9 citations · 16 across the 4 of their papers we have counts for
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math.ST2009
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…
stat.ME2009★ 9 cited
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…