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

1992 - 2018

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 ().

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Volume 27, issue 4, 2018

Process modeling for slope and aspect with application to elevation data maps pp. 749-772 Downloads
Fangpo Wang, Anirban Bhattacharya and Alan E. Gelfand
Comments on: Process modeling for slope and aspect with application to elevation data maps pp. 773-775 Downloads
Sudipto Banerjee
Comments on: Process modeling for slope and aspect with application to elevation data maps pp. 776-777 Downloads
Giovanna Jona Lasinio and Gianluca Mastrantonio
Comments on: Process modeling for slope and aspect with application to elevation data maps pp. 778-782 Downloads
Erin M. Schliep
Rejoinder on: Process modeling for slope and aspect with application to elevation data maps pp. 783-786 Downloads
Fangpo Wang, Anirban Bhattacharya and Alan E. Gelfand
Inference with progressively censored k-out-of-n system lifetime data pp. 787-810 Downloads
M. Hermanns and E. Cramer
Exact testing with random permutations pp. 811-825 Downloads
Jesse Hemerik and Jelle Goeman
Strong approximations for the p-fold integrated empirical process with applications to statistical tests pp. 826-849 Downloads
Sergio Alvarez-Andrade, Salim Bouzebda and Aimé Lachal
The max-INAR(1) model for count processes pp. 850-870 Downloads
Manuel G. Scotto, Christian H. Weiß, Tobias A. Möller and Sónia Gouveia
Penalized spline estimation in varying coefficient models with censored data pp. 871-895 Downloads
K. Hendrickx, P. Janssen and A. Verhasselt
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test pp. 896-920 Downloads
Zhidong Bai, Guangming Pan and Yanqing Yin
Circular local likelihood pp. 921-945 Downloads
Marco Marzio, Stefania Fensore, Agnese Panzera and Charles C. Taylor
A note on weighted least square distribution fitting and full standardization of the empirical distribution function pp. 946-967 Downloads
Andrew R. Barron, Mirta Benšić and Kristian Sabo
Integral priors for Bayesian model selection: how they operate from simple to complex cases pp. 968-987 Downloads
J. A. Cano, M. Iniesta and D. Salmerón
On stochastic comparisons of finite mixtures for some semiparametric families of distributions pp. 988-1006 Downloads
Nil Kamal Hazra and Maxim Finkelstein

Volume 27, issue 3, 2018

Some recent work on multivariate Gaussian Markov random fields pp. 497-541 Downloads
Ying C. MacNab
Comments on: Some recent work on multivariate Gaussian Markov random fields pp. 542-544 Downloads
Miguel A. Martinez-Beneito
Comments on: Some recent work on multivariate Gaussian Markov random fields pp. 545-548 Downloads
Stephan R. Sain and Reinhard Furrer
Comments on: Some recent work on multivariate Gaussian Markov random fields pp. 549-553 Downloads
Fedele Greco and Carlo Trivisano
Rejoinder on: Some recent work on multivariate Gaussian Markov random fields pp. 554-569 Downloads
Ying C. MacNab
Estimation and variable selection for semiparametric transformation models under a more efficient cohort sampling design pp. 570-596 Downloads
Mingzhe Wu, Ming Zheng, Wen Yu and Ruofan Wu
New links for binary regression: an application to coca cultivation in Peru pp. 597-617 Downloads
Artur J. Lemonte and Jorge L. Bazán
Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model pp. 618-638 Downloads
Marco Burkschat and Tomasz Rychlik
Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data pp. 639-658 Downloads
Dennis Dobler and Markus Pauly
Bootstrap in semi-functional partial linear regression under dependence pp. 659-679 Downloads
Germán Aneiros, Paula Raña, Philippe Vieu and Juan Vilar
A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data pp. 680-699 Downloads
Masashi Hyodo and Takahiro Nishiyama
A minimum projected-distance test for parametric single-index Berkson models pp. 700-715 Downloads
Chuanlong Xie and Lixing Zhu
Comparing implementations of global and local indicators of spatial association pp. 716-748 Downloads
Roger S. Bivand and David W. S. Wong

Volume 27, issue 2, 2018

A smooth simultaneous confidence band for correlation curve pp. 247-269 Downloads
Yuanyuan Zhang and Lijian Yang
Small area estimation of poverty proportions under unit-level temporal binomial-logit mixed models pp. 270-294 Downloads
Tomáš Hobza, Domingo Morales and Laureano Santamaría
A dimension reduction approach for conditional Kaplan–Meier estimators pp. 295-315 Downloads
Weiyu Li and Valentin Patilea
Controlling mixed directional false discovery rate in multidimensional decisions with applications to microarray studies pp. 316-337 Downloads
Haibing Zhao and Wing Kam Fung
Hazard estimation with censoring and measurement error: application to length of pregnancy pp. 338-359 Downloads
Fabienne Comte, Adeline Samson and Julien J. Stirnemann
Testing of multivariate repeated measures data with block exchangeable covariance structure pp. 360-378 Downloads
Ivan Žežula, Daniel Klein and Anuradha Roy
Weighted version of strong law of large numbers for a class of random variables and its applications pp. 379-406 Downloads
Yi Wu, Xuejun Wang, Shuhe Hu and Lianqiang Yang
Small area estimation via unmatched sampling and linking models pp. 407-427 Downloads
Shonosuke Sugasawa, Tatsuya Kubokawa and J. N. K. Rao
A new bivariate integer-valued GARCH model allowing for negative cross-correlation pp. 428-452 Downloads
Yan Cui and Fukang Zhu
Variance estimation for semiparametric regression models by local averaging pp. 453-476 Downloads
Jingxin Zhao, Heng Peng and Tao Huang
On the rates of convergence for moments convergence in regression models pp. 477-495 Downloads
João Lita da Silva

Volume 27, issue 1, 2018

Editorial pp. 1-2 Downloads
S. G. Meintanis, M. Hušková and M. D. Jiménez-Gamero
Serial independence tests for innovations of conditional mean and variance models pp. 3-26 Downloads
Kilani Ghoudi and Bruno Rémillard
Goodness-of-fit tests for Log-GARCH and EGARCH models pp. 27-51 Downloads
Christian Francq, Olivier Wintenberger and Jean-Michel Zakoian
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models pp. 52-69 Downloads
Youngmi Lee, Sangyeol Lee and Dag Tjøstheim
Testing the adequacy of semiparametric transformation models pp. 70-94 Downloads
J. S. Allison, M. Hušková and S. G. Meintanis
On the estimation of the characteristic function in finite populations with applications pp. 95-121 Downloads
M. D. Jiménez-Gamero, J. L. Moreno-Rebollo and J. A. Mayor-Gallego
Stochastic orders to approach investments in condor financial derivatives pp. 122-146 Downloads
María Concepción López-Díaz, Miguel López-Díaz and Sergio Martínez-Fernández
Parametric bootstrap edf-based goodness-of-fit testing for sinh–arcsinh distributions pp. 147-172 Downloads
Arthur Pewsey
Stochastic ordering for populations of manufactured items pp. 173-196 Downloads
Nil Kamal Hazra, Maxim Finkelstein and Ji Hwan Cha
On the correspondence from Bayesian log-linear modelling to logistic regression modelling with g-priors pp. 197-220 Downloads
Michail Papathomas
Spatio-temporal analysis with short- and long-memory dependence: a state-space approach pp. 221-245 Downloads
Guillermo Ferreira, Jorge Mateu and Emilio Porcu
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