EAN: 9789819941711

SPRINGERBRIEFS IN STATISTICS ANOVA WITH DEPEN...

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 illustrated by 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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