Whenever we talk about the probability distribution of data having more than one feature, we have only one option i-e multivariate normal distribution. Is there any other probability distribution model exist for multivariate data? If yes, then how can we find its parameters using MLE in MATLAB
There are quite a number of multivariate distributions, in theory. At the outset, we categorize them as
multivariate discrete distributions and
multivariate continuous distributions.
There are entire volumes printed on the subject, for example, books by: N. Balakrishnan, Norman L Johnson, and Samuel Kotz and these books are published by John Wiley and Sons, Inc.