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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Volume (Year): 97 (2006)
Issue (Month): 8 (September)
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References listed on IDEAS
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- Díaz-García, José A. & Jáimez, Ramón Gutierrez & Mardia, Kanti V., 1997. "Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 73-87, October.
- Díaz-García, José A. & González-Farías, Graciela, 2005. "Singular random matrix decompositions: Jacobians," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 296-312, April.
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