François Perron

Available identifiers

zbMath Open perron.francoisMaRDI QIDQ247521

List of research outcomes

Publication	Date of Publication	Type
Non-Parametric Bayesian Inference on Bivariate Extremes	2019-04-30	Paper
On estimating a bounded normal mean with applications to predictive density estimation	2017-05-16	Paper
Counts of Bernoulli success strings in a multivariate framework	2016-10-31	Paper
Polynomial Pickands functions	2016-02-22	Paper
Contributed discussion on article by Müller and Mitra	2016-02-02	Paper
On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays	2014-09-22	Paper
On the use of antithetic variables to improve over the ranked set sampling estimator of the population mean	2013-07-18	Paper
Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling	2012-12-27	Paper
Bayesian estimation of a bivariate copula using the Jeffreys prior	2012-05-28	Paper
https://portal.mardi4nfdi.de/entity/Q3580531	2010-08-13	Paper
Estimating a bounded parameter for symmetric distributions	2009-10-13	Paper
Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2	2009-06-12	Paper
A bayesian estimator for the dependence function of a bivariate extreme‐value distribution	2009-01-15	Paper
On the geometric ergodicity of Metropolis-Hastings algorithms	2007-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q4660411	2005-03-21	Paper
Improving on the mle of a bounded location parameter for spherical distributions	2005-02-23	Paper
Optimal Hoeffding bounds for discrete reversible Markov chains.	2004-09-15	Paper
On sums of products of Bernoulli variables and random permutations	2004-08-06	Paper
Extremal properties of sums of Bernoulli random variables.	2004-02-14	Paper
Estimation of variance based on a ranked set sample.	2004-02-03	Paper
On the minimax estimator of a bounded normal mean.	2003-05-07	Paper
Improving on the MLE of a bounded normal mean.	2002-11-14	Paper
Random selection in ranked set sampling and its applications	2000-10-18	Paper
Beyond accept-reject sampling	2000-08-21	Paper
On a conjecture of Krishnamoorthy and Gupta	1997-11-09	Paper
Estimation of a mean vector in a two-sample problem	1993-12-06	Paper
https://portal.mardi4nfdi.de/entity/Q4203572	1993-09-07	Paper
Monotonic minimax estimators of a 2×2 covariance matrix	1993-05-16	Paper
Minimax estimators of a covariance matrix	1993-01-17	Paper
Best equivariant estimation in curved covariance models	1992-09-26	Paper
Testing independence with additional information	1991-01-01	Paper
On the best equivariant estimator of mean of a multivariate normal population	1990-01-01	Paper
Equivariant estimators of the covariance matrix	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3476134	1989-01-01	Paper
Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I	1988-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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