Opschoor, A.

mitisem candidate density distribution mixture model student-t algorithm component parameter approach candidate density method mitisem approach target likelihood value sampling approximation importance number weight sample importance sampling student-t distributions kernel adaptive function target distribution mitisem algorithm student-t components sequential simulation hoogerheide candidate distribution matrix permutation c.o.v target density kernel permutation-augmented mitisem approach probability subset sampler result journal application expectation bayesian table example shape estimate sequential mitisem algorithm covariance procedure student-t densities panel observation garch student-t component variance scale student-t distribution vector target density mitisem candidate model parameters mitisem method section restriction quality / journal non-elliptical identification restrictions density kernel is-weighted model probabilities variable order candidate distributions