Showing 1 - 10 of 91
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...
Persistent link: https://www.econbiz.de/10012971949
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...
Persistent link: https://www.econbiz.de/10012951941
Persistent link: https://www.econbiz.de/10014431644
Persistent link: https://www.econbiz.de/10003980297
Persistent link: https://www.econbiz.de/10009722688
Persistent link: https://www.econbiz.de/10009722972
Persistent link: https://www.econbiz.de/10009691174
Persistent link: https://www.econbiz.de/10009756308
Persistent link: https://www.econbiz.de/10008809885
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...
Persistent link: https://www.econbiz.de/10010504035