HOME /

Publications

Search
Author Title Type Year(Asc)
2022
Hintz, E., Hofert, M., & Lemieux, C.. (2022). Quasi-Random Sampling with Black Box or Acceptance-Rejection Inputs. In Advances in Modeling and Simulation. Springer.
Hintz, E., Hofert, M., Lemieux, C., & Taniguchi, Y.. (2022). Single-Index Importance Sampling with Stratification. Methodology and Computing in Applied Probability. Retrieved from https://doi.org/10.1007/s11009-022-09970-1
Hintz, E., Hofert, M., & Lemieux, C.. (2022). Multivariate Normal Variance Mixtures in R: The R Package nvmix. Journal of Statistical Software, 102(2). Retrieved from https://doi.org/10.18637/jss.v102.i02
Hintz, E., Hofert, M., & Lemieux, C.. (2022). Computational challenges of t and related copulas. Journal of Data Science, 20(1), 95-110. Retrieved from https://doi.org/10.6339/22-JDS1034
2021
Hintz, E., Hofert, M., & Lemieux, C.. (2021). Normal variance mixtures: Distribution, density and parameter estimation. Computational Statistics and Data Analysis, 175C, 107175.
2020
Hintz, E., Hofert, M., & Lemieux, C.. (2020). Grouped Normal Variance Mixtures. Risks, 8(4).
2019
Hofert, M., Hintz, E., & Lemieux, C.. (2019). nvmix: Multivariate Normal Variance Mixtures. R package version 0.0-5. Retrieved from https://CRAN.R-project.org/package=nvmix