Mathematical Sciences Computing Research Environments

科罗拉多州立大学统计系将购买一台中央服务器和两台工作站，专门用于支持时间序列分析、统计推断和统计计算方面的研究。该设备将用于几个研究项目，包括下文所述的项目。1.基于状态空间技术的多变量时间序列建模。2.数据驱动的自动带宽选择标准将在多变量设置中进行评估。3.研究非平衡方差分量模型中方差的各种函数的可信区间处理方法。4.将研究线性模型框架中使用置换方法的无分布推理过程。这项调查的一个关键组成部分将是开发一个置换包，其中包含用于实现针对广泛类别问题的置换方法的数值和图形描述工具。

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.