Mixed Logit with a Flexible Mixing Distribution,
Journal of Choice Modelling, Vol. 19, pp. 40-53, 2016.
Click here to get the paper
Click here to download a zip file of the code and an example dataset
Bansal, Daziano, and Achtnicht (2017) have generalized the method to allow for fixed coefficients in addition to random coefficients.
Click here to get their paper.