語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
到查詢結果
[ subject:"Time Series Analysis." ]
切換:
標籤
|
MARC模式
|
ISBD
ANOVA with dependent errors
~
Goto, Yuichi.
FindBook
Google Book
Amazon
博客來
ANOVA with dependent errors
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
ANOVA with dependent errors/ by Yuichi Goto ... [et al.].
其他作者:
Goto, Yuichi.
出版者:
Singapore :Springer Nature Singapore : : 2023.,
面頁冊數:
xv, 91 p. :ill., digital ;24 cm.
內容註:
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.
Contained By:
Springer Nature eBook
標題:
Analysis of variance. -
電子資源:
https://doi.org/10.1007/978-981-99-4172-8
ISBN:
9789819941728
ANOVA with dependent errors
ANOVA with dependent errors
[electronic resource] /by Yuichi Goto ... [et al.]. - Singapore :Springer Nature Singapore :2023. - xv, 91 p. :ill., digital ;24 cm. - JSS research series in statistics,2364-0065. - JSS research series in statistics..
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 illustrated by numerical simulation and real data analysis. This book is suitable for theoretical statisticians and economists as well as psychologists and data analysts.
ISBN: 9789819941728
Standard No.: 10.1007/978-981-99-4172-8doiSubjects--Topical Terms:
516400
Analysis of variance.
LC Class. No.: QA279
Dewey Class. No.: 519.538
ANOVA with dependent errors
LDR
:02500nmm a2200337 a 4500
001
2333218
003
DE-He213
005
20230717195723.0
006
m d
007
cr nn 008maaau
008
240402s2023 si s 0 eng d
020
$a
9789819941728
$q
(electronic bk.)
020
$a
9789819941711
$q
(paper)
024
7
$a
10.1007/978-981-99-4172-8
$2
doi
035
$a
978-981-99-4172-8
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QA279
072
7
$a
PBT
$2
bicssc
072
7
$a
MAT029000
$2
bisacsh
072
7
$a
PBT
$2
thema
082
0 4
$a
519.538
$2
23
090
$a
QA279
$b
.A615 2023
245
0 0
$a
ANOVA with dependent errors
$h
[electronic resource] /
$c
by Yuichi Goto ... [et al.].
260
$a
Singapore :
$b
Springer Nature Singapore :
$b
Imprint: Springer,
$c
2023.
300
$a
xv, 91 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
JSS research series in statistics,
$x
2364-0065
505
0
$a
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.
520
$a
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.
650
0
$a
Analysis of variance.
$3
516400
650
1 4
$a
Applied Statistics.
$3
3300946
650
2 4
$a
Statistical Theory and Methods.
$3
891074
650
2 4
$a
Time Series Analysis.
$3
3538821
650
2 4
$a
Multivariate Analysis.
$3
788400
700
1
$a
Goto, Yuichi.
$3
3663804
710
2
$a
SpringerLink (Online service)
$3
836513
773
0
$t
Springer Nature eBook
830
0
$a
JSS research series in statistics.
$3
3386949
856
4 0
$u
https://doi.org/10.1007/978-981-99-4172-8
950
$a
Mathematics and Statistics (SpringerNature-11649)
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9459423
電子資源
11.線上閱覽_V
電子書
EB QA279
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入