The distribution of the residual from a general elliptical multivariate linear model

DOI10.1016/j.jmva.2005.07.004zbMath1121.62055OpenAlexW2105102448MaRDI QIDQ2507749

Ramón Gutiérrez-Jáimez, José A. Díaz-García

Publication date: 5 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.07.004

zbMATH Keywords

Pearson type II distributionelliptical distributionsingular distributionmatrix-variate \(t\) distributionStudentised residual

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items (3)

Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors ⋮ Matricvariate and matrix multivariate \(T\) distributions and associated distributions ⋮ Singular matric and matrix variate \(t\) distributions

Cites Work

• Wishart and pseudo-Wishart distributions and some applications to shape theory
• A note on the Cook's distance.
• Singular random matrix decompositions: Jacobians
• The Distribution of an Arbitrary Studentized Residual and the Effects of Updating in Multiple Regression
• Multivariate T-Distributions and Their Applications
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• The Joint Distribution of the Standardized Least Squares Residuals from a General Linear Regression
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