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

LanguageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages32
Publication statusPublished - 2012

Publication series

NameTI Discussion Paper
No.12-096/III

Cite this

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The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation. / Basturk, N.; Hoogerheide, L.F.; Opschoor, A.; van Dijk, H.K.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Paper; No. 12-096/III).

Research output: Working paperProfessional

TY - UNPB

T1 - 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 - Hoogerheide, L.F.

AU - Opschoor, A.

AU - van Dijk, H.K.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Paper

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

PB - Tinbergen Institute

CY - Amsterdam

ER -