Tests for the existence of group effects and interactions for two-way models with dependent errors

DOI10.1007/S10463-022-00853-3MaRDI QIDQ6046056zbMATH OpenFDO

Authors Yuichi Goto, Kotone Suzuki, Xiao-Fei Xu, Masanobu Taniguchi

Publication date 15 May 2023

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10463-022-00853-3

zbMATH Keywords

interaction effectsmultivariate time seriesrandom effectsspectral densitytwo-way layout

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• A constructive hypothesis test for the single-index models with two groups
• A widely applicable extension of the random effects two-way layout: its definition and statistical analysis based on group invariance
• Testing for Group Effect in a 2 × k Heteroscedastic ANOVA Model

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