ANOVA with Dependent Errors (SpringerBriefs in Statistics)

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.

The book, ANOVA with Dependent Errors (SpringerBriefs in Statistics) [Bulk, Wholesale, Quantity] ISBN#9789819941711 in Paperback by Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.