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 paperProfessional

13 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages32
Publication statusPublished - 2012

Publication series

NameTI Discussion Paper
No.12-096/III

Cite this