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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
1992 - 2012
Edited by MarÌa ¡ngeles Gil and Leandro Pardo
from Springer
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Volume 21, issue 1 , 2012
Small area estimation via M-quantile geographically weighted regression pp. 1-28 N. Salvati , N. Tzavidis , M. Pratesi and R. Chambers New statistical distributions for group counting in Bernoulli and Poisson processes pp. 29-53 Min Cao , Allen Tai and Ling-Yau Chan Testing for bivariate spherical symmetry pp. 54-73 John Einmahl and Maria Gantner Jackknife empirical likelihood method for copulas pp. 74-92 Liang Peng , Yongcheng Qi and Ingrid Van Keilegom On the mean residual lifetime of consecutive k-out-of-n systems pp. 93-115 E. Salehi , M. Asadi and S. Eryılmaz Limit laws for maxima of a stationary random sequence with random sample size pp. 116-131 A. Freitas , J. Hüsler and M. Temido Model checks for parametric regression models pp. 132-155 Eckhard Liebscher On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods pp. 156-169 In Chang and Rahul Mukerjee Conditional exact tests for Markovianity and reversibility in multiple categorical sequences pp. 170-187 Davide Di Cecco On δ-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation pp. 188-214 Raúl Gouet , F. López and Gerardo Sanz Volume 20, issue 3 , 2011
Subsampling weakly dependent time series and application to extremes pp. 447-479 Paul Doukhan , Silika Prohl and Christian Robert Comments on: Subsampling weakly dependent time series and application to extremes pp. 480-482 Carlos Velasco Comment on: Subsampling weakly dependent time series and application to extremes pp. 483-486 Francesco Bravo Comments on: Subsampling weakly dependent time series and application to extremes pp. 487-490 Patrice Bertail Comments on: Subsampling weakly dependent time series and application to extremes pp. 491-496 S. Lahiri and S. Mukhopadhyay Comments on: Subsampling weakly dependent time series and application to extremes pp. 497-498 Efstathios Paparoditis Rejoinder on: Subsampling weakly dependent time series and application to extremes pp. 499-502 Paul Doukhan , Silika Prohl and Christian Robert A second order approach to analyse spatial point patterns with functional marks pp. 503-523 C. Comas , Pedro Delicado and J. Mateu Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators pp. 524-548 Ana Bianco , Graciela Boente , Wenceslao González-Manteiga and Ana Pérez-González A goodness-of-fit test for copula densities pp. 549-573 Ghislaine Gayraud and Karine Tribouley Bayesian benchmarking with applications to small area estimation pp. 574-588 G. Datta , M. Ghosh , R. Steorts and J. Maples Sensitivity analysis for incomplete continuous data pp. 589-606 Frederico Poleto , Geert Molenberghs , Carlos Paulino and Julio Singer Weighted conditional least square estimators for bisexual branching processes with immigration pp. 607-629 M. González , M. Mota and I. Puerto Skew t distributions via the sinh-arcsinh transformation pp. 630-652 J. Rosco , M. Jones and Arthur Pewsey Local polynomial estimation of a conditional mean function with dependent truncated data pp. 653-677 Han-Ying Liang , Jacobo Uña-Álvarez and María Iglesias-Pérez Volume 20, issue 2 , 2011
Inference in multivariate Archimedean copula models pp. 223-256 Christian Genest , Johanna Nešlehová and Johanna Ziegel Comments on: Inference in multivariate Archimedean copula models pp. 257-262 Emiliano A. Valdez Comments on: Inference in multivariate Archimedean copula models pp. 263-270 Paul Embrechts and Marius Hofert Comments on: Inference in multivariate Archimedean copula models pp. 271-275 Paul Janssen and Luc Duchateau Comments on: Inference in multivariate Archimedean copula models pp. 276-280 Weijing Wang and Takeshi Emura Comments on: Inference in multivariate Archimedean copula models pp. 281-283 Johan Segers Comments on: Inference in multivariate Archimedean copula models pp. 284-286 Philippe Lambert Comments on: Inference in multivariate Archimedean copula models pp. 287-289 Hideatsu Tsukahara Rejoinder on: Inference in multivariate Archimedean copula models pp. 290-292 Christian Genest , Johanna Nešlehová and Johanna Ziegel De Finetti-type theorems for nonexchangeable 0–1 random variables pp. 293-310 Ricardo Vélez Ibarrola and Tomás Prieto-Rumeau Kernel estimators of extreme level curves pp. 311-333 Abdelaati Daouia , Laurent Gardes , Stéphane Girard and Alexandre Lekina Exploring the statistical applicability of the Poincaré inequality: a test of normality pp. 334-352 Aldo Goia , Ernesto Salinelli and Pascal Sarda Empirical likelihood confidence intervals for the endpoint of a distribution function pp. 353-366 Deyuan Li , Liang Peng and Yongcheng Qi Estimation of mean squared error of model-based small area estimators pp. 367-388 Gauri Datta , Tatsuya Kubokawa , Isabel Molina and J. Rao Multiplicative Kalman filtering pp. 389-411 Fabienne Comte , Valentine Genon-Catalot and Mathieu Kessler Nonparametric regression on the hyper-sphere with uniform design pp. 412-446 Jean-Baptiste Monnier Volume 20, issue 1 , 2011
Nonparametric inference based on panel count data pp. 1-42 Xingqiu Zhao , N. Balakrishnan and Jianguo Sun Comments on: Nonparametric inference based on panel count data pp. 43-45 C. Dean and E. Juarez Colunga Comments on: Nonparametric inference based on panel count data pp. 46-47 Xin He Comments on: Nonparametric inference based on panel count data pp. 48-53 Hemant Ishwaran Comments on: Nonparametric inference based on panel count data pp. 54-57 M. Pardo Comments on: Nonparametric inference based on panel count data pp. 58-61 Xingwei Tong Comments on: Nonparametric inference based on panel count data pp. 62-64 Jacobo Uña-Álvarez Rejoinder on: Nonparametric inference based on panel count data pp. 65-71 Xingqiu Zhao , N. Balakrishnan and Jianguo Sun A general result on the uniform in bandwidth consistency of kernel-type function estimators pp. 72-94 David Mason and Jan Swanepoel Influence diagnostics in a general class of beta regression models pp. 95-119 Andréa Rocha and Alexandre Simas Minimum Hellinger distance based inference for scalar skew-normal and skew-t distributions pp. 120-137 Luca Greco A weighted mean excess function approach to the estimation of Weibull-type tails pp. 138-162 Yuri Goegebeur and Armelle Guillou Discussion about the quality of F-ratio resampling tests for comparing variances pp. 163-179 Markus Pauly A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis pp. 180-203 Filipe Marques , Carlos Coelho and Barry Arnold Objective Bayesian reference analysis for the Poisson process model in presence of recurrent events data pp. 204-221 José Bernardo and Vera Tomazella
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