Title of article
The distribution of the residual from a general elliptical multivariate linear model
Author/Authors
Dيaz-Garcيa، نويسنده , , José A. and Gutiérrez-Jلimez، نويسنده , , Ramَn، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2006
Pages
13
From page
1829
To page
1841
Abstract
Given a general multivariate linear model of full or less than full rank, we find the distributions of internally and externally studentised residuals, assuming normal and elliptical distributions.
Keywords
Residual , Studentised residual , Pearson type II distribution , Matrix-variate t distribution , Elliptical distribution , Singular distribution , Matricvariate t distribution
Journal title
Journal of Multivariate Analysis
Serial Year
2006
Journal title
Journal of Multivariate Analysis
Record number
1558510
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