@article {31104, title = {Computational challenges of t and related copulas}, journal = {Journal of Data Science}, volume = {20}, year = {2022}, pages = {95-110}, url = {https://doi.org/10.6339/22-JDS1034}, author = {Erik Hintz and Marius Hofert and Christiane Lemieux} } @article {31105, title = {Multivariate Normal Variance Mixtures in R: The R Package nvmix}, journal = {Journal of Statistical Software}, volume = {102}, year = {2022}, url = {https://doi.org/10.18637/jss.v102.i02}, author = {Erik Hintz and Marius Hofert and Christiane Lemieux} } @inbook {31324, title = {Quasi-Random Sampling with Black Box or Acceptance-Rejection Inputs}, booktitle = {Advances in Modeling and Simulation}, year = {2022}, publisher = {Springer}, organization = {Springer}, author = {Erik Hintz and Marius Hofert and Christiane Lemieux} } @article {31323, title = {Single-Index Importance Sampling with Stratification.}, journal = {Methodology and Computing in Applied Probability}, year = {2022}, url = {https://doi.org/10.1007/s11009-022-09970-1}, author = {Erik Hintz and Marius Hofert and Christiane Lemieux and Yoshihiro Taniguchi} } @article {22087, title = {Normal variance mixtures: Distribution, density and parameter estimation}, journal = {Computational Statistics and Data Analysis}, volume = {175C}, year = {2021}, pages = {107175}, author = {Erik Hintz and Marius Hofert and Christiane Lemieux} } @article {26034, title = {Grouped Normal Variance Mixtures}, journal = {Risks}, volume = {8}, year = {2020}, author = {Erik Hintz and Marius Hofert and Christiane Lemieux} } @software {14835, title = {nvmix: Multivariate Normal Variance Mixtures. R package version 0.0-5.}, year = {2019}, url = {https://CRAN.R-project.org/package=nvmix }, author = {Marius Hofert and Erik Hintz and Christiane Lemieux} }