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portada ANOVA with Dependent Errors
Type
Physical Book
Publisher
Author
Year
2023
Language
English
Pages
108
Format
Paperback
Dimensions
23.4x15.6x0.5 cm
ISBN13
9789819941735

ANOVA with Dependent Errors

Yuichi Goto;Hideaki Nagahata;Masanobu Taniguchi (Author) · Springer · Paperback

ANOVA with Dependent Errors - Yuichi Goto;Hideaki Nagahata;Masanobu Taniguchi

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Synopsis "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 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.

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