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

Authors:
José A. Díaz-García;Ramón Gutiérrez-Jáimez
Affiliations:
Department of Statistics and Computation, Universidad Autónoma Agraria Antonio Narro, Saltillo, Coahuila, México;Department of Statistics and O.R., University of Granada, Granada, Spain
Venue:
Journal of Multivariate Analysis
Year:
2006

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Abstract

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.