private void ShowSplashScreen()
{
    var mainDispatcher = Dispatcher.CurrentDispatcher;

    var splashScreenThread = new Thread(() =>
    {
        new SplashScreen().Show();

        _splashScreenThreadDispatcher = Dispatcher.CurrentDispatcher;
        Dispatcher.Run();
    });
    splashScreenThread.SetApartmentState(ApartmentState.STA);
    splashScreenThread.Start();
}

private void CloseSplashScreen()
{
    _splashScreenThreadDispatcher.InvokeShutdown();
}

var mw = new MainWindow();
Application.Current.MainWindow = mw;

mw.Show();

CloseSplashScreen();

mw.Activate();