LEADER 03812nam 22007335 450 001 9910734824303321 005 20251215131428.0 010 $a9789819941728 010 $a9819941725 024 7 $a10.1007/978-981-99-4172-8 035 $a(MiAaPQ)EBC30651917 035 $a(Au-PeEL)EBL30651917 035 $a(DE-He213)978-981-99-4172-8 035 $a(PPN)272252034 035 $a(CKB)27627160700041 035 $a(OCoLC)1390923177 035 $a(EXLCZ)9927627160700041 100 $a20230717d2023 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aANOVA with Dependent Errors /$fby Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu 205 $a1st ed. 2023. 210 1$aSingapore :$cSpringer Nature Singapore :$cImprint: Springer,$d2023. 215 $a1 online resource (100 pages) 225 1 $aJSS Research Series in Statistics,$x2364-0065 311 08$aPrint version: Goto, Yuichi ANOVA with Dependent Errors Singapore : Springer,c2023 9789819941711 327 $aIntroduction -- 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. 330 $aThis book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to investigate factors and interactions of phenomena. In contrast, the methods developed in this book apply to time series data. Testing theory of the homogeneity of groups is presented under a wide variety of situations including uncorrelated and correlated groups, fixed and random effects, multi- and high-dimension, parametric and nonparametric spectral densities. These methods have applications in several scientific fields. A test for the existence of interactions is also proposed. The book deals with asymptotics when the number of groups is fixed and sample size diverges. This framework distinguishes the approach of the book from panel data and longitudinal analyses, which mostly deal with cases in which the number of groups is large. The usefulness of the theory in this book is illustratedby numerical simulation and real data analysis. This book is suitable for theoretical statisticians and economists as well as psychologists and data analysts. 410 0$aJSS Research Series in Statistics,$x2364-0065 606 $aStatistics 606 $aStatistics 606 $aTime-series analysis 606 $aMultivariate analysis 606 $aApplied Statistics 606 $aStatistical Theory and Methods 606 $aTime Series Analysis 606 $aMultivariate Analysis 606 $aAnàlisi de variància$2thub 608 $aLlibres electrònics$2thub 615 0$aStatistics. 615 0$aStatistics. 615 0$aTime-series analysis. 615 0$aMultivariate analysis. 615 14$aApplied Statistics. 615 24$aStatistical Theory and Methods. 615 24$aTime Series Analysis. 615 24$aMultivariate Analysis. 615 7$aAnàlisi de variància 676 $a519.538 700 $aGoto$b Yuichi$01373477 701 $aNagahata$b Hideaki$01373478 701 $aTaniguchi$b Masanobu$0252769 701 $aMonti$b Anna Clara$0495922 701 $aXu$b Xiaofei$01373479 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910734824303321 996 $aANOVA with Dependent Errors$93404559 997 $aUNINA