TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

1992 - 2024

Current editor(s): Alfonso Gordaliza and Ana F. Militino

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Springer
Sociedad de Estadística e Investigación Operativa
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Volume 33, issue 4, 2024

Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation pp. 987-1013

Liliana Forzani, Daniela Rodriguez and Mariela Sued

Specifications tests for count time series models with covariates pp. 1014-1040

Šárka Hudecová, Marie Hušková and Simos G. Meintanis

Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band pp. 1041-1061

Li Cai, Lei Jin, Jiuzhou Miao and Suojin Wang

Conformal link prediction for false discovery rate control pp. 1062-1083

Ariane Marandon

Optimal subsampling for $$L_p$$ L p -quantile regression via decorrelated score pp. 1084-1104

Xing Li, Yujing Shao and Lei Wang

Marginal analysis of count time series in the presence of missing observations pp. 1105-1128

Simon Nik

Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors pp. 1129-1159

Da Chen, Linlin Dai and Yichuan Zhao

Extended Hotelling $$T^2$$ T 2 test in distributed frameworks pp. 1160-1179

Bin Du, Xiumin Liu and Junlong Zhao

Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation pp. 1180-1224

Xun-Jian Li, Shuang Li, Guo-Liang Tian and Jianhua Shi

Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates pp. 1225-1257

Dimitrios Bagkavos, Montserrat Guillen and Jens P. Nielsen

Higher-order spatial autoregressive varying coefficient model: estimation and specification test pp. 1258-1299

Tizheng Li and Yuping Wang

Correction to: A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis pp. 1300-1301

Filipe J. Marques, Carlos A. Coelho and Barry C. Arnold

Volume 33, issue 3, 2024

Data integration via analysis of subspaces (DIVAS) pp. 633-674

Jack Prothero, Meilei Jiang, Jan Hannig, Quoc Tran-Dinh, Andrew Ackerman and J. S. Marron

Comments on: Data integration via analysis of subspaces (DIVAS) pp. 675-682

Irina Gaynanova and Renat Sergazinov

Comments on: Data integration via analysis of subspaces (DIVAS) pp. 683-685

Fred Godtliebsen, Eirik Myrvoll-Nilsen and Lasse Holmström

Comments on: Data integration via analysis of subspaces (DIVAS) pp. 686-688

Hai Shu and Hongtu Zhu

Comments on: Data integration via analysis of subspaces (DIVAS) pp. 689-692

Ling Zhou and Peter X. K. Song

Rejoinder on: Data integration via analysis of subspaces (DIVAS) pp. 693-696

Jack Prothero, Meilei Jiang, Jan Hannig, Quoc Tran-Dinh, Andrew Ackerman and J. S. Marron

Bayesian sample size determination for detecting heterogeneity in multi-site replication studies pp. 697-716

Konstantinos Bourazas, Guido Consonni and Laura Deldossi

On variability of the mean remaining lifetime at random age pp. 717-730

Majid Asadi and Maxim Finkelstein

A copula formulation for multivariate latent Markov models pp. 731-751

Alfonso Russo and Alessio Farcomeni

The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering pp. 752-785

Ryan P. Browne and Jeffrey L. Andrews

Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates pp. 786-808

Yang Liu, Yukun Liu, Pengfei Li and Riquan Zhang

Multiple change point detection for high-dimensional data pp. 809-846

Wenbiao Zhao, Lixing Zhu and Falong Tan

Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model pp. 847-876

Katarzyna Filipiak, Mateusz John and Yuli Liang

Privacy-preserving parametric inference for spatial autoregressive model pp. 877-896

Zhijian Wang and Yunquan Song

Partly linear instrumental variables regressions without smoothing on the instruments pp. 897-920

Jean-Pierre Florens and Elia Lapenta

A new sufficient dimension reduction method via rank divergence pp. 921-950

Tianqing Liu, Danning Li, Fengjiao Ren, Jianguo Sun and Xiaohui Yuan

Local influence analysis in the softplus INGARCH model pp. 951-985

Zhonghao Su, Fukang Zhu and Shuangzhe Liu

Volume 33, issue 2, 2024

Model checking for generalized partially linear models pp. 361-378

Xinmin Li, Haozhe Liang, Wolfgang Härdle and Hua Liang

Application of the Cramér–Wold theorem to testing for invariance under group actions pp. 379-399

Ricardo Fraiman, Leonardo Moreno and Thomas Ransford

Change point detection in high dimensional data with U-statistics pp. 400-452

B. Cooper Boniece, Lajos Horvath and Peter M. Jacobs

Tensor eigenvectors for projection pursuit pp. 453-472

Nicola Loperfido

An instrumental variable approach under dependent censoring pp. 473-495

Gilles Crommen, Jad Beyhum and Ingrid Van Keilegom

Testing hypotheses about correlation matrices in general MANOVA designs pp. 496-516

Paavo Sattler and Markus Pauly

Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data pp. 517-539

Simos G. Meintanis, John P. Nolan and Charl Pretorius

Complete asymptotic expansions and the high-dimensional Bingham distributions pp. 540-563

Armine Bagyan and Donald Richards

LRD spectral analysis of multifractional functional time series on manifolds pp. 564-588

Diana P. Ovalle–Muñoz and M. Dolores Ruiz–Medina

A generalized Hosmer–Lemeshow goodness-of-fit test for a family of generalized linear models pp. 589-608

Nikola Surjanovic, Richard A. Lockhart and Thomas M. Loughin

Change-point detection in a tensor regression model pp. 609-630

Mai Ghannam and Sévérien Nkurunziza

Correction to: LRD spectral analysis of multifractional functional time series on manifolds pp. 631-631

Diana P. Ovalle–Muñoz and M. Dolores Ruiz–Medina

Volume 33, issue 1, 2024

Shape-based functional data analysis pp. 1-47

Yuexuan Wu, Chao Huang and Anuj Srivastava

Comments on: shape-based functional data analysis pp. 48-58

Almond Stöcker, Lisa Steyer and Sonja Greven

Comments on: Shape-based functional data analysis pp. 59-61

Ian L. Dryden

Comments on: Shape-based functional data analysis pp. 62-65

Pedro Delicado

Comments on: Shape-based functional data analysis pp. 66-70

J. E. Borgert and J. S. Marron

Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava pp. 71-72

Lajos Horvath

Rejoinder on: Shape-based functional data analysis pp. 73-80

Yuexuan Wu, Chao Huang and Anuj Srivastava

Testing Poissonity of a large number of populations pp. 81-105

M. D. Jiménez-Gamero and J. de Uña-Álvarez

Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers pp. 106-126

Rahul Ghosal and Arnab Maity

Power priors for replication studies pp. 127-154

Samuel Pawel, Frederik Aust, Leonhard Held and Eric-Jan Wagenmakers

On the Randić index and its variants of network data pp. 155-179

Mingao Yuan

Statistical analysis of measures of non-convexity pp. 180-203

Alejandro Cholaquidis, Ricardo Fraiman, Leonardo Moreno and Beatriz Pateiro-López

Unit-Weibull autoregressive moving average models pp. 204-229

Guilherme Pumi, Taiane Schaedler Prass and Cleiton Taufemback

Conditional tail moment and reinsurance premium estimation under random right censoring pp. 230-250

Yuri Goegebeur, Armelle Guillou and Jing Qin

Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors pp. 251-270

Min Wang, Keying Ye and Zifei Han

A statistical learning view of simple Kriging pp. 271-296

Emilia Siviero, Emilie Chautru and Stephan Clémençon

Estimation of stability index for symmetric $$\alpha $$ α -stable distribution using quantile conditional variance ratios pp. 297-334

Kewin Pączek, Damian Jelito, Marcin Pitera and Agnieszka Wyłomańska

Bayesian joint quantile autoregression pp. 335-357

Jorge Castillo-Mateo, Alan E. Gelfand, Jesús Asín, Ana C. Cebrián and Jesús Abaurrea

Publisher Correction: Unit-Weibull autoregressive moving average models pp. 358-359

Guilherme Pumi, Taiane Schaedler Prass and Cleiton Taufemback