For the multivariate Laplace distribution (see Problem 8.2.3), obtain the MLE of θ and Σ and verify whether or not these can be expressed in terms of marginal MLEs. For the errors ei , consider the...

For the multivariate Laplace distribution (see Problem 8.2.3), obtain the MLE of θ and Σ and verify whether or not these can be expressed in terms of marginal MLEs.

For the errors ei , consider the multivariate t-distribution (see Problem 8.2.4), where x − θ is replaced by e. Examine whether or not the MLE of β can be expressed in terms of marginal MLE.