Date of Award
2017-01-01
Degree Name
Master of Science
Department
Mathematical Sciences
Advisor(s)
Ori Rosen
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.
Language
en
Provenance
Received from ProQuest
Copyright Date
2017-12
File Size
95 pages
File Format
application/pdf
Rights Holder
Panfeng Liang
Recommended Citation
Liang, Panfeng, "The Nonparametric Estimation Of Elliptical Distributions" (2017). Open Access Theses & Dissertations. 481.
https://scholarworks.utep.edu/open_etd/481