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Francois Perron
Francois Perron
Professor in probability and statistics, Université de Montréal
Verified email at dms.umontreal.ca
Title
Cited by
Cited by
Year
Optimal Hoeffding bounds for discrete reversible Markov chains
C A. León, F Perron
802004
Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2
R Meyer, B Cai, F Perron
Computational Statistics & Data Analysis 52 (7), 3408-3423, 2008
622008
Metropolis–Hastings algorithms with adaptive proposals
B Cai, R Meyer, F Perron
Statistics and Computing 18, 421-433, 2008
582008
Non-parametric Bayesian inference on bivariate extremes
S Guillotte, F Perron, J Segers
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2011
572011
Minimax estimators of a covariance matrix
F Perron
Journal of multivariate analysis 43 (1), 16-28, 1992
561992
Improving on the MLE of a bounded normal mean
É Marchand, F Perron
Annals of Statistics, 1078-1093, 2001
522001
Estimation of variance based on a ranked set sample
F Perron, BK Sinha
Journal of statistical planning and inference 120 (1-2), 21-28, 2004
442004
Bayesian nonparametric modeling using mixtures of triangular distributions
F Perron, K Mengersen
Biometrics 57 (2), 518-528, 2001
402001
On the best equivariant estimator of mean of a multivariate normal population
F Perron, NC Giri
Journal of multivariate analysis 32 (1), 1-16, 1990
361990
Improving on the independent Metropolis-Hastings algorithm
YF Atchadé, F Perron
Statistica Sinica, 3-18, 2005
332005
On the minimax estimator of a bounded normal mean
É Marchand, F Perron
Statistics & probability letters 58 (4), 327-333, 2002
322002
Random selection in ranked set sampling and its applications
D Li, BK Sinha, F Perron
Journal of Statistical Planning and Inference 76 (1-2), 185-201, 1999
271999
On the geometric ergodicity of Metropolis-Hastings algorithms
YF Atchadé, F Perron
Statistics 41 (1), 77-84, 2007
262007
Equivariant estimators of the covariance matrix
F Perron
The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 179-182, 1990
211990
Equivariant estimators of the covariance matrix
F Perron
The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 179-182, 1990
211990
Improving on the mle of a bounded location parameter for spherical distributions
É Marchand, F Perron
Journal of Multivariate Analysis 92 (2), 227-238, 2005
202005
Extremal properties of sums of Bernoulli random variables
CA León, F Perron
Statistics & probability letters 62 (4), 345-354, 2003
202003
On sums of products of Bernoulli variables and random permutations
A Joffe, É Marchand, F Perron, P Popadiuk
Journal of Theoretical Probability 17 (1), 285-292, 2004
192004
A Bayesian estimator for the dependence function of a bivariate extreme‐value distribution
S Guillotte, F Perron
Canadian Journal of Statistics 36 (3), 383-396, 2008
162008
Beyond accept-reject sampling
F Perron
Biometrika 86 (4), 803-813, 1999
151999
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