ANOVA with Dependent Errors

This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to investigate factors and interactions of phenomena. In contrast, the methods developed in this book app...

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Bibliographische Detailangaben
Hauptverfasser: Goto, Yuichi (VerfasserIn), Nagahata, Hideaki (VerfasserIn), Taniguchi, Masanobu (VerfasserIn), Monti, Anna Clara (VerfasserIn), Xu, Xiaofei (VerfasserIn)
Körperschaft: SpringerLink (Online service)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
Ausgabe:1st ed. 2023.
Schriftenreihe:JSS Research Series in Statistics,
Schlagworte:
Online-Zugang:https://doi.org/10.1007/978-981-99-4172-8
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Inhaltsangabe:
  • Introduction
  • One-way fixed effects model
  • One-way fixed effects model for high-dimensional time series
  • One-way fixed and random effects models for correlated groups
  • Two-way random effects model for correlated cells
  • Optimal test for one-way random effects model
  • Numerical analysis
  • Empirical data analysis.