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=∑j=1NXj/N and the sample covariance matrix S=∑j=1N(Xj−X̄)(Xj−X̄)′/(N−1) for an iid sample {Xj}j=1N, some statistics f...

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Bibliographic Details
Published in:	Journal of Multivariate Analysis Vol. 128; pp. 203 - 209
Main Authors:	Iwashita, Toshiya, Klar, Bernhard
Format:	Journal Article
Language:	English Japanese
Published:	New York Elsevier Inc 01.07.2014 Elsevier BV Taylor & Francis LLC
Subjects:	ddc:510 Elliptical distribution info:eu-repo/classification/ddc/510 Left-spherical distribution Mathematics Matrix Normal distribution Residuals Scaled residuals Spherical distribution Statistical inference Statistics Studentized statistic Studies Vector space secondary Spherical distribution Studentized statistic Left-spherical distribution Scaled residuals Elliptical distribution primary
ISSN:	0047-259X, 1095-7243
Online Access:	Get full text
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