The Department of Statistics at Colorado State University will purchase a central server and two workstations dedicated to support research in time series analysis, statistical inference, and statistical computing. The equipment will be used for several research projects including those described below. 1. Multivariate times series modelling using state-space techniques. 2. Automatic data-driven bandwidth selection criteria will be evaluated in the multivariate setting. 3. Confidence interval procedures for various functions of variances in unbalanced variance components models will be studied. 4. Distribution-free inference procedures in the linear model framework using permutation methods will be investigated. A key component of this investigation will be the development of a permutation package containing numerical and graphical descriptive tools for implementing permutation methods for a broad class of problems.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
9105745
Program Officer
Alvin I. Thaler
Project Start
Project End
Budget Start
1991-07-15
Budget End
1992-12-31
Support Year
Fiscal Year
1991
Total Cost
$20,000
Indirect Cost
Name
Colorado State University-Fort Collins
Department
Type
DUNS #
City
Fort Collins
State
CO
Country
United States
Zip Code
80523