98 citations · 165 across the 4 of their papers we have counts for
5 papers
Combining losing games into a winning game
Bruno Rémillard, Jean Vaillancourt
Parrondo's paradox is extended to regime switching random walks in random environments. The paradoxical behavior of the resulting random walk is explained by the effect of the rand…
On the empirical multilinear copula process for count data
Christian Genest, Johanna G. Nešlehová, Bruno Rémillard
Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula…
Discussion of: Brownian distance covariance
Bruno Rémillard
Discussion on "Brownian distance covariance" by Gábor J. Székely and Maria L. Rizzo [arXiv:1010.0297]
Asymptotic local efficiency of Cramér--von Mises tests for multivariate independence
Christian Genest, Jean-François Quessy, Bruno Rémillard
Deheuvels [J. Multivariate Anal. 11 (1981) 102--113] and Genest and Rémillard [Test 13 (2004) 335--369] have shown that powerful rank tests of multivariate independence can be base…
Malliavin calculus and Clark-Ocone formula for functionals of a square-integrable Lévy process
Jean-François Renaud, Bruno Rémillard
In this paper, we construct a Malliavin derivative for functionals of square-integrable Lévy processes and derive a Clark-Ocone formula. The Malliavin derivative is defined via cha…