Zobrazeno 1 - 10
of 96
pro vyhledávání: '"Perron, François"'
A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects. The rankings are assumed to be in
Externí odkaz:
http://arxiv.org/abs/1802.03300
Autor:
Guillotte, Simon, Perron, François
Publikováno v:
Bernoulli 2016, Vol. 22, No. 1, 213-241
Pickands dependence functions characterize bivariate extreme value copulas. In this paper, we study the class of polynomial Pickands functions. We provide a solution for the characterization of such polynomials of degree at most $m+2$, $m\geq0$, and
Externí odkaz:
http://arxiv.org/abs/1601.03906
Autor:
Perron, François
Publikováno v:
(Accès réservé UdeS)Droit de reproduction illimitée uniquement pour la création de matériel didactique..
Thèses (LL.M.)--Université de Sherbrooke (Canada), 1997.
Titre de l'écran-titre (visionné le 20 juin 2006). Publié aussi en version papier.
Titre de l'écran-titre (visionné le 20 juin 2006). Publié aussi en version papier.
The tail of a bivariate distribution function in the domain of attraction of a bivariate extreme-value distribution may be approximated by the one of its extreme-value attractor. The extreme-value attractor has margins that belong to a three-paramete
Externí odkaz:
http://arxiv.org/abs/0911.3270
Autor:
Guillotte, Simon, Perron, François
Publikováno v:
Bernoulli 2012, Vol. 18, No. 2, 496-519
A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the problem of estimating the copula function and adopt a Bayesian approach. On the space of copula functions, we con
Externí odkaz:
http://arxiv.org/abs/0908.2372
Autor:
Leon, Carlos A., Perron, Francois
Publikováno v:
Annals of Applied Probability 2004, Vol. 14, No. 2, 958-970
We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bounded function. These bounds depend only on the stationary mean E_{\pi}f,
Externí odkaz:
http://arxiv.org/abs/math/0405296
Autor:
Perron, François
Publikováno v:
Lecture Notes-Monograph Series, 2003 Jan 01. 42, 45-61.
Externí odkaz:
https://www.jstor.org/stable/4356230
Autor:
Marchand, Eric, Perron, Francois
Publikováno v:
The Annals of Statistics, 2001 Aug 01. 29(4), 1078-1093.
Externí odkaz:
https://www.jstor.org/stable/2674071
Autor:
Perron, Francois
Publikováno v:
Biometrika, 1999 Dec 01. 86(4), 803-813.
Externí odkaz:
https://www.jstor.org/stable/2673586