T
T. W. Anderson
Researcher at Stanford University
Publications - 179
Citations - 43704
T. W. Anderson is an academic researcher from Stanford University. The author has contributed to research in topics: Estimator & Autoregressive model. The author has an hindex of 52, co-authored 179 publications receiving 42299 citations. Previous affiliations of T. W. Anderson include Columbia University & Carnegie Mellon University.
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Book
An Introduction to Multivariate Statistical Analysis
TL;DR: In this article, the distribution of the Mean Vector and the Covariance Matrix and the Generalized T2-Statistic is analyzed. But the distribution is not shown to be independent of sets of Variates.
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Introduction to Multivariate Statistical Analysis.
William G. Madow,T. W. Anderson +1 more
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Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
TL;DR: In this article, a general method for calculating the limiting distributions of these criteria is developed by reducing them to corresponding problems in stochastic processes, which in turn lead to more or less classical eigenvalue and boundary value problems for special classes of differential equations.
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Formulation and estimation of dynamic models using panel data
TL;DR: In this article, the authors present a statistical analysis of time series regression models for longitudinal data with and without lagged dependent variables under a variety of assumptions about the initial conditions of the processes being analyzed.
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Estimation of Dynamic Models with Error Components
T. W. Anderson,Cheng Hsiao +1 more
TL;DR: In this paper, observations on N cross-section units at T time points are used to estimate a simple statistical model involving an autoregressive process with an additive term specific to the unit.