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

1992 - 2025

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 32, issue 4, 2023

Statistical inference and large-scale multiple testing for high-dimensional regression models pp. 1135-1171

T. Tony Cai, Zijian Guo and Yin Xia

Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models pp. 1172-1176

Ye Tian and Yang Feng

Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models pp. 1177-1179

Gerda Claeskens and Maarten Jansen

Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models pp. 1180-1183

Ya’acov Ritov

Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models pp. 1184-1186

Jacobo Uña-Álvarez

Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models pp. 1187-1194

T. Tony Cai, Zijian Guo and Yin Xia

A threshold modeling for nonlinear time series of counts: application to COVID-19 data pp. 1195-1229

Nisreen Shamma, Mehrnaz Mohammadpour and Masoumeh Shirozhan

Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data pp. 1230-1250

Zhaohan Hou, Wei Ma and Lei Wang

Bump hunting through density curvature features pp. 1251-1275

José E. Chacón and Javier Fernández Serrano

High-order asymptotic approximations for improved inference under exceptionally low false positive error rates pp. 1276-1306

Basitha K. Hewa Wellalage, Igor Volobouev and A. Alexandre Trindade

On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions pp. 1307-1335

Jorge Navarro and Jorge M Arevalillo

A causal hidden Markov model for assessing effects of multiple direct mail campaigns pp. 1336-1364

Fulvia Pennoni, Leonard J. Paas and Francesco Bartolucci

Selective inference for false discovery proportion in a hidden Markov model pp. 1365-1391

Marie Perrot-Dockès, Gilles Blanchard, Pierre Neuvial and Etienne Roquain

Gender wage difference estimation at quantile levels using sample survey data pp. 1392-1433

Mihaela-Cătălina Anastasiade-Guinand, Alina Matei and Yves Tillé

Testing for trend in two-way crossed effects model under heteroscedasticity pp. 1434-1458

Anjana Mondal, Paavo Sattler and Somesh Kumar

Analysis of conditional randomisation and permutation schemes with application to conditional independence testing pp. 1459-1478

Małgorzata Łazȩcka, Bartosz Kołodziejek and Jan Mielniczuk

Statistical models and the Benford hypothesis: a unified framework pp. 1479-1507

Lucio Barabesi, Andrea Cerioli and Marco Marzio

On new omnibus tests of uniformity on the hypersphere pp. 1508-1529

Alberto Fernández- de-Marcos and Eduardo García-Portugués

Volume 32, issue 3, 2023

Statistical inference on the significance of rows and columns for matrix-valued data in an additive model pp. 785-828

Xiumin Liu, Lu Niu and Junlong Zhao

Comparison of quantile regression curves with censored data pp. 829-864

Lorenzo Tedesco and Ingrid Van Keilegom

Stochastic comparisons of relevation allocation policies in coherent systems pp. 865-907

Jiandong Zhang and Yiying Zhang

Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence pp. 908-941

Laura Freijeiro-González, Manuel Febrero-Bande and Wenceslao González-Manteiga

Level sets of depth measures in abstract spaces pp. 942-957

A. Cholaquidis, R. Fraiman and L. Moreno

Estimating weak periodic vector autoregressive time series pp. 958-997

Yacouba Boubacar Maïnassara and Eugen Ursu

Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling pp. 998-1037

Dae Woong Ham and Jiaze Qiu

Reliability and optimal replacement policy for a generalized mixed shock model pp. 1038-1054

Murat Ozkut

Robust and efficient estimation of nonparametric generalized linear models pp. 1055-1078

Ioannis Kalogridis, Gerda Claeskens and Stefan Aelst

A general class of shock models with dependent inter-arrival times pp. 1079-1105

Dheeraj Goyal, Nil Kamal Hazra and Maxim Finkelstein

Nonparametric tests for semiparametric regression models pp. 1106-1130

Federico Ferraccioli, Laura M. Sangalli and Livio Finos

Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence pp. 1131-1131

Laura Freijeiro-González, Manuel Febrero-Bande and Wenceslao González-Manteiga

Correction: Estimating weak periodic vector autoregressive time series pp. 1132-1133

Yacouba Boubacar Maïnassara and Eugen Ursu

Volume 32, issue 2, 2023

Nonparametric estimation in mixture cure models with covariates pp. 467-495

Ana López-Cheda, Yingwei Peng and María Amalia Jácome

Comments on: Nonparametric estimation in mixture cure models with covariates pp. 496-498

Bo Han and Xiaoguang Wang

Comments on: Nonparametric estimation in mixture cure models with covariates pp. 499-505

Ricardo Cao

Comments on: Nonparametric estimation in mixture cure models with covariates pp. 506-509

Philippe Lambert

Comments on: Nonparametric estimation in mixture cure models with covariates pp. 510-512

César Sánchez-Sellero and Wenceslao González-Manteiga

Rejoinder on: Nonparametric estimation in mixture cure models with covariates pp. 513-520

Ana López-Cheda, Yingwei Peng and María Amalia Jácome

Variable-dependent partial dimension reduction pp. 521-541

Lu Li, Kai Tan, Xuerong Meggie Wen and Zhou Yu

Copula modelling with penalized complexity priors: the bivariate case pp. 542-565

Diego Battagliese, Clara Grazian, Brunero Liseo and Cristiano Villa

Sharp inequalities of Bienaymé–Chebyshev and Gauß type for possibly asymmetric intervals around the mean pp. 566-601

Roxana A. Ion, Chris A. J. Klaassen and Edwin R. van den Heuvel

Inferences for extended partially linear single-index models pp. 602-622

Zijuan Chen and Suojin Wang

Aspects of robust canonical correlation analysis, principal components and association pp. 623-650

Jorge G. Adrover and Stella M. Donato

Small area estimation of average compositions under multivariate nested error regression models pp. 651-676

María Dolores Esteban, María José Lombardía, Esther López-Vizcaíno, Domingo Morales and Agustín Pérez

Severe testing of Benford’s law pp. 677-694

Roy Cerqueti and Claudio Lupi

Non-linear INAR(1) processes under an alternative geometric thinning operator pp. 695-725

Wagner Barreto-Souza, Sokol Ndreca, Rodrigo B. Silva and Roger W. C. Silva

Global debiased DC estimations for biased estimators via pro forma regression pp. 726-758

Lu Lin and Feng Li

Multipartition model for multiple change point identification pp. 759-783

Ricardo C. Pedroso, Rosangela H. Loschi and Fernando Andrés Quintana

Volume 32, issue 1, 2023

A general procedure for change-point detection in multivariate time series pp. 1-33

Mamadou Lamine Diop and William Kengne

Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data pp. 34-73

Yao Kang, Shuhui Wang, Dehui Wang and Fukang Zhu

On a new concept of stochastic domination and the laws of large numbers pp. 74-106

Lê Vǎn Thành

Understanding complex predictive models with ghost variables pp. 107-145

Pedro Delicado and Daniel Peña

Robust censored regression with $$\ell _1$$ ℓ 1 -norm regularization pp. 146-162

Jad Beyhum and Ingrid Keilegom

Homogeneity tests for one-way models with dependent errors under correlated groups pp. 163-183

Yuichi Goto, Koichi Arakaki, Yan Liu and Masanobu Taniguchi

Correct specification of design matrices in linear mixed effects models: tests with graphical representation pp. 184-210

Jakob Peterlin, Nataša Kejžar and Rok Blagus

Some parametric tests based on sample spacings pp. 211-231

Rahul Singh and Neeraj Misra

Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach pp. 232-262

Junmin Liu, Deli Zhu, Luoyao Yu and Xuehu Zhu

On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference pp. 263-293

Ying C. MacNab

Criterion constrained Bayesian hierarchical models pp. 294-320

Qingying Zong and Jonathan R. Bradley

On functional logistic regression: some conceptual issues pp. 321-349

José R. Berrendero, Beatriz Bueno-Larraz and Antonio Cuevas

A data-driven reversible jump for estimating a finite mixture of regression models pp. 350-369

Gustavo Alexis Sabillón, Luiz Gabriel Fernandes Cotrim and Daiane Aparecida Zuanetti

Nonequivalence of two least-absolute-deviation estimators for mediation effects pp. 370-387

WenWu Wang and Ping Yu

Sparse overlapped linear discriminant analysis pp. 388-417

Youssef Anzarmou, Abdallah Mkhadri and Karim Oualkacha

Bandwidth selection for statistical matching and prediction pp. 418-446

Inés Barbeito, Ricardo Cao and Stefan Sperlich

Block-diagonal test for high-dimensional covariance matrices pp. 447-466

Jiayu Lai, Xiaoyi Wang, Kaige Zhao and Shurong Zheng