| Optimal Hoeffding bounds for discrete reversible Markov chains C A. León, F Perron | 80 | 2004 |
| 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 | 62 | 2008 |
| Metropolis–Hastings algorithms with adaptive proposals B Cai, R Meyer, F Perron Statistics and Computing 18, 421-433, 2008 | 58 | 2008 |
| Non-parametric Bayesian inference on bivariate extremes S Guillotte, F Perron, J Segers Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2011 | 57 | 2011 |
| Minimax estimators of a covariance matrix F Perron Journal of multivariate analysis 43 (1), 16-28, 1992 | 56 | 1992 |
| Improving on the MLE of a bounded normal mean É Marchand, F Perron Annals of Statistics, 1078-1093, 2001 | 52 | 2001 |
| 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 | 44 | 2004 |
| Bayesian nonparametric modeling using mixtures of triangular distributions F Perron, K Mengersen Biometrics 57 (2), 518-528, 2001 | 41 | 2001 |
| 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 | 36 | 1990 |
| Improving on the independent Metropolis-Hastings algorithm YF Atchadé, F Perron Statistica Sinica, 3-18, 2005 | 33 | 2005 |
| On the minimax estimator of a bounded normal mean É Marchand, F Perron Statistics & probability letters 58 (4), 327-333, 2002 | 32 | 2002 |
| 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 | 27 | 1999 |
| On the geometric ergodicity of Metropolis-Hastings algorithms YF Atchadé, F Perron Statistics 41 (1), 77-84, 2007 | 26 | 2007 |
| Equivariant estimators of the covariance matrix F Perron The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 179-182, 1990 | 21 | 1990 |
| Equivariant estimators of the covariance matrix F Perron The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 179-182, 1990 | 21 | 1990 |
| 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 | 20 | 2005 |
| Extremal properties of sums of Bernoulli random variables CA León, F Perron Statistics & probability letters 62 (4), 345-354, 2003 | 20 | 2003 |
| 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 | 19 | 2004 |
| 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 | 16 | 2008 |
| Beyond accept-reject sampling F Perron Biometrika 86 (4), 803-813, 1999 | 15 | 1999 |
