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Author Title Type [ Year(Desc)]
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
2020
Hintz, E. , Hofert, M. , & Lemieux, C. . (2020). Grouped Normal Variance Mixtures. Risks, 8(4).
2021
Hintz, E. , Hofert, M. , & Lemieux, C. . (2021). Normal variance mixtures: Distribution, density and parameter estimation. Computational Statistics and Data Analysis, 175C, 107175.
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