Optimal Hoeffding bounds for discrete reversible Markov chains C A. León, F Perron | 78 | 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 | 57 | 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 | 56 | 2011 |

Minimax estimators of a covariance matrix F Perron Journal of multivariate analysis 43 (1), 16-28, 1992 | 53 | 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 | 40 | 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 | 35 | 2005 |

On the minimax estimator of a bounded normal mean É Marchand, F Perron Statistics & probability letters 58 (4), 327-333, 2002 | 31 | 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 | 24 | 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 |