Summary
The joint distribution of two weighted residuals for a normal theory regression model is derived and some of its properties are studied. A useful bound depending on the residual variances for the correlation coefficient between any two residuals is obtained. An application of this bound in the detection of a single outlier is also considered.
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Joshi, P.C. Some distribution theory results for a regression model. Ann Inst Stat Math 27, 309–317 (1975). https://doi.org/10.1007/BF02504650
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DOI: https://doi.org/10.1007/BF02504650