Ardia, D.

distribution density model candidate function student-t mixture student-t distributions sampling importance kernel likelihood estimator approach target adaptive estimation method parameter component algorithm importance sampling estimate chain bayesian value candidate density package estimators garch hoogerheide approximation student-t distribution number probability independence journal importance sampling weights adaptive mixture target density figure ardia r package evaluation weight matrix sample candidate distribution procedure section kernel evaluations bayesian estimation error kernel function shape simulation institute model parameters output result scale +00 choice variation variance admiti sampler function admitis importance density adaptive student-t candidate non-elliptical target distribution coefficient efficiency vector bridge combination regression sequence estimator candidate distributions