Two-Way Analysis of Variance with Correlated Errors

DOI10.2307/1403069MaRDI QIDQ3311531zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

time seriescorrelated errorsstationary Gaussian processgamma distributionstwo-way analysis of variancefirst-order autoregressivefirst-order moving average models

Mathematics Subject Classification ID

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)

• A New Approach to ANOVA Methods for Autocorrelated Data
• Equivalent sample sizes in time series regressions
• ASP fits to multi-way layouts
• Dynamic generalized linear models and repeated measurements
• Bayesian analysis of a linear mixed model with AR(p) errors via MCMC
• 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

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)