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ANOVA with Dependent Errors - Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu

ANOVA with Dependent Errors (eBook)

eBook Download: PDF
2023 | 1st ed. 2023
91 Seiten
Springer Nature Singapore (Verlag)
978-981-99-4172-8 (ISBN)
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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 apply to time series data. Testing theory of the homogeneity of groups is presented under a wide variety of situations including uncorrelated and correlated groups, fixed and random effects, multi- and high-dimension, parametric and nonparametric spectral densities. These methods have applications in several scientific fields. A test for the existence of interactions is also proposed. The book deals with asymptotics when the number of groups is fixed and sample size diverges. This framework distinguishes the approach of the book from panel data and longitudinal analyses, which mostly deal with cases in which the number of groups is large. The usefulness of the theory in this book is illustratedby numerical simulation and real data analysis. This book is suitable for theoretical statisticians and economists as well as psychologists and data analysts.




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 apply to time series data. Testing theory of the homogeneity of groups is presented under a wide variety of situations including uncorrelated and correlated groups, fixed and random effects, multi- and high-dimension, parametric and nonparametric spectral densities. These methods have applications in several scientific fields. A test for the existence of interactions is also proposed. The book deals with asymptotics when the number of groups is fixed and sample size diverges. This framework distinguishes the approach of the book from panel data and longitudinal analyses, which mostly deal with cases in which the number of groups is large. The usefulness of the theory in this book is illustratedby numerical simulation and real data analysis. This book is suitable for theoretical statisticians and economists as well as psychologists and data analysts.
Erscheint lt. Verlag 17.7.2023
Reihe/Serie JSS Research Series in Statistics
JSS Research Series in Statistics
JSS Research Series in Statistics
SpringerBriefs in Statistics
SpringerBriefs in Statistics
Zusatzinfo XV, 91 p. 17 illus., 13 illus. in color.
Sprache englisch
Themenwelt Mathematik / Informatik Mathematik Statistik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte ANOVA • fixed effect • One-way Layout • Random Effect • Spectral density • stationary process
ISBN-10 981-99-4172-5 / 9819941725
ISBN-13 978-981-99-4172-8 / 9789819941728
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