9 citations · 16 across the 4 of their papers we have counts for
5 papers
Bayesian Nonparametrics for Directional Statistics
Olivier Binette, Simon Guillotte
We introduce a density basis of the trigonometric polynomials that is suitable to mixture modelling. Statistical and geometric properties are derived, suggesting it as a circular a…
Bayesian inference for bivariate ranks
Simon Guillotte, François Perron, Johan Segers
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 o…
Polynomial Pickands functions
Simon Guillotte, François Perron
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 charac…
Nonparametric Bayesian Inference on Bivariate Extremes
Simon Guillotte, Francois Perron, Johan Segers
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. T…
Bayesian estimation of a bivariate copula using the Jeffreys prior
Simon Guillotte, François Perron
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 a…