The joint distribution of Studentized residuals under elliptical distributions

DOI10.1016/J.JMVA.2014.03.015MaRDI QIDQ2451629zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Toshiya Iwashita, Bernhard Klar

Publication date 4 June 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.03.015

zbMATH Keywords

elliptical distributionleft-spherical distributionscaled residualsspherical distributionStudentized statistic

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
• An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions
• CORRELATIONS AND CHARACTERIZATIONS OF THE UNIFORM DISTRIBUTION
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 1294696 (Why is no real title available?)
• Measures of multivariate skewness and kurtosis with applications
• On Mardia's and Song's measures of kurtosis in elliptical distributions
• Plotting squared radii
• The non-singularity of generalized sample covariance matrices

Cited in

(3)

• A test procedure for uniformity on the Stiefel manifold based on projection
• The distribution of residuals from a general elliptical linear model
• Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors

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