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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Sociedad de Estadística e Investigación Operativa
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Volume 20, issue 3, 2011

Subsampling weakly dependent time series and application to extremes pp. 447-479

Paul Doukhan, Silke Prohl and Christian Robert

Comments on: Subsampling weakly dependent time series and application to extremes pp. 480-482

Carlos Velasco

Comment on: Subsampling weakly dependent time series and application to extremes pp. 483-486

Francesco Bravo

Comments on: Subsampling weakly dependent time series and application to extremes pp. 487-490

Patrice Bertail

Comments on: Subsampling weakly dependent time series and application to extremes pp. 491-496

S. Lahiri and S. Mukhopadhyay

Comments on: Subsampling weakly dependent time series and application to extremes pp. 497-498

Efstathios Paparoditis

Rejoinder on: Subsampling weakly dependent time series and application to extremes pp. 499-502

Paul Doukhan, Silke Prohl and Christian Robert

A second order approach to analyse spatial point patterns with functional marks pp. 503-523

C. Comas, Pedro Delicado and J. Mateu

Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators pp. 524-548

Ana Bianco, Graciela Boente, Wenceslao González-Manteiga and Ana Pérez-González

A goodness-of-fit test for copula densities pp. 549-573

Ghislaine Gayraud and Karine Tribouley

Bayesian benchmarking with applications to small area estimation pp. 574-588

G. Datta, M. Ghosh, R. Steorts and J. Maples

Sensitivity analysis for incomplete continuous data pp. 589-606

Frederico Poleto, Geert Molenberghs, Carlos Paulino and Julio Singer

Weighted conditional least square estimators for bisexual branching processes with immigration pp. 607-629

M. González, M. Mota and I. Puerto

Skew t distributions via the sinh-arcsinh transformation pp. 630-652

J. Rosco, M. Jones and Arthur Pewsey

Local polynomial estimation of a conditional mean function with dependent truncated data pp. 653-677

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

Volume 20, issue 2, 2011

Inference in multivariate Archimedean copula models pp. 223-256

Christian Genest, Johanna Nešlehová and Johanna Ziegel

Comments on: Inference in multivariate Archimedean copula models pp. 257-262

Emiliano Valdez

Comments on: Inference in multivariate Archimedean copula models pp. 263-270

Paul Embrechts and Marius Hofert

Comments on: Inference in multivariate Archimedean copula models pp. 271-275

Paul Janssen and Luc Duchateau

Comments on: Inference in multivariate Archimedean copula models pp. 276-280

Weijing Wang and Takeshi Emura

Comments on: Inference in multivariate Archimedean copula models pp. 281-283

Johan Segers

Comments on: Inference in multivariate Archimedean copula models pp. 284-286

Philippe Lambert

Comments on: Inference in multivariate Archimedean copula models pp. 287-289

Hideatsu Tsukahara

Rejoinder on: Inference in multivariate Archimedean copula models pp. 290-292

Christian Genest, Johanna Nešlehová and Johanna Ziegel

De Finetti-type theorems for nonexchangeable 0–1 random variables pp. 293-310

Ricardo Vélez Ibarrola and Tomás Prieto-Rumeau

Kernel estimators of extreme level curves pp. 311-333

Abdelaati Daouia, Laurent Gardes, Stéphane Girard and Alexandre Lekina

Exploring the statistical applicability of the Poincaré inequality: a test of normality pp. 334-352

Aldo Goia, Ernesto Salinelli and Pascal Sarda

Empirical likelihood confidence intervals for the endpoint of a distribution function pp. 353-366

Deyuan Li, Liang Peng and Yongcheng Qi

Estimation of mean squared error of model-based small area estimators pp. 367-388

Gauri Datta, Tatsuya Kubokawa, Isabel Molina and J. Rao

Multiplicative Kalman filtering pp. 389-411

Fabienne Comte, Valentine Genon-Catalot and Mathieu Kessler

Nonparametric regression on the hyper-sphere with uniform design pp. 412-446

Jean-Baptiste Monnier

Volume 20, issue 1, 2011

Nonparametric inference based on panel count data pp. 1-42

Xingqiu Zhao, N. Balakrishnan and Jianguo Sun

Comments on: Nonparametric inference based on panel count data pp. 43-45

C. Dean and E. Juarez Colunga

Comments on: Nonparametric inference based on panel count data pp. 46-47

Xin He

Comments on: Nonparametric inference based on panel count data pp. 48-53

Hemant Ishwaran

Comments on: Nonparametric inference based on panel count data pp. 54-57

Mateo Pardo

Comments on: Nonparametric inference based on panel count data pp. 58-61

Xingwei Tong

Comments on: Nonparametric inference based on panel count data pp. 62-64

Jacobo Uña-Álvarez

Rejoinder on: Nonparametric inference based on panel count data pp. 65-71

Xingqiu Zhao, N. Balakrishnan and Jianguo Sun

A general result on the uniform in bandwidth consistency of kernel-type function estimators pp. 72-94

David Mason and Jan Swanepoel

Influence diagnostics in a general class of beta regression models pp. 95-119

Andréa Rocha and Alexandre Simas

Minimum Hellinger distance based inference for scalar skew-normal and skew-t distributions pp. 120-137

Luca Greco

A weighted mean excess function approach to the estimation of Weibull-type tails pp. 138-162

Yuri Goegebeur and Armelle Guillou

Discussion about the quality of F-ratio resampling tests for comparing variances pp. 163-179

Markus Pauly

A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis pp. 180-203

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

A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis pp. 180-203

Filipe Marques, Carlos Coelho and Barry Arnold

Objective Bayesian reference analysis for the Poisson process model in presence of recurrent events data pp. 204-221

José Bernardo and Vera Tomazella

Volume 19, issue 3, 2010

A general science-based framework for dynamical spatio-temporal models pp. 417-451

Christopher Wikle and Mevin Hooten

Comments on: A general science-based framework for dynamical spatio-temporal models pp. 452-455

J. Mateu

Comments on: A general science-based framework for nonlinear spatio-temporal dynamical models pp. 456-458

Rosa Crujeiras

Comments on: A general science-based framework for dynamical spatio-temporal models pp. 459-461

Bruno Sansó

Comments on: A general science-based framework for dynamical spatio-temporal models pp. 462-465

Dave Higdon

Rejoinder on: A general science-based framework for dynamical spatio-temporal models pp. 466-468

Christopher Wikle and Mevin Hooten

Comparisons of coherent systems using stochastic precedence pp. 469-486

Jorge Navarro and Rafael Rubio

Inference based on censored samples from exponentiated populations pp. 487-513

Essam AL-Hussaini

Smoothed jackknife empirical likelihood method for tail copulas pp. 514-536

Liang Peng and Yongcheng Qi

A simple multiway ANOVA for functional data pp. 537-557

J. Cuesta-Albertos and M. Febrero-Bande

Small area estimators based on restricted mixed models pp. 558-579

Cristina Rueda, José Menéndez and Federico Gómez

Nonparametric estimation of mean and dispersion functions in extended generalized linear models pp. 580-608

I. Gijbels, I. Prosdocimi and G. Claeskens

Volume 19, issue 2, 2010

ℓ 1 -penalization for mixture regression models pp. 209-256

Nicolas Städler, Peter Bühlmann and Sara Geer

Comments on: ℓ 1 -penalization for mixture regression models pp. 257-258

Anestis Antoniadis

Comment on: ℓ 1 -penalization for mixture regression models pp. 259-263

Gabor Lugosi

Comments on: ℓ 1 -penalization for mixture regression models pp. 264-269

Jianqing Fan and Jinchi Lv

Comments on: ℓ 1 -penalization for mixture regression models pp. 270-275

Tingni Sun and Cun-Hui Zhang

Comments on: l 1 -penalization for mixture regression models pp. 276-279

Eustasio Barrio

Rejoinder: ℓ 1 -penalization for mixture regression models pp. 280-285

Nicolas Städler, Peter Bühlmann and Sara Geer

Fast and robust estimation of the multivariate errors in variables model pp. 286-303

Christophe Croux, Mohammed Fekri and Anne Ruiz-Gazen

Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors pp. 304-324

Hamdi Raïssi

Progressive censoring under inverse sampling for nonparametric multi-sample location problem pp. 325-341

Gopaldeb Chattopadhyay and Indranil Mukhopadhyay

Adaptive progressive Type-II censoring pp. 342-358

Erhard Cramer and George Iliopoulos

Extremes of integer-valued moving average sequences pp. 359-374

Andreia Hall, Manuel Scotto and João Cruz

Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices pp. 375-398

J. Chacón and T. Duong

Another generalization of the geometric distribution pp. 399-415

E. Gómez-Déniz

Volume 19, issue 1, 2010

Dynamic relations for sparsely sampled Gaussian processes pp. 1-29

Hans-Georg Müller and Wenjing Yang

Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 30-33

Hervé Cardot

Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 34-36

Ana Colubi and Gil González-Rodríguez

Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 37-42

Jianqing Fan, Jin-Ting Zhang and Wenyang Zhang

Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 43-45

Wenceslao González-Manteiga and Adela Martínez-Calvo

Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 46-49

Nancy Heckman

Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 50-53

Giles Hooker

Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 54-55

Damla Şentürk

Comments on: dynamic relations for sparsely sampled Gaussian processes pp. 56-59

Naisyin Wang

Rejoinder on: dynamic relations for sparsely sampled Gaussian processes pp. 60-67

Hans-Georg Müller and Wenjing Yang

Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data pp. 68-91

N. Balakrishnan, E. Beutner and E. Cramer

Tests for the error distribution in nonparametric possibly heteroscedastic regression models pp. 92-112

Marie Hušková and Simos Meintanis

Approximations to most powerful invariant tests for multinormality against some irregular alternatives pp. 113-130

Piotr Majerski and Zbigniew Szkutnik

Bootstrap variance estimation for Nadaraya quantile estimator pp. 131-145

K. Cheung and Stephen Lee

Canonical transformations of skew-normal variates pp. 146-165

Nicola Loperfido

On internally corrected and symmetrized kernel estimators for nonparametric regression pp. 166-186

Oliver Linton and David Jacho-Chávez

Reference Bayesian methods for recapture models with heterogeneity pp. 187-208

Alessio Farcomeni and Luca Tardella