ANOVA with dependent errors [electronic resource] / Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu.

Intro
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