Theodore Wilbur Anderson

Theodore (Ted) Wilbur Anderson (June 5, 1918 – September 17, 2016) is an American mathematician and statistician, who has specialized in the analysis of multivariate data.

Quotes

 * A time series is a sequence of observations, usually ordered in time, although in some cases the ordering may be according to another dimension. The feature of time series analysis which distinguishes it from other statistical analysis is the explicit recognition of the importance of the order in which the observations are made. While in many problems the observations are statistically independent, in time series successive observations may be dependent, and the dependence may depend on the positions in the sequence. The nature of a series and the structure of its generating process also may involve in other ways the sequence in which the observations are taken.
 * T. W. Anderson. The Statistical Analysis of Time Series, (1971/2011), p. 1. Introduction; Cited in: American Sociological Association (1974), Sociological Methodology, p. 310

"The ET interview: Professor TW Anderson," 1986
Phillips, Peter CB. "The ET interview: Professor TW Anderson." Econometric Theory, 2.02 (1986): 249-288.
 * [At Princeton Samuel Wilks...] was the major interest for me... I did have a contact with Oscar Morgenstern... Von Neumann was developing theory of games at the time... but I must say, I really didn't understand it very well when he lectured it.
 * p. 525


 * Early in 1943 I got full time war research work... My first project was to evaluate long term weather forecast. Longe range, in that time, meant three to four days.
 * p. 525

Quotes about Theodore Anderson

 * In mathematical statistics, as well as econometrics, Ted Anderson is a scholar of immense stature. The scope and diversity of his research in statistical theory is almost a phenomenon in itself. Sometimes it seems that wherever one turns the subject, Ted's mark and influence is already firmly established. His books on multivariate analysis and time series rapidly became accepted as major treatises and are now integral parts of the bookshelves of every statistician.
 * Phillips, Peter CB. "The ET interview: Professor TW Anderson." Econometric Theory, 2.02 (1986): 249-288.


 * Much of T. W. Anderson's work in statistical theory has had an important inﬂuence on econometrics. But it is his work on structural estimation that has had the greatest impact on subsequent developments in the subject.
 * Phillips, Peter CB. "On TW Anderson’s Contributions to the Study of Structural Equation Estimation." (1990): 1643-1649.