The distribution of residuals from a general elliptical linear model

被引：4
|
作者：
Diaz-Garcia, Jose A.
Gutierrez-Jaimez, Ramon
机构：
[1] Univ Autonoma Agr Antonio Narro, Dept Stat & Computat, Saltillo, Coahuila, Mexico
[2] Univ Granada, Dept Stat & OR, Granada 18071, Spain
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2007年 / 137卷 / 07期
关键词：
residual; normalized residual; studentized residual; pearson type II distribution; Multivariate t-distribution; elliptical distribution; singular distribution;
D O I：
10.1016/j.jspi.2006.08.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Given a general linear model of full or less than full rank, we find the distributions of normalized, standardized and studentized (internally and externally studentized) residuals, assuming normal and elliptical distributions. In addition, we propose an alternative approach to the results published by Ellenberg [ 1973, The joint distribution of the standardized least squares residual from general linear regression. J. Amer. Statist. Assoc. 68, 941-943] and Beckman and Trusell [1974, The distribution of an arbitrary studentized residual and effects of updating in multiple regression. J. Amer. Statist. Assoc. 69, 199-20] (c) 2006 Elsevier B.V. All rights reserved.
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页码：2347 / 2354
页数：8
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