%0 Journal Article
%J Journal of Data Science
%D 2022
%T Computational challenges of t and related copulas
%A Erik Hintz
%A Marius Hofert
%A Christiane Lemieux
%B Journal of Data Science
%V 20
%P 95-110
%G eng
%U https://doi.org/10.6339/22-JDS1034
%N 1

%0 Journal Article
%J Journal of Statistical Software
%D 2022
%T Multivariate Normal Variance Mixtures in R: The R Package nvmix
%A Erik Hintz
%A Marius Hofert
%A Christiane Lemieux
%B Journal of Statistical Software
%V 102
%G eng
%U https://doi.org/10.18637/jss.v102.i02
%N 2

%0 Book Section
%B Advances in Modeling and Simulation
%D 2022
%T Quasi-Random Sampling with Black Box or Acceptance-Rejection Inputs
%A Erik Hintz
%A Marius Hofert
%A Christiane Lemieux
%B Advances in Modeling and Simulation
%I Springer
%G eng

%0 Journal Article
%J Methodology and Computing in Applied Probability
%D 2022
%T Single-Index Importance Sampling with Stratification.
%A Erik Hintz
%A Marius Hofert
%A Christiane Lemieux
%A Yoshihiro Taniguchi
%B Methodology and Computing in Applied Probability
%G eng
%U https://doi.org/10.1007/s11009-022-09970-1

%0 Journal Article
%J Computational Statistics and Data Analysis
%D 2021
%T Normal variance mixtures: Distribution, density and parameter estimation
%A Erik Hintz
%A Marius Hofert
%A Christiane Lemieux
%B Computational Statistics and Data Analysis
%V 175C
%P 107175
%G eng

%0 Journal Article
%J Risks
%D 2020
%T Grouped Normal Variance Mixtures
%A Erik Hintz
%A Marius Hofert
%A Christiane Lemieux
%B Risks
%V 8
%G eng
%N 4

%0 Generic
%D 2019
%T nvmix: Multivariate Normal Variance Mixtures. R package version 0.0-5.
%A Marius Hofert
%A Erik Hintz
%A Christiane Lemieux
%G eng
%U https://CRAN.R-project.org/package=nvmix