Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors

DOI10.1016/J.JMVA.2012.01.014zbMATH Open1236.62050OpenAlexW2129750249MaRDI QIDQ413740FDOQ413740

Authors: Seppo Pynnönen 

Publication date: 7 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.014

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zbMATH Keywords

general linear hypothesisleft-spherical elliptical distributionresidual diagnostics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Random matrices (algebraic aspects) (15B52)

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Cited In (3)

• The distribution of residuals from a general elliptical linear model
• Title not available (Why is that?)
• The joint distribution of Studentized residuals under elliptical distributions

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