Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
Kilani GhoudiUnited Arab Emirates UniversityVerified email at uaeu.ac.ae
Bouchra R. NasriAssistant professor, Université de MontréalVerified email at umontreal.ca
Sylvain RubenthalerUniversité Nice Sophia Antipolis, laboratoire J. A. DieudonnéVerified email at unice.fr
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestVerified email at inria.fr
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance InstituteVerified email at unige.ch
Anatoliy SwishchukUniversity of CalgaryVerified email at ucalgary.ca
Jean VaillancourtHEC MontrealVerified email at alumni.carleton.ca
Pierre DuchesneProfessor of Statistics, Université de MontréalVerified email at dms.umontreal.ca
Jean-Francois RenaudDépartement de mathématiques, UQAMVerified email at uqam.ca
Jonathan Chávez CasillasUniversity of Rhode IslandVerified email at uri.edu
Robert ElliottResearch Professor, University of South Australia.. Faculty Professor and Emeritus Professor CalgaryVerified email at ucalgary.ca
Ivan GentilUniversité Lyon 1, Institut Camille JordanVerified email at math.univ-lyon1.fr
Peng HuResearch fellow, University of OxfordVerified email at oxford-man.ox.ac.uk
Geneviève GauthierProfesseur, HEC MontréalVerified email at hec.ca

Bruno N. Remillard

Professor, HEC Montreal

Verified email at hec.ca - Homepage

Copula modeling Econometrics Empirical processes Financial Engineering


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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	1721	2009
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	607	2006
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	536	2008
Tests of independence and randomness based on the empirical copula process C Genest, B Rémillard Test 13 (2), 335--370, 2004	366	2004
On Kendall's process P Barbe, C Genest, K Ghoudi, B Rémillard Journal of multivariate analysis 58 (2), 197-229, 1996	270	1996
Testing for equality between two copulas B Rémillard, O Scaillet Journal of Multivariate Analysis 100 (3), 377-386, 2009	258	2009
Statistical Methods for Financial Engineering B Remillard CRC Press, 2013	136	2013
Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence C Genest, JF Quessy, B Rémillard	134	2007
Goodness-of-fit tests for copulas of multivariate time series B Rémillard Econometrics 5 (1), 13, 2017	132	2017
Empirical processes based on pseudo-observations II: the multivariate case K Ghoudi, B Rémillard Fields Institute Communications 44, 381-406, 2004	118	2004
Dependence properties of meta-elliptical distributions B Abdous, C Genest, B Rémillard Statistical modeling and analysis for complex data problems, 1-15, 2005	107	2005
Copula-based semiparametric models for multivariate time series B Rémillard, N Papageorgiou, F Soustra Journal of Multivariate Analysis 110, 30-42, 2012	99	2012
Relating quantiles and expectiles under weighted-symmetry B Abdous, B Rémillard Annals of the Institute of Statistical Mathematics 47 (2), 371-384, 1995	91	1995
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	85	2001
Emprical processes based on pseudo-observations K Ghoudi, B Rémillard Asymptotic Methods in Probability and Statistics, 171-197, 1998	70	1998
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	68	2017
Discussion of: Brownian distance covariance MR Kosorok	68	2009
On the empirical multilinear copula process for count data C Genest, JG Nešlehová, B Rémillard	66	2014
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	57	2006
Replicating the properties of hedge fund returns NA Papageorgiou, B Rémillard, A Hocquard SSRN, 2019	48	2019

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