Fang, Kai-Tai; Li, Runze - In: Journal of Multivariate Analysis 70 (1999) 1, pp. 66-85
In this paper we are concerned with Bayesian statistical inference for a class of elliptical distributions with parameters[mu]and[Sigma]. Under a noninformative prior distribution, we obtain the posterior distribution, posterior mean, and generalized maximim likelihood estimators...