ANOVA with Dependent Errors (SpringerBriefs in Statistics)

Preface
Contents
Acronyms
1 Introduction
	1.1 Foundations
	1.2 Overview of Chapters
	References
2 One-Way Fixed Effect Model
	2.1 Tests for Time-Dependent Errors
		2.1.1 Three Classical and Famous Test Statistics
		2.1.2 Likelihood Ratio Test Based on Whittle Likelihood
	References
3 One-Way Fixed Effect Model for High-Dimensional Time Series
	3.1 Tests for High-Dimensional Time-Dependent Errors
		3.1.1 Asymptotics of Fundamental Statistics for High-Dimensional Time Series
		3.1.2 Test Statistics for High-Dimensional Time Series
	References
4 One-Way Fixed and Random Effect Models for Correlated Groups
	4.1 Test for the Existence of Fixed Effects
		4.1.1 Classical Test Statistics
		4.1.2 A Test Statistic for Correlated Groups
	4.2 Test for the Existence of Random Effects
	References
5 Two-Way Random Effect Model for Correlated Cells
	5.1 Test for the Existence of Random Effects
	5.2 Test for the Existence of Random Interactions
	References
6 Optimal Test for One-Way Random Effect Model
	6.1 Log-Likelihood Ratio Process for One-Way Random Effect Model
	6.2 The Hypothesis That the Variance of Random Effect Equals …
	6.3 The Hypothesis That the Variance of Random Effects …
	References
7 Numerical Analysis
	7.1 One-Way Effect Model with Independent Groups
		7.1.1 The Empirical Size
		7.1.2 The Power
	7.2 One-Way Effect Model with Correlated Groups
		7.2.1 Setup
		7.2.2 Test Results
	7.3 Two-Way Effect Model with Correlated Groups
		7.3.1 Test for the Existence Random Effects
		7.3.2 Test of Interaction Effects
	Reference
8 Empirical Data Analysis
	8.1 Average Wind Speed Data
Appendix  Index
Index