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
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
Journal title :
Journal of Multivariate Analysis
