The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation

N. Basturk; L.F. Hoogerheide; A. Opschoor; H.K. van Dijk

The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation

N. Basturk, L.F. Hoogerheide, A. Opschoor, H.K. van Dijk

Research output: Working paper / Preprint › Working paper › Professional

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Original language	English
Place of Publication	Amsterdam
Publisher	Tinbergen Institute
Number of pages	32
Publication status	Published - 2012

Publication series

Name	TI Discussion Paper
No.	12-096/III

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12096Submitted manuscript, 929 KB

http://www.tinbergen.nl/discussionpapers/12096.pdf

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title = "The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation",

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AU - Opschoor, A.

AU - van Dijk, H.K.

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