期刊全称 | ANOVA with Dependent Errors | 影响因子2023 | Yuichi Goto,Hideaki Nagahata,Xiaofei Xu | 视频video | | 发行地址 | Covers a variety of settings for analysis of variance (ANOVA) including multi- and high-dimensional time series.Deals with random effects models as well as fixed effects models.Is closely related to A | 学科分类 | SpringerBriefs in Statistics | 图书封面 |  | 影响因子 | 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.. | Pindex | Book 2023 |
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