A set of independent sequential residuals for the multivariate regression model

DOI10.1016/0378-3758(83)90058-7zbMath0519.62052OpenAlexW2086595725MaRDI QIDQ1054420

Santiago Rincon-Gallardo, Federico J. O'Reilly, Joaquin Diaz

Publication date: 1983

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(83)90058-7

zbMATH Keywords

goodness-of-fit testsmultivariate regression modelconditional probability integral transformationsset of independent sequential residuals

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

Related Items (1)

Conditional and predictive probability integral transforms

Cites Work

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• Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions
• The conditional probability integral transformation and applications to obtain composite chi-square goodness-of-fit tests
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution

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