info:eu-repo/semantics/report
The Distribution of the Residual from a General Linear Model: Univariate and Multivariate Cases Under Normal and Elliptical Models
Autor
JOSE ANTONIO DIAZ GARCIA
Institución
Resumen
Given a general linear model of full or less than full rank, we find the distributions of normalised,
standardised and studentised (internally and externally studentised) residuals, in univariate and
multivariate cases, assuming normal and elliptical distributions. Also, we propose an alternative
approach to the results by Ellenberg (1973) and Beckman and Trusell (1974)
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