03685nam 22006975 450 991073482430332120250315172906.09789819941728981994172510.1007/978-981-99-4172-8(MiAaPQ)EBC30651917(Au-PeEL)EBL30651917(DE-He213)978-981-99-4172-8(PPN)272252034(CKB)27627160700041(OCoLC)1390923177(EXLCZ)992762716070004120230717d2023 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierANOVA with Dependent Errors /by Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu1st ed. 2023.Singapore :Springer Nature Singapore :Imprint: Springer,2023.1 online resource (100 pages)JSS Research Series in Statistics,2364-0065Print version: Goto, Yuichi ANOVA with Dependent Errors Singapore : Springer,c2023 9789819941711 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.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.JSS Research Series in Statistics,2364-0065StatisticsStatisticsTime-series analysisMultivariate analysisApplied StatisticsStatistical Theory and MethodsTime Series AnalysisMultivariate AnalysisStatistics.Statistics.Time-series analysis.Multivariate analysis.Applied Statistics.Statistical Theory and Methods.Time Series Analysis.Multivariate Analysis.519.538Goto Yuichi1373477Nagahata Hideaki1373478Taniguchi Masanobu252769Monti Anna Clara495922Xu Xiaofei1373479MiAaPQMiAaPQMiAaPQBOOK9910734824303321ANOVA with Dependent Errors3404559UNINA