The r package MitISEM : mixture of student-t distributions using importance sampling weighted expectation maximization for efficient and robust simulation
Year of publication: |
2012
|
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Authors: | Basturk, Nalan ; Hoogerheide, Lennart ; Opschoor, Anne ; Dijk, Herman K. van |
Publisher: |
Rotterdam |
Subject: | Finite mixtures | Student-t distributions | Importance Sampling | MCMC | Metropolis-Hastings algorithm | Expectation maximization | Bayesian inference | R software | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Algorithmus | Algorithm | Bayes-Statistik | Simulation | Robustes Verfahren | Robust statistics | Theorie | Theory |
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