Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
نویسندگان
چکیده
منابع مشابه
The joint distribution of Studentized residuals under elliptical distributions
Scaled and Studentized statistics are encountered frequently, and they often play a decisive role in statistical inference and testing. For instance, taking the sample mean vector X̄ = ∑N j=1 Xj/N and the sample covariance matrix S = ∑N j=1(Xj − X̄)(Xj − X̄)/(N − 1) for an iid sample {Xj}j=1, some statistics for testing normality of the underlying distribution consist of the scaled residuals (the ...
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15 صفحه اولcompactifications and representations of transformation semigroups
this thesis deals essentially (but not from all aspects) with the extension of the notion of semigroup compactification and the construction of a general theory of semitopological nonaffine (affine) transformation semigroup compactifications. it determines those compactification which are universal with respect to some algebric or topological properties. as an application of the theory, it is i...
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Rosenblatt's transformation has been used extensively for evaluation of model goodness-of-fit, but it only applies to models whose joint distribution is continuous. In this paper we generalize the transformation so that it applies to arbitrary probability models. The transformation is simple, but has a wide range of possible applications, providing a tool for exploratory data analysis and forma...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.01.014