08-062/4 - Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit

• Authors
  David Ardia, University of Fribourg; Lennart F. Hoogerheide, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam
• Publication date
  June 18, 2008

• Keywords
  adaptive mixture; Student-t distributions; importance sampling; independence chain Metropolis-Hasting algorithm; Bayesian; R software
• JEL
  C11; C15