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The Nonparametric Estimation Of Elliptical Distributions, Panfeng Liang
The Nonparametric Estimation Of Elliptical Distributions, Panfeng Liang
Open Access Theses & Dissertations
In practice, many multivariate datasets have identical marginal distributions. Elliptical distributions can be used to model many of those datasets. In this Thesis, we will propose a Bayesian method using Markov chain Monte Carlo (MCMC) methods to estimate the density function underlying multivariate datasets assuming it is an elliptical distribution.