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

Given a general multivariate linear model of full or less than full rank, we find the distributions of internally and externally studentised residuals, assuming normal and elliptical distributions.

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Year of publication:	2006
Authors:	Díaz-García, José A. ; Gutiérrez-Jáimez, Ramón
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 97.2006, 8, p. 1829-1841
Publisher:	Elsevier
Keywords:	Residual Studentised residual Pearson type II distribution Matrix-variate t distribution Elliptical distribution Singular distribution Matricvariate t distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005021326