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

1992 - 2025

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 22, issue 4, 2013

Estimating the upcrossings index pp. 549-579

J. Sebastião, A. Martins, H. Ferreira and L. Pereira

U-tests for variance components in linear mixed models pp. 580-605

Juvêncio Nobre, Julio Singer and Pranab Sen

Extremes of multivariate ARMAX processes pp. 606-627

Marta Ferreira and Helena Ferreira

Eliciting Dirichlet and Connor–Mosimann prior distributions for multinomial models pp. 628-646

Fadlalla Elfadaly and Paul Garthwaite

A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data pp. 647-669

Xin-Bing Kong

Two-stage benchmarking as applied to small area estimation pp. 670-687

Malay Ghosh and Rebecca Steorts

Empirical copulas for consecutive survival data pp. 688-714

E. Strzalkowska-Kominiak and W. Stute

Distribution theory of δ-record values. Case δ≤0 pp. 715-738

F. López-Blázquez and B. Salamanca-Miño

Volume 22, issue 3, 2013

An updated review of Goodness-of-Fit tests for regression models pp. 361-411

Wenceslao González-Manteiga and Rosa Crujeiras

Comments on: An updated review of Goodness-of-Fit tests for regression models pp. 412-413

M. Jiménez Gamero

Comments on: An updated review of Goodness-of-Fit tests for regression models pp. 414-418

Jacobo Uña-Álvarez

Comments on: An updated review of Goodness-of-Fit tests for regression models pp. 419-427

Stefan Sperlich

Comments on: An updated review of Goodness-of-Fit tests for regression models pp. 428-431

Ingrid Van Keilegom

Comments on: An updated review of Goodness-of-Fit tests for regression models pp. 432-436

Simos Meintanis

Comments on: An updated review of Goodness-of-Fit tests for regression models pp. 437-441

Holger Dette

Rejoinder on: An updated review of Goodness-of-Fit tests for regression models pp. 442-447

Wenceslao González-Manteiga and Rosa Crujeiras

Reducing the mean squared error of quantile-based estimators by smoothing pp. 448-465

Mia Hubert, Irène Gijbels and Dina Vanpaemel

On the breakdown behavior of the TCLUST clustering procedure pp. 466-487

C. Ruwet, L. García-Escudero, A. Gordaliza and A. Mayo-Iscar

On the effect of noisy measurements of the regressor in functional linear models pp. 488-513

Mareike Bereswill and Jan Johannes

Reweighted least trimmed squares: an alternative to one-step estimators pp. 514-533

Pavel Cizek

Penalized likelihood ratio tests for repeated measurement models pp. 534-547

Christian Ritz

Volume 22, issue 2, 2013

Model-free model-fitting and predictive distributions pp. 183-221

Dimitris Politis

Comments on: Model-free model-fitting and predictive distributions pp. 222-223

Juan Cuesta-Albertos

Comments on: Model-free model-fitting and predictive distributions pp. 224-226

Manuel Febrero–Bande

Comments on: Model-free model-fitting and predictive distributions pp. 227-233

Stefan Sperlich

Comments on: Model-free model-fitting and predictive distributions pp. 234-236

Ingrid Van Keilegom

Comments on: Model-free model-fitting and predictive distributions pp. 237-239

Carlos Velasco

Rejoinder on: Model-free model-fitting and predictive distributions pp. 240-250

Dimitris Politis

Penalized spline approaches for functional logit regression pp. 251-277

M. Aguilera-Morillo, Ana Aguilera, Manuel Escabias and Mariano Valderrama

Generalized additive models for functional data pp. 278-292

Manuel Febrero-Bande and Wenceslao González-Manteiga

Functional projection pursuit regression pp. 293-320

F. Ferraty, A. Goia, E. Salinelli and P. Vieu

Density estimation for spatial-temporal models pp. 321-342

Liliana Forzani, Ricardo Fraiman and Pamela Llop

Generalized copula-graphic estimator pp. 343-360

Jacobo Uña-Álvarez and Noël Veraverbeke

Volume 22, issue 1, 2013

A goodness-of-fit testing approach for normality based on the posterior predictive distribution pp. 1-18

Daojiang He and Xingzhong Xu

Recovering the shape of a point cloud in the plane pp. 19-45

Beatriz Pateiro-López and Alberto Rodríguez-Casal

A generalized Pólya urn and limit laws for the number of outputs in a family of random circuits pp. 46-61

José Moler, Fernando Plo and Henar Urmeneta

A note on testing independence by a copula-based order selection approach pp. 62-82

Sebastian Kiwitt and Natalie Neumeyer

A class of rank-based tests for doubly-truncated data pp. 83-102

Pao-Sheng Shen

Semiparametric additive models under symmetric distributions pp. 103-121

Germán Ibacache-Pulgar, Gilberto Paula and Francisco Cysneiros

Wavelet penalized likelihood estimation in generalized functional models pp. 122-158

Irène Gannaz

Optimal designs for some stochastic processes whose covariance is a function of the mean pp. 159-181

Mariano Amo-Salas, Jesús López-Fidalgo and Emilio Porcu

Volume 21, issue 4, 2012

Monitoring changes in the error distribution of autoregressive models based on Fourier methods pp. 605-634

Zdeněk Hlávka, Marie Hušková, Claudia Kirch and Simos Meintanis

An informative subset-based estimator for censored quantile regression pp. 635-655

Yanlin Tang, Huixia Wang, Xuming He and Zhongyi Zhu

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss pp. 656-675

Luis Mendo

On the definition of phase and amplitude variability in functional data analysis pp. 676-696

Simone Vantini

Estimating an endpoint with high-order moments pp. 697-729

Stéphane Girard, Armelle Guillou and Gilles Stupfler

Nonparametric tests for stochastic ordering pp. 730-756

Teresa Ledwina and Grzegorz Wyłupek

Statistical inference on restricted partially linear additive errors-in-variables models pp. 757-774

Chuanhua Wei and Qihua Wang

Likelihood-based inference for power distributions pp. 775-789

Arthur Pewsey, Héctor Gómez and Heleno Bolfarine

Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data pp. 790-810

Han-Ying Liang, Jacobo Uña-Álvarez and María Iglesias-Pérez

Volume 21, issue 3, 2012

Some recent theory for autoregressive count time series pp. 413-438

Dag Tjøstheim

Comments on: Some recent theory for autoregressive count time series pp. 439-441

Germán Aneiros

Comments on: Some recent theory for autoregressive count time series pp. 442-446

Juan Dolado

Comments on: Some recent theory for autoregressive count time series pp. 447-450

Paul Doukhan

Comments on: Some recent theory for autoregressive count time series pp. 451-454

Konstantinos Fokianos

Comments on: Some recent theory for autoregressive count time series pp. 455-458

Pedro Galeano

Comments on: Some recent theory for autoregressive count time series pp. 459-463

Jiti Gao

Comments on: Some recent theory for autoregressive count time series pp. 464-466

Andréas Heinen

Comments on: Some recent theory for autoregressive count time series pp. 467-468

Benjamin Kedem

Rejoinder on: Some recent theory for autoregressive count time series pp. 469-476

Dag Tjøstheim

Estimation of and testing for random effects in dynamic panel data models pp. 477-497

Jianhong Wu and Lixing Zhu

Testing for one-sided alternatives in nonparametric censored regression pp. 498-518

Cédric Heuchenne and Juan Pardo-Fernández

Assessment of variance components in nonlinear mixed-effects elliptical models pp. 519-545

Cibele Russo, Reiko Aoki and Gilberto Paula

Interval estimation of the tail index of a GARCH(1,1) model pp. 546-565

Ngai Chan, Liang Peng and Rongmao Zhang

On extremal dependence: some contributions pp. 566-583

Marta Ferreira and Helena Ferreira

Analysis of left-truncated right-censored or doubly censored data with linear transformation models pp. 584-603

Pao-sheng Shen

Volume 21, issue 2, 2012

Sequences of regressions and their independences pp. 215-252

Nanny Wermuth and Kayvan Sadeghi

Comments on: Sequences of regressions and their independences pp. 253-254

Robert Castelo

Comments on: Sequences of regressions and their independencies pp. 255-261

Mathias Drton, Chris Fox and Andreas Käufl

Comments on: Sequences of regressions and their independences pp. 262-264

Monia Lupparelli and Alberto Roverato

Comments on: Sequence of regressions and their independences pp. 265-267

Elena Stanghellini

Comment on: Sequences of regressions and their independences pp. 268-273

Bala Rajaratnam

Rejoinder on: Sequences of regressions and their independences pp. 274-279

Nanny Wermuth and Kayvan Sadeghi

Optimal significance analysis of microarray data in a class of tests whose null statistic can be constructed pp. 280-300

Hironori Fujisawa and Takayuki Sakaguchi

On Hölder fields clustering pp. 301-316

Benoît Cadre and Quentin Paris

Testing composite hypotheses about discrete ergodic processes pp. 317-329

Daniil Ryabko

Estimation of the third-order parameter in extreme value statistics pp. 330-354

Yuri Goegebeur and Tertius de Wet

A multiple time scale survival model with a cure fraction pp. 355-368

Francisco Louzada and Juliana Cobre

Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables pp. 369-385

Manuel Ordóñez Cabrera, Andrew Rosalsky and Andrei Volodin

Robust estimates in generalized partially linear single-index models pp. 386-411

Graciela Boente and Daniela Rodriguez

Volume 21, issue 1, 2012

Small area estimation via M-quantile geographically weighted regression pp. 1-28

N. Salvati, N. Tzavidis, M. Pratesi and R. Chambers

New statistical distributions for group counting in Bernoulli and Poisson processes pp. 29-53

Min Cao, Allen Tai and Ling-Yau Chan

Testing for bivariate spherical symmetry pp. 54-73

John Einmahl and Maria Gantner

Jackknife empirical likelihood method for copulas pp. 74-92

Liang Peng, Yongcheng Qi and Ingrid Van Keilegom

On the mean residual lifetime of consecutive k-out-of-n systems pp. 93-115

E. Salehi, Mehdi Asadi and S. Eryılmaz

Limit laws for maxima of a stationary random sequence with random sample size pp. 116-131

A. Freitas, J. Hüsler and M. Temido

Model checks for parametric regression models pp. 132-155

Eckhard Liebscher

On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods pp. 156-169

In Chang and Rahul Mukerjee

Conditional exact tests for Markovianity and reversibility in multiple categorical sequences pp. 170-187

Davide Di Cecco

On δ-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation pp. 188-214

Raúl Gouet, F. López and Gerardo Sanz