Edit Profile (opens in new tab) Rémillard, Bruno N. Compute Distance To: Compute Author ID: remillard.bruno-n Published as: Rémillard, Bruno; Remillard, Bruno; Rémillard, Bruno N.; Remillard, B.; Rémillard, B. more...less Documents Indexed: 68 Publications since 1986, including 1 Book 2 Contributions as Editor Co-Authors: 45 Co-Authors with 65 Joint Publications 862 Co-Co-Authors all top 5 Co-Authors 5 single-authored 16 Genest, Christian 11 Ghoudi, Kilani 7 Theodorescu, Radu 6 Nasri, Bouchra R. 6 Quessy, Jean-François 5 Nešlehová, Johanna G. 4 Lee, Tzong-Yow 3 Abdous, Belkacem 3 Del Moral, Pierre 3 Papageorgiou, Nicolas 3 Vaillancourt, Jean 2 Bouezmarni, Taoufik 2 Dawson, Donald Andrew 2 Duchesne, Pierre 2 Hocquard, Alexandre 2 Reischer, Corina 2 Renaud, Jean-François 2 Rubenthaler, Sylvain 2 Simard, Clarence 1 Bahraoui, Tarik 1 Barbe, Philippe 1 Beaudoin, David 1 Ben-Ameur, Hatem 1 Bishop, Adrian N. 1 Chavez-Casillas, Jonathan A. 1 Chérif, Rim 1 Dupuis, Debbie J. 1 Elliott, Robert James 1 Gentil, Ivan 1 Helmes, Kurt L. 1 Hu, Peng 1 Jacques, Christiane 1 Kamatani, Kengo 1 Kouritzin, Michael A. 1 Kulperger, Reg J. 1 Langlois, Hugues 1 Murphy, O. A. 1 N’Zi, Modeste 1 Oudjane, Nadia 1 Plante, Jean-François 1 Scaillet, Olivier 1 Soustra, Frédéric 1 Swishchuk, Anatoliy 1 Szyszkowicz, Barbara 1 Thioub, Mamadou Y. all top 5 Serials 11 Journal of Multivariate Analysis 5 The Canadian Journal of Statistics 4 Statistics & Probability Letters 3 Quantitative Finance 2 The Annals of Probability 2 Comptes Rendus Mathématiques de l’Académie des Sciences 2 Statistics & Decisions 2 Test 2 Bernoulli 2 Methodology and Computing in Applied Probability 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Biometrika 1 Bulletin des Sciences Mathématiques. Deuxième Série 1 Canadian Mathematical Bulletin 1 Information Sciences 1 Journal of the American Statistical Association 1 Insurance Mathematics & Economics 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 Statistical Science 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Statistics and Data Analysis 1 Proceedings of the Romanian Academy. Series A: Mathematics, Physics, Technical Sciences, Information Science 1 The Annals of Applied Statistics 1 Communications on Stochastic Analysis 1 SIAM Journal on Financial Mathematics 1 Dependence Modeling all top 5 Fields 42 Statistics (62-XX) 35 Probability theory and stochastic processes (60-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 2 Partial differential equations (35-XX) 1 History and biography (01-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 54 Publications have been cited 865 times in 554 Documents Cited by ▼ Year ▼ Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, Christian; Rémillard, Bruno; Beaudoin, David 169 2009 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 84 2006 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 75 2004 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044Genest, Christian; Rémillard, Bruno 66 2008 Testing for equality between two copulas. Zbl 1157.62401Rémillard, Bruno; Scaillet, Olivier 65 2009 On Kendall’s process. Zbl 0862.60020Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 51 1996 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 33 2007 A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno 26 2001 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 25 2014 Empirical processes based on pseudo-obervations. II: The multivariate case. Zbl 1079.60024Ghoudi, Kilani; Rémillard, Bruno 24 2004 Copula-based semiparametric models for multivariate time series. Zbl 1281.62136Rémillard, Bruno; Papageorgiou, Nicolas; Soustra, Frédéric 20 2012 Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 19 2006 Relating quantiles and expectiles under weighted-symmetry. Zbl 0833.62013Abdous, Belkacem; Remillard, Bruno 17 1995 Statistical methods for financial engineering. Zbl 1273.91010Rémillard, Bruno 14 2013 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 14 2017 Large deviations for the three-dimensional super-Brownian motion. Zbl 0852.60004Lee, Tzong-Yow; Remillard, Bruno 13 1995 Inference based on the empirical probability generating function for mixtures of Poisson distributions. Zbl 1179.62046Rémillard, Bruno; Theodorescu, Radu 9 2000 Comparison of specification tests for GARCH models. Zbl 06983980Ghoudi, Kilani; Rémillard, Bruno 9 2014 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 9 2007 Empirical processes based on pseudo-observations. Zbl 0959.62044Ghoudi, Kilani; Remillard, Bruno 9 1998 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 9 2013 Tests of serial independence based on Kendall’s process. Zbl 1016.62051Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 7 2002 Discussion of: Brownian distance covariance. Zbl 1454.62178Rémillard, Bruno 7 2009 Large deviations estimates for occupation time integrals of Brownian motion. Zbl 0965.60039Remillard, Bruno 6 2000 Testing for independence in arbitrary distributions. Zbl 07051940Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 6 2019 Serial independence tests for innovations of conditional mean and variance models. Zbl 1390.60085Ghoudi, Kilani; Rémillard, Bruno 6 2018 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2006 Nonparametric weighted symmetry tests. Zbl 1130.62328Abdous, Belkacem; Ghoudi, Kilani; Rémillard, Bruno 5 2003 Diagnostic tests for innovations of ARMA models using empirical processes of residuals. Zbl 1365.62340Ghoudi, Kilani; Rémillard, Bruno 5 2015 Optimal hedging in discrete time. Zbl 1281.91145Rémillard, Bruno; Rubenthaler, Sylvain 5 2013 A limit theorem for Brownian motion in a random scenery. Zbl 0755.60062Remillard, Bruno; Dawson, Donald A. 4 1991 On testing for independence between the innovations of several time series. Zbl 1333.62208Duchesne, Pierre; Ghoudi, Kilani; Rémillard, Bruno 4 2012 On Chung’s law of the iterated logarithm for some stochastic integrals. Zbl 0840.60030Rémillard, Bruno 4 1994 Semi-parametric copula-based models under non-stationarity. Zbl 1422.62189Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik 3 2019 On one-dimensional Riccati diffusions. Zbl 1466.60115Bishop, A. N.; Del Moral, P.; Kamatani, K.; Rémillard, B. 3 2019 Copula-based dynamic models for multivariate time series. Zbl 1420.62391Nasri, Bouchra R.; Rémillard, Bruno N. 3 2019 Monte Carlo approximations of American options that preserve monotonicity and convexity. Zbl 1247.91197Del Moral, Pierre; Rémillard, Bruno; Rubenthaler, Sylvain 3 2012 Estimation of Linnik law parameters. Zbl 0952.62024Jacques, Christiane; Rémillard, Bruno; Theodorescu, Radu 3 1999 On copula-based conditional quantile estimators. Zbl 1380.62178Rémillard, Bruno; Nasri, Bouchra; Bouezmarni, Taoufik 3 2017 A note on tightness. Zbl 0859.60022Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 2 1996 On the robustness of the Snell envelope. Zbl 1238.60048Del Moral, Pierre; Hu, Peng; Oudjane, Nadia; Rémillard, Bruno 2 2011 Optimal hedging of American options in discrete time. Zbl 1247.91201Rémillard, Bruno; Hocquard, Alexandre; Langlois, Hugues; Papageorgiou, Nicolas 2 2012 Laws of the iterated logarithm and large deviations for a class of diffusion processes. Zbl 0694.60025Remillard, Bruno; Dawson, Donald A. 2 1989 Explicit martingale representations for Brownian functionals and applications to option hedging. Zbl 1138.60041Renaud, Jean-François; Rémillard, Bruno 2 2007 Forecasting time series with multivariate copulas. Zbl 1328.62546Simard, Clarence; Rémillard, Bruno 2 2015 A martingale representation for the maximum of a Lévy process. Zbl 1331.60075Rémillard, Bruno; Renaud, Jean-François 2 2011 Between Strassen and Chung normalizations for Lévy’s area process. Zbl 0897.60037N’zi, Modeste; Rémillard, Bruno; Theodorescu, Radu 1 1998 Occupation times in systems of null recurrent Markov processes. Zbl 0792.60027Lee, Tzong-Yow; Remillard, Bruno 1 1994 A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V. 1 2019 On explicit local solutions of Itô diffusions. Zbl 1478.60178Kouritzin, Michael A.; Rémillard, Bruno 1 2019 Asymptotic behaviour of the Laplace transform of weighted occupation times of random walks and applications. Zbl 0746.60027Rémillard, Bruno 1 1990 On signed measure valued solutions of stochastic evolution equations. Zbl 1426.76115Rémillard, Bruno; Vaillancourt, Jean 1 2014 The payoff distribution model: an application to dynamic portfolio insurance. Zbl 1398.91523Hocquard, Alexandre; Papageorgiou, Nicolas; Remillard, Bruno 1 2015 Goodness-of-fit for regime-switching copula models with application to option pricing. Zbl 07194129Nasri, Bouchra R.; Rémillard, Bruno N.; Thioub, Mamadou Y. 1 2020 Goodness-of-fit for regime-switching copula models with application to option pricing. Zbl 07194129Nasri, Bouchra R.; Rémillard, Bruno N.; Thioub, Mamadou Y. 1 2020 Testing for independence in arbitrary distributions. Zbl 07051940Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A. 6 2019 Semi-parametric copula-based models under non-stationarity. Zbl 1422.62189Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik 3 2019 On one-dimensional Riccati diffusions. Zbl 1466.60115Bishop, A. N.; Del Moral, P.; Kamatani, K.; Rémillard, B. 3 2019 Copula-based dynamic models for multivariate time series. Zbl 1420.62391Nasri, Bouchra R.; Rémillard, Bruno N. 3 2019 A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V. 1 2019 On explicit local solutions of Itô diffusions. Zbl 1478.60178Kouritzin, Michael A.; Rémillard, Bruno 1 2019 Serial independence tests for innovations of conditional mean and variance models. Zbl 1390.60085Ghoudi, Kilani; Rémillard, Bruno 6 2018 Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 14 2017 On copula-based conditional quantile estimators. Zbl 1380.62178Rémillard, Bruno; Nasri, Bouchra; Bouezmarni, Taoufik 3 2017 Diagnostic tests for innovations of ARMA models using empirical processes of residuals. Zbl 1365.62340Ghoudi, Kilani; Rémillard, Bruno 5 2015 Forecasting time series with multivariate copulas. Zbl 1328.62546Simard, Clarence; Rémillard, Bruno 2 2015 The payoff distribution model: an application to dynamic portfolio insurance. Zbl 1398.91523Hocquard, Alexandre; Papageorgiou, Nicolas; Remillard, Bruno 1 2015 On the empirical multilinear copula process for count data. Zbl 1365.62221Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 25 2014 Comparison of specification tests for GARCH models. Zbl 06983980Ghoudi, Kilani; Rémillard, Bruno 9 2014 On signed measure valued solutions of stochastic evolution equations. Zbl 1426.76115Rémillard, Bruno; Vaillancourt, Jean 1 2014 Statistical methods for financial engineering. Zbl 1273.91010Rémillard, Bruno 14 2013 On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno 9 2013 Optimal hedging in discrete time. Zbl 1281.91145Rémillard, Bruno; Rubenthaler, Sylvain 5 2013 Copula-based semiparametric models for multivariate time series. Zbl 1281.62136Rémillard, Bruno; Papageorgiou, Nicolas; Soustra, Frédéric 20 2012 On testing for independence between the innovations of several time series. Zbl 1333.62208Duchesne, Pierre; Ghoudi, Kilani; Rémillard, Bruno 4 2012 Monte Carlo approximations of American options that preserve monotonicity and convexity. Zbl 1247.91197Del Moral, Pierre; Rémillard, Bruno; Rubenthaler, Sylvain 3 2012 Optimal hedging of American options in discrete time. Zbl 1247.91201Rémillard, Bruno; Hocquard, Alexandre; Langlois, Hugues; Papageorgiou, Nicolas 2 2012 On the robustness of the Snell envelope. Zbl 1238.60048Del Moral, Pierre; Hu, Peng; Oudjane, Nadia; Rémillard, Bruno 2 2011 A martingale representation for the maximum of a Lévy process. Zbl 1331.60075Rémillard, Bruno; Renaud, Jean-François 2 2011 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416Genest, Christian; Rémillard, Bruno; Beaudoin, David 169 2009 Testing for equality between two copulas. Zbl 1157.62401Rémillard, Bruno; Scaillet, Olivier 65 2009 Discussion of: Brownian distance covariance. Zbl 1454.62178Rémillard, Bruno 7 2009 Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044Genest, Christian; Rémillard, Bruno 66 2008 Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 33 2007 Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 9 2007 Explicit martingale representations for Brownian functionals and applications to option hedging. Zbl 1138.60041Renaud, Jean-François; Rémillard, Bruno 2 2007 Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 84 2006 Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 19 2006 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 6 2006 Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039Genest, Christian; Rémillard, Bruno 75 2004 Empirical processes based on pseudo-obervations. II: The multivariate case. Zbl 1079.60024Ghoudi, Kilani; Rémillard, Bruno 24 2004 Nonparametric weighted symmetry tests. Zbl 1130.62328Abdous, Belkacem; Ghoudi, Kilani; Rémillard, Bruno 5 2003 Tests of serial independence based on Kendall’s process. Zbl 1016.62051Genest, Christian; Quessy, Jean-François; Rémillard, Bruno 7 2002 A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno 26 2001 Inference based on the empirical probability generating function for mixtures of Poisson distributions. Zbl 1179.62046Rémillard, Bruno; Theodorescu, Radu 9 2000 Large deviations estimates for occupation time integrals of Brownian motion. Zbl 0965.60039Remillard, Bruno 6 2000 Estimation of Linnik law parameters. Zbl 0952.62024Jacques, Christiane; Rémillard, Bruno; Theodorescu, Radu 3 1999 Empirical processes based on pseudo-observations. Zbl 0959.62044Ghoudi, Kilani; Remillard, Bruno 9 1998 Between Strassen and Chung normalizations for Lévy’s area process. Zbl 0897.60037N’zi, Modeste; Rémillard, Bruno; Theodorescu, Radu 1 1998 On Kendall’s process. Zbl 0862.60020Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 51 1996 A note on tightness. Zbl 0859.60022Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno 2 1996 Relating quantiles and expectiles under weighted-symmetry. Zbl 0833.62013Abdous, Belkacem; Remillard, Bruno 17 1995 Large deviations for the three-dimensional super-Brownian motion. Zbl 0852.60004Lee, Tzong-Yow; Remillard, Bruno 13 1995 On Chung’s law of the iterated logarithm for some stochastic integrals. Zbl 0840.60030Rémillard, Bruno 4 1994 Occupation times in systems of null recurrent Markov processes. Zbl 0792.60027Lee, Tzong-Yow; Remillard, Bruno 1 1994 A limit theorem for Brownian motion in a random scenery. Zbl 0755.60062Remillard, Bruno; Dawson, Donald A. 4 1991 Asymptotic behaviour of the Laplace transform of weighted occupation times of random walks and applications. Zbl 0746.60027Rémillard, Bruno 1 1990 Laws of the iterated logarithm and large deviations for a class of diffusion processes. Zbl 0694.60025Remillard, Bruno; Dawson, Donald A. 2 1989 all cited Publications top 5 cited Publications all top 5 Cited by 796 Authors 32 Genest, Christian 27 Rémillard, Bruno N. 22 Quessy, Jean-François 19 Bücher, Axel 18 Kojadinovic, Ivan 16 Nešlehová, Johanna G. 15 Bouzebda, Salim 11 Durante, Fabrizio 11 Meintanis, Simos G. 11 Segers, Johan 8 Hofert, Marius 8 Yan, Jun 7 Fermanian, Jean-David 7 Jiménez-Gamero, María Dolores 6 Ghoudi, Kilani 6 Okhrin, Ostap 6 Schmid, Friedrich 5 Bouezmarni, Taoufik 5 Dette, Holger 5 Gijbels, Irène 5 Girard, Stéphane 5 Lafaye de Micheaux, Pierre 5 Mesfioui, Mhamed 5 Nasri, Bouchra R. 5 Rivest, Louis-Paul 5 Zari, Tarek 4 Bahraoui, Tarik 4 Berghaus, Betina Hedwig 4 Godin, Frédéric 4 Hušková, Marie 4 Jaworski, Piotr 4 Kim, Daeyoung 4 Laksaci, Ali 4 Min, Aleksey 4 Neumeyer, Natalie 4 Nikoloulopoulos, Aristidis K. 4 Omelka, Marek 4 Schepsmeier, Ulf 4 Seo, Juwon 4 Stupfler, Gilles 4 Trutschnig, Wolfgang 4 Volgushev, Stanislav 3 Beare, Brendan K. 3 Ben Ghorbal, Noomen 3 Chen, Xia 3 Côté, Marie-Pier 3 Daouia, Abdelaati 3 Deuschel, Jean-Dominique 3 Di Bernardino, Elena 3 Di Lascio, F. Marta L. 3 Emura, Takeshi 3 Fernández-Sánchez, Juan 3 González-Barrios, José María 3 Hudecová, Šárka 3 Joe, Harry 3 Lee, Sangyeol 3 Lee, Tzong-Yow 3 Liebscher, Eckhard 3 Lopez, Olivier 3 Masiello, Esterina 3 McNeil, Alexander J. 3 Nagler, Thomas 3 Plante, Jean-François 3 Rezapour, Mohsen 3 Ruppert, Martin 3 Silvapulle, Mervyn Joseph 3 Tjøstheim, Dag B. 3 Toupin, Marie-Hélène 3 Valdez, Emiliano A. 3 Wei, Zheng 3 Weiß, Gregor N. F. 2 Abdous, Belkacem 2 Acar, Elif F. 2 Ahn, Jae Youn 2 Almanjahie, Ibrahim Mufrah 2 Astola, Jaakko T. 2 Augustyniak, Maciej 2 Bagnato, Luca 2 Berentsen, Geir Drage 2 Bilodeau, Martin 2 Böttcher, Björn 2 Brechmann, Eike Christian 2 Cai, Zongwu 2 Carfagnini, Marco 2 Chen, Xiaohong 2 Craiu, Radu V. 2 Czado, Claudia 2 De Schepper, Ann 2 Del Moral, Pierre 2 Derumigny, Alexis 2 Díaz Hernández, Adán 2 Eling, Martin 2 Fang, Rui 2 Farooq, Muhammad Umar 2 Faugeras, Olivier Paul 2 Forbes, Florence 2 Fougères, Anne-Laure 2 Gaißer, Sandra 2 Ghosh, Indranil 2 Gneiting, Tilmann ...and 696 more Authors all top 5 Cited in 127 Serials 69 Journal of Multivariate Analysis 28 Computational Statistics and Data Analysis 24 Insurance Mathematics & Economics 22 Statistics & Probability Letters 17 Bernoulli 17 Dependence Modeling 16 The Canadian Journal of Statistics 13 Journal of Statistical Planning and Inference 13 Journal of Statistical Computation and Simulation 12 Journal of Econometrics 12 Test 12 Quantitative Finance 11 Communications in Statistics. Theory and Methods 10 Journal of Nonparametric Statistics 10 Methodology and Computing in Applied Probability 9 Scandinavian Journal of Statistics 9 Mathematical Methods of Statistics 8 The Annals of Statistics 8 Statistical Papers 8 Electronic Journal of Statistics 7 Communications in Statistics. Simulation and Computation 7 European Journal of Operational Research 7 Stochastic Processes and their Applications 7 Statistical Methods and Applications 6 Statistics 6 Econometric Reviews 6 Statistical Methodology 5 The Annals of Probability 5 Journal of Applied Statistics 5 Econometric Theory 4 Annals of the Institute of Statistical Mathematics 4 Journal of the American Statistical Association 4 Journal of Computational and Applied Mathematics 4 Journal of Time Series Analysis 4 Journal of Theoretical Probability 4 Annals of Operations Research 4 Computational Statistics 4 Statistics & Risk Modeling 3 Journal of Mathematical Analysis and Applications 3 Biometrics 3 Kybernetika 3 Journal of Economic Dynamics & Control 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Australian & New Zealand Journal of Statistics 3 Journal of the Korean Statistical Society 2 Metrika 2 Applied Mathematics and Computation 2 Journal of Applied Probability 2 Statistica 2 Probability Theory and Related Fields 2 Statistical Science 2 Applied Mathematical Modelling 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Stochastics and Stochastics Reports 2 Lifetime Data Analysis 2 Extremes 2 Brazilian Journal of Probability and Statistics 2 Scandinavian Actuarial Journal 2 Journal of Systems Science and Complexity 2 Journal of Machine Learning Research (JMLR) 2 ASTIN Bulletin 2 AStA. Advances in Statistical Analysis 2 Science China. Mathematics 2 Journal of Computational and Graphical Statistics 2 Sankhyā. Series A 2 European Actuarial Journal 2 Statistics and Computing 2 Journal of Statistical Distributions and Applications 1 Advances in Applied Probability 1 Computer Methods in Applied Mechanics and Engineering 1 Communications on Pure and Applied Mathematics 1 Mathematical Biosciences 1 Mathematics of Computation 1 Applied Mathematics and Optimization 1 Biometrical Journal 1 Fuzzy Sets and Systems 1 International Statistical Review 1 Mathematics and Computers in Simulation 1 Metron 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Transactions of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Acta Mathematica Hungarica 1 International Journal of Approximate Reasoning 1 Machine Learning 1 Neural Computation 1 Economics Letters 1 The Annals of Applied Probability 1 Potential Analysis 1 Journal of Mathematical Sciences (New York) 1 Statistica Sinica 1 Complexity 1 Electronic Communications in Probability 1 Electronic Research Announcements of the American Mathematical Society 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Computational Geosciences 1 Stochastic Environmental Research and Risk Assessment ...and 27 more Serials all top 5 Cited in 26 Fields 476 Statistics (62-XX) 166 Probability theory and stochastic processes (60-XX) 100 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 45 Numerical analysis (65-XX) 8 Operations research, mathematical programming (90-XX) 6 Partial differential equations (35-XX) 6 Systems theory; control (93-XX) 5 Biology and other natural sciences (92-XX) 4 Geophysics (86-XX) 3 Computer science (68-XX) 3 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year