16 citations · 29 across the 7 of their papers we have counts for
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stat.CO2019
Normal variance mixtures: Distribution, density and parameter estimation
Erik Hintz, Marius Hofert, Christiane Lemieux
Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a…
math.NA2019★ 11 cited
Implementation of irreducible Sobol sequences in prime power bases
H. Faure, C. Lemieux
We present different implementations for the irreducible Sobol (IS) sequences introduced in [3]. For this purpose we retain two strategies: first we use the connection between IS a…
math.PR2019★ 1 cited
On the dependence structure and quality of scrambled nets
Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong
In this paper we develop a framework to study the dependence structure of scrambled -nets. It relies on values denoted by , which are related to how m…