E-LIB Suche - Ergebnisse für: Lemieux, Christiane

1

Dependence properties of scrambled Halton sequences:

Dong, Gracia Y. ; Lemieux, Christiane
Mathematics and Computers in Simulation. 200 (2022) - p. 240-262 , 2022

Link: https://doi.org/10.1016/..

2

On the Distribution of Scrambled $$(0,m,s)-$$Nets Over Unan..:

, In: Springer Proceedings in Mathematics & Statistics; Monte Carlo and Quasi-Monte Carlo Methods,

Lemieux, Christiane ; Wiart, Jaspar - p. 87-130 , 2022

Link: https://doi.org/10.1007/..

3

Single-Index Importance Sampling with Stratification:

Hintz, Erik ; Hofert, Marius ; Lemieux, Christiane.
Methodology and Computing in Applied Probability. 24 (2022) 4 - p. 3049-3073 , 2022

Link: https://doi.org/10.1007/..

4

Computational Challenges of t and Related Copulas:

Hintz, Erik ; Hofert, Marius ; Lemieux, Christiane
Journal of Data Science. , 2022

Link: https://doi.org/10.6339/..

5

Quasi-Random Sampling with Black Box or Acceptance-Rejectio..:

, In: Advances in Modeling and Simulation,

Hintz, Erik ; Hofert, Marius ; Lemieux, Christiane - p. 261-281 , 2022

Link: https://doi.org/10.1007/..

6

Advances in Modeling and Simulation: Festschrift for Pierre..:

Botev, Zdravko ; Keller, Alexander ; Lemieux, Christiane. - 1st ed. 2022 . , 2022

Link: https://doi.org/10.1007/..

7

Normal variance mixtures: Distribution, density and paramet..:

Hintz, Erik ; Hofert, Marius ; Lemieux, Christiane
Computational Statistics & Data Analysis. 157 (2021) - p. 107175 , 2021

Link: https://doi.org/10.1016/..

8

Grouped Normal Variance Mixtures:

Hintz, Erik ; Hofert, Marius ; Lemieux, Christiane
Risks. 8 (2020) 4 - p. 103 , 2020

Link: https://doi.org/10.3390/..

9

Convex risk functionals: Representation and applications:

Liu, Fangda ; Cai, Jun ; Lemieux, Christiane.
Insurance: Mathematics and Economics. 90 (2020) - p. 66-79 , 2020

Link: https://doi.org/10.1016/..

10

Implementation of irreducible Sobol' sequences in prime pow..:

Faure, Henri ; Lemieux, Christiane
Mathematics and Computers in Simulation. 161 (2019) - p. 13-22 , 2019

Link: https://doi.org/10.1016/..

11

Negative Dependence, Scrambled Nets, and Variance Bounds:

Lemieux, Christiane
Mathematics of Operations Research. 43 (2018) 1 - p. 228-251 , 2018

Link: https://www.jstor.org/st..

12

A review of discrepancy bounds for (t,s) and (t,e,s)-sequen..:

Faure, Henri ; Lemieux, Christiane
Mathematics and Computers in Simulation. 135 (2017) - p. 63-71 , 2017

Link: https://doi.org/10.1016/..

13

Low-discrepancy sequences: Atanassov's methods revisited:

Faure, Henri ; Lemieux, Christiane
Mathematics and Computers in Simulation. 132 (2017) - p. 236-256 , 2017

Link: https://doi.org/10.1016/..

14

Quasi-random numbers for copula models:

Cambou, Mathieu ; Hofert, Marius ; Lemieux, Christiane
Statistics and Computing. 27 (2016) 5 - p. 1307-1329 , 2016

Link: https://doi.org/10.1007/..

15

Tractability using periodized generalized Faure sequences:

Lemieux, Christiane
Journal of Complexity. 31 (2015) 1 - p. 42-56 , 2015

Link: https://doi.org/10.1016/..