The Joint Distribution of the Standardized Least Squares Residuals from a General Linear Regression
一般线性回归中标准化最小二乘残差的联合分布
In this article the p-variate joint distribution is derived for a subset of p of the n standardized least squares residuals from a general linear regression. The resulting distribution is a standardized version of the Inverted-Student Function [8, p. 259]. An application of this result to the problem of detection of outliers is discussed.