Advanced linear modeling. Multivariate, time series, and spatial data; nonparametric regression and response surface maximization. (Q2746973)

This is the second edition of the author's book ``Linear models for multivariate time series, and spatial data'' (1991; Zbl 0717.62079). The first part is devoted to multivariate linear models, discrimination and allocation, principial components and factor analysis. The second part deals with time series analysis. In the frequency domain, the author describes the random effects model, the measurement error model, linear filtering, coherence, and Fourier analysis. The methods belonging to the time domain include ARMA models, estimation, model selection, seasonal adjustment, and the Kalman filter. Then there is a chapter on linear models for spatial data (kriging). The last two chapters are new. One of them is called ``Nonparametric regression'' and contains series approximations, splines, and regression trees. The other is titled ``Response surface maximization'' and is on first order models, steepest ascent, and quadratic models. Smaller changes concern longitudial data in Chapter 1, and covariance structures for spatial lattice data in Chapter 6. In the text are many references to the author's earlier book ``Plane answers to complex questions. The theory of linear models'' (1987; Zbl 0645.62076); its second edition appeared in 1996, see Zbl 0868.62054. It would be comfortable to have that book at hand, but this is not a necessary condition. Since the choice of the material is so diverse, the subtitle of the book should have been used instead of its main title.