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

1992 - 2026

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

From:
Springer
Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 35, issue 2, 2026

Variable selection for Fay–Herriot models: a cooperative game theory approach pp. 285-316

E. Cabello, J. C. Gonçalves-Dosantos, D. Morales and J. Sánchez-Soriano

Joint estimation of sparse and dense components through structured iteration pp. 317-342

Shun Yu and Yuehan Yang

A framework for optimal estimation in generalized partially linear single-index models pp. 343-373

Shakhawat Hossain, Abhishek Singh and Melody Ghahramani

Estimation of a flexible tampered failure rate model under stage life testing experiment pp. 374-405

Dhrubasish Bhattacharyya and Debasis Kundu

Copulas, m-dependence, and Markov chains pp. 406-439

Martial Longla

An adaptive test for natural indirect effect in large-dimensional mediation analysis pp. 440-468

Feng Liang, Zhong Wang and Lixing Zhu

Optimal design of experiments for functional linear models with dynamic factors pp. 469-497

Caterina May, Theodoros Ladas, Davide Pigoli and Kalliopi Mylona

A regression-type model for bimodal extreme-valued data pp. 498-534

Cira E. G. Otiniano, Mathews N. S. Lisboa, Terezinha K. A. Ribeiro and Juliana B. Fachini-Gomes

Analytic posterior distribution and bayes factor for pearson partial correlations pp. 535-558

Šimon Kucharský, Eric-Jan Wagenmakers, Don van den Bergh and Alexander Ly

A hybrid quantile regression for fixed effects panel data pp. 559-589

Zhengwei Liu and Fukang Zhu

A relativity-based framework for statistical testing guided by the independence of ancillary statistics: methodology and nonparametric illustrations pp. 590-613

Albert Vexler and Douglas Landsittel

Robust subgroup analysis under rank regression pp. 614-653

Ke Zhang, Wensheng Zhu and Zhongde Cheng

Volume 35, issue 1, 2026

Another approach for the asymptotic properties of threshold vector ARMA models pp. 1-22

Guy Mélard and Marcella Niglio

Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes pp. 23-48

Nikolai Leonenko, Andrey Pepelyshev, Alois Pichler, Enrica Pirozzi and Xiangyun Meng

Improved estimation of mean matrix in singular elliptically contoured random samples with high-dimensional data pp. 49-97

Arash A. Foroushani and Sévérien Nkurunziza

Penalised hidden semi-Markov models with flexible sojourn-time distributions pp. 98-116

Alessio Farcomeni

Tobit INARMA models for count time series with negative autocorrelation pp. 117-156

Christian H. Weiß, Fukang Zhu and Hee-Young Kim

Statistical inference for the semi-parametric proportional reversed hazard model for left-censored and zero-inflated data pp. 157-179

Magdalena Pereda Vivo and Christian Paroissin

Estimation of the additive–multiplicative Cox–Aalen model based on interval-censored competing risks data pp. 180-210

Xinyi Wang, Peijie Wang and Jianguo Sun

Computationally efficient multilevel Gaussian process regression for functional data observed under completely or partially regular sampling designs pp. 211-231

Adam Gorm Hoffmann, Claus Thorn Ekstrøm and Andreas Kryger Jensen

On testing for weak change in the conditional mean of a class of nonlinear heteroscedastic models pp. 232-283

Fatma Aouissaoui, Joseph Ngatchou-Wandji and Hamdi Fathallah

Volume 34, issue 4, 2025

Non-steepness and maximum likelihood estimation properties of the truncated multivariate normal distributions pp. 815-845

Michael Levine, Donald Richards and Jianxi Su

A generalized censored $$\delta$$ δ -shock model for multi-state systems pp. 846-895

Stathis Chadjiconstantinidis

Multivariate generalized linear models for Markov kernels with (un)known link and variance functions pp. 896-926

Farouk Mselmi and Célestin C. Kokonendji

Ordinal pattern-based change point detection pp. 927-980

Annika Betken, Giorgio Micali and Johannes Schmidt-Hieber

Random positive linear operators and their applications to nonparametric statistics pp. 981-1011

José A. Adell, J. T. Alcalá and C. Sangüesa

Assessing replication success via skeptical mixture priors pp. 1012-1035

Guido Consonni and Leonardo Egidi

Efficient B-spline imputation methods in functional structural equation model with missing data pp. 1036-1079

Hao Cheng

Multiple testing of a function’s monotonicity pp. 1080-1103

Wei Zhao and David Kaplan

Bandwidth selection for multivariate local linear regression with correlated errors pp. 1104-1139

Kris De Brabanter, Mehnuma Tabassum and Yifan Wang

Volume 34, issue 3, 2025

Measuring Bayesian sensitivity in the compound Poisson process pp. 509-529

F. Ruggeri, M. Sánchez-Sánchez and A. Suárez-Llorens

Testing high-dimensional mediation effect with arbitrary exposure–mediator coefficients pp. 530-579

Yinan Lin, Zijian Guo, Baoluo Sun and Zhenhua Lin

A kernel-based test for the first-order separability of spatio-temporal point processes pp. 580-611

Mohammad Ghorbani, Nafiseh Vafaei and Mari Myllymäki

Mixed membership estimation for categorical data with weighted responses pp. 612-659

Huan Qing

Resistant dispersion estimation for nonparametric regression pp. 660-690

Ioannis Kalogridis and Stefan Van Aelst

Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains pp. 691-713

Patrice Bertail, Stephan Clémençon and Carlos Fernández

Testing for trend in two-way heteroscedastic ANCOVA models pp. 714-741

Anjana Mondal and Somesh Kumar

Robust penalized estimators for high-dimensional generalized linear models pp. 742-785

Marina Valdora and Claudio Agostinelli

Testing linearity in semi-functional partially linear regression models pp. 786-814

Yongzhen Feng, Jie Li and Xiaojun Song

Volume 34, issue 2, 2025

Mixed causal-noncausal count process pp. 325-360

Jian Pei, Yang Lu and Fukang Zhu

Copula based dependent censoring in cure models pp. 361-382

Morine Delhelle and Ingrid Van Keilegom

A one-bring-one route for assessing the uncertainty of small area estimation in nested-error regression models pp. 383-430

Yuzi Liu, Haiqiang Ma, Xiaohui Liu and Jiming Jiang

Flexible clustering via Gaussian parsimonious mixture models with censored and missing values pp. 431-458

Wan-Lun Wang, Victor Hugo Lachos, Yu-Chien Chen and Tsung-I Lin

Exploratory functional data analysis pp. 459-482

Zhuo Qu, Wenlin Dai, Carolina Euan, Ying Sun and Marc G. Genton

Comments on: Exploratory functional data analysis pp. 483-487

Rob Hyndman

Comments on: Exploratory functional data analysis pp. 488-489

Jeff Goldsmith

Comments on: Exploratory functional data analysis pp. 490-493

Rosa E. Lillo

Comments on: Exploratory functional data analysis pp. 494-497

Sara Lopez-Pintado

Comments on: exploratory functional data analysis pp. 498-501

Anna Maria Paganoni and Laura M. Sangalli

Rejoinder to the discussion on “Exploratory Functional Data Analysis” pp. 502-507

Zhuo Qu, Wenlin Dai, Carolina Euan, Ying Sun and Marc G. Genton

Volume 34, issue 1, 2025

Bayesian inference and cure rate modeling for event history data pp. 1-27

Panagiotis Papastamoulis and Fotios S. Milienos

Composite quantile estimation in partially functional linear regression model with randomly censored responses pp. 28-47

Chengxin Wu, Nengxiang Ling, Philippe Vieu and Guoliang Fan

Inference and prediction for ARCH time series via innovation distribution function pp. 48-68

Chen Zhong, Yuanyuan Zhang and Lijian Yang

A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data pp. 69-90

Adrián Lago, Jacobo Uña-Álvarez and Juan Carlos Pardo-Fernández

A semiparametric approach for simple step-stress model pp. 91-124

Ayan Pal, Debashis Samanta and Debasis Kundu

Statistical properties of partially observed integrated functional depths pp. 125-150

Antonio Elías and Stanislav Nagy

Integrative subgroup analysis for high-dimensional mixed-type multi-response data pp. 151-197

Shuyang Song, Jiaqi Wu and Weiping Zhang

Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models pp. 198-234

Mingyu Sun, Kai Yang and Ang Li

Semi-functional partial linear regression with measurement error: an approach based on kNN estimation pp. 235-261

Silvia Novo, Germán Aneiros and Philippe Vieu

Distribution-free tests for lossless feature selection in classification and regression pp. 262-287

László Györfi, Tamás Linder and Harro Walk

Convolution smoothing and online updating estimation for support vector machine pp. 288-323

Kangning Wang, Xiaoqing Meng and Xiaofei Sun