Two-Way Analysis of Variance with Correlated Errors
DOI10.2307/1403069zbMATH Open0529.62077OpenAlexW2315143454MaRDI QIDQ3311531FDOQ3311531
Authors: A. Andersen, Eva B. Vedel Jensen, G. Schou
Publication date: 1981
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403069
time seriescorrelated errorsstationary Gaussian processgamma distributionstwo-way analysis of variancefirst-order autoregressivefirst-order moving average models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10)
Cited In (8)
- Dynamic generalized linear models and repeated measurements
- Estimation for two-way analysis of variance with correlated errors
- Repeated measurements, log likelihood ratio tests and small samples
- Least-squares estimation and ANOVA for periodic autoregressive time series
- Equivalent sample sizes in time series regressions
- A New Approach to ANOVA Methods for Autocorrelated Data
- Bayesian analysis of a linear mixed model with AR(p) errors via MCMC
- ASP fits to multi-way layouts
This page was built for publication: Two-Way Analysis of Variance with Correlated Errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3311531)