The Nonparametric Estimation of Elliptical Distributions

Panfeng Liang, University of Texas at El Paso

Abstract

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.^

Subject Area

Statistics

Recommended Citation

Liang, Panfeng, "The Nonparametric Estimation of Elliptical Distributions" (2017). ETD Collection for University of Texas, El Paso. AAI10688805.
https://digitalcommons.utep.edu/dissertations/AAI10688805

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