They were brothers. Their brother was also the sculptor Raymond
Duchamp-Villon.
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Dorothee Schmit has written:
'Jacques Villon (1875-1963)' -- subject(s): Criticism and
interpretation
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Marcel Duchamp technically had seven siblings, but he was
directly related and influenced by his two older brothers Jacques
Villon and Raymond Duchamp-Villon, as well as his sister and
childhood playmate Suzanne Duchamp-Crotti.