title: Is there a simple way to estimate the parameters for a multivariate dataset using t-distribution?
body: <p>For example, in Scipy, I can use the Fit() method to estimate the shape parameter using MLE of a univariate dataset. However, say I have 3 different datasets now, and I would like to use a similar method to perform a Fit on these sets to estimate a shape parameter for the conglomerated PDF. </p>