Baştürk N.; Grassi S.; Hoogerheide L.; Opschoor A.; … - Graduate School of Business and Economics (GSBE), … - 2015
This paper presents the R package MitISEM mixture of t by importance sampling weighted expectation maximization which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel - typically a posterior density kernel - using an adaptive mixture of...