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researcher

Rémy Chicheportiche

12 papers hereh-index 10301 citations16 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author9
  • middle author2

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • q-fin.ST7
  • physics.data-an2
  • q-fin.RM1
  • q-fin.TR1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20102016
most citedThe joint distribution of stock returns is not elliptical

53 citations · 273 across the 11 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

q-fin.ST2011★ 33 cited

Goodness-of-Fit tests with Dependent Observations

Remy Chicheportiche, Jean-Philippe Bouchaud

We revisit the Kolmogorov-Smirnov and Cramér-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variable…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.