The Nonparametric Estimation of Elliptical Distributions
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.^
Liang, Panfeng, "The Nonparametric Estimation of Elliptical Distributions" (2017). ETD Collection for University of Texas, El Paso. AAI10688805.