Bounds for a multivariate extension of range over standard deviation based on the Mahalanobis distance

DOI10.1016/J.LAA.2011.03.039zbMath1241.62084OpenAlexW1993072882MaRDI QIDQ551282

Eugene G. Gath, Kevin Hayes

Publication date: 15 July 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.03.039

zbMATH Keywords

linear regressionLagrangecomputational problemshat matrixmultivariate outliers

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Unnamed Item
• Bounds for the largest Mahalanobis distance
• A multivariate version of Samuelson's inequality
• The Hat Matrix in Regression and ANOVA
• Residuals for the Linear Model With General Covariance Structure
• Bounds for deviations between sample and population statistics
• Bounds for the ratio of range to standard deviation

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