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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
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Volume 17, issue 3 , 2008
Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 417-442
Joseph Romano , Azeem M. Shaikh and Michael Wolf
Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 443-445
José Ferreira and Mark Wiel
Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 446-449
Wenge Guo
Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 450-455
Sanat Sarkar and Ruth Heller
Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 456-457
James Troendle
Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 458-460
Daniel Yekutieli
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 461-471
Joseph Romano , Azeem M. Shaikh and Michael Wolf
Comparison of Bayesian objective procedures for variable selection in linear regression pp. 472-490
Elías Moreno and F. Girón
Comparison of Bayesian objective procedures for variable selection in linear regression pp. 491-492
Elías Moreno and F. Girón
Integral equation solutions as prior distributions for Bayesian model selection pp. 493-504
J. Cano , D. Salmerón and C. Robert
On the equivalence of Aumann and Herer expectations of random sets pp. 505-514
Pedro Terán
Monitoring shifts in mean: Asymptotic normality of stopping times pp. 515-530
Alexander Aue , Lajos Horvath , Piotr Kokoszka and Josef Steinebach
Strongly consistent model selection for densities pp. 531-545
Gérard Biau , Benoît Cadre , Luc Devroye and László Györfi
Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach pp. 546-566
Muneya Matsui and Akimichi Takemura
Partial sums of lagged cross-products of AR residuals and a test for white noise pp. 567-584
Jan G. De Gooijer
Compatible priors for Bayesian model comparison with an application to the Hardy–Weinberg equilibrium model pp. 585-605
Guido Consonni , Eduardo Gutiérrez-Peña and Piero Veronese
A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models pp. 606-627
Brent Hudson and Richard Gerlach
Volume 17, issue 2 , 2008
Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 211-235
Tilmann Gneiting , Larissa Stanberry , Eric Grimit , Leonhard Held and Nicholas Johnson
Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 236-237
José Angulo and María Ruiz-Medina
Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 238-239
Peter Bickel
Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 240-242
William Briggs
Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 243-244
A. Dawid
Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 245-248
Montserrat Fuentes
Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 249-250
Ian Jolliffe
Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 251-255
Robert Winkler and Victor Jose
Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 256-264
Tilmann Gneiting , Larissa Stanberry , Eric Grimit , Leonhard Held and Nicholas Johnson
Bisexual branching processes with offspring and mating depending on the number of couples in the population pp. 265-281
Manuel Molina , Christine Jacob and Alfonso Ramos
Short-tailed distributions and inliers pp. 282-296
Ayşen Akkaya and Moti Tiku
Generalized orderings of excess lifetimes of renewal processes pp. 297-310
Félix Belzunce , Asok Nanda , Eva-María Ortega and José Ruiz
Bias-reduced estimators of the Weibull tail-coefficient pp. 311-331
Jean Diebolt , Laurent Gardes , Stéphane Girard and Armelle Guillou
Maxisets for μ-thresholding rules pp. 332-349
Florent Autin
Approximations for F-tests which are ratios of sums of squares of independent variables with a model close to the normal pp. 350-369
Alfonso García-Pérez
Modeling maxima of longitudinal contralateral observations pp. 370-380
Nicola Maria Rinaldo Loperfido
A statistical view of iterative methods for linear inverse problems pp. 381-400
Ana Fermín and C. Ludeña
Goodness-of-fit tests in parametric regression based on the estimation of the error distribution pp. 401-415
Ingrid Keilegom , Wenceslao González Manteiga and César Sánchez Sellero
Volume 17, issue 1 , 2008
Augmenting the bootstrap to analyze high dimensional genomic data pp. 1-18
Svitlana Tyekucheva and Francesca Chiaromonte
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 19-21
Bing Li
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 22-24
Lexin Li
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 25-27
Korbinian Strimmer
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 28-30
Juliane Schäfer
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 31-35
Anne-Laure Boulesteix , Athanassios Kondylis and Nicole Krämer
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 36-39
Sündüz Keleş and Hyonho Chun
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 40-42
Wenceslao González-Manteiga and Rosa Crujeiras
Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 43-46
Geoffrey McLachlan , K. Wang and S. Ng
Rejoinder on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 47-55
Svitlana Tyekucheva and Francesca Chiaromonte
Optimal allocation of bioassays in the case of parametrized covariance functions: an application to Lung’s retention of radioactive particles pp. 56-68
Milan Stehlík , Juan Rodríguez-Díaz , Werner G. Müller and Jesús López-Fidalgo
One-sided tests in shared frailty models pp. 69-82
Gerda Claeskens , Rosemary Nguti and Paul Janssen
Decision theory classification of high-dimensional vectors based on small samples pp. 83-100
David Bradshaw and Marianna Pensky
Inferences for odds ratio with dependent pairs pp. 101-119
Yinshan Zhao and Harry Joe
MANOVA for large hypothesis degrees of freedom under non-normality pp. 120-137
Arjun Gupta , Solomon Harrar and Yasunori Fujikoshi
Optimal bandwidth selection for multivariate kernel deconvolution density estimation pp. 138-162
Élie Youndjé and Martin Wells
ε-Contaminated priors in contingency tables pp. 163-178
Miguel Gómez-Villegas and Beatriz González-Pérez
Bayesian estimation in the class of bisexual branching processes with population-size dependent mating pp. 179-196
Manuel Molina , Manuel Mota and Alfonso Ramos
Analyzing skewed data by power normal model pp. 197-210
Rameshwar Gupta and Ramesh Gupta