Ardia, D.; Hoogerheide, L.F.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2008
Student-t distributions is easy
to sample from. Third, the Student-t distribution has
fatter tails than the Normal …: computation of the mode and
scale matrix of the first component, and draw-
ing a sample from this Student-t distribution;
(1 …