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
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Volume 18, issue 3, 2009

A review on empirical likelihood methods for regression pp. 415-447

Song Chen and Ingrid Van Keilegom

Comments on: A review on empirical likelihood methods for regression pp. 448-451

Stefan Sperlich

Comments on: A review on empirical likelihood methods for regression pp. 452-454

Liang Peng and Rongmao Zhang

Comments on: A review on empirical likelihood methods for regression pp. 455-457

Carlos Velasco

Comments on: A review on empirical likelihood methods for regression pp. 458-460

César Sánchez-Sellero

Comments on: A review on empirical likelihood methods for regression pp. 461-462

Ian McKeague

Comments on: A review on empirical likelihood methods for regression pp. 463-467

Gang Li and Xuyang Lu

Rejoinder on: A review on empirical likelihood methods for regression pp. 468-474

Song Chen and Ingrid Van Keilegom

Maxiset in sup-norm for kernel estimators pp. 475-496

Karine Bertin and Vincent Rivoirard

On progressively censored generalized exponential distribution pp. 497-515

Biswabrata Pradhan and Debasis Kundu

Two nested families of skew-symmetric circular distributions pp. 516-528

William Reed and Arthur Pewsey

Beta autoregressive moving average models pp. 529-545

Andréa Rocha and Francisco Cribari-Neto

Effect of aggregation on estimators in AR(1) sequence pp. 546-567

Lajos Horvath and Remigijus Leipus

Asymptotic distributions for weighted estimators of the offspring mean in a branching process pp. 568-583

I. Rahimov

Return level bounds for discrete and continuous random variables pp. 584-604

A. Guillou, P. Naveau, J. Diebolt and P. Ribereau

Erratum to: Considerations for sensitivity analysis with likelihood-based models pp. 607-607

Joseph Hogan

Volume 18, issue 2, 2009

Goodness-of-fit tests in mixed models pp. 213-239

Gerda Claeskens and Jeffrey Hart

Comments on: Goodness-of-fit-tests in mixed models pp. 240-243

Alejandra Cabaña

Comments on: Goodness-of-fit tests in mixed modes pp. 244-247

Isabel Molina

Comments on: Goodness-of-fit tests in mixed models pp. 248-255

Jiming Jiang and Thuan Nguyen

Comments on: Goodness-of-fit tests in mixed models pp. 256-259

Axel Munk and Tatyana Krivobokova

Comments on: Goodness-of-fit tests in mixed modes pp. 260-264

Olivier Thas

Rejoinder on: Goodness-of-fit tests in mixed models pp. 265-270

Gerda Claeskens and Jeffrey Hart

Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability pp. 271-282

Rahul Mukerjee and Ling-Yau Chan

On the low intensity bootstrap for triangular arrays of independent identically distributed random variables pp. 283-301

Eustasio del Barrio, Arnold Janssen and Carlos Matrán

Limit theorems for sequences of random trees pp. 302-315

David Balding, Pablo Ferrari, Ricardo Fraiman and Mariela Sued

Minimum density power divergence estimator for GARCH models pp. 316-341

Sangyeol Lee and Junmo Song

Benchmarked estimates in small areas using linear mixed models with restrictions pp. 342-364

M. Ugarte, A. Militino and T. Goicoa

Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation pp. 365-380

Terrence Hui, Reza Modarres and Gang Zheng

RESET for quantile regression pp. 381-391

Taisuke Otsu

Semi-parametric second-order reduced-bias high quantile estimation pp. 392-413

Frederico Caeiro and M. Gomes

Volume 18, issue 1, 2009

Missing data methods in longitudinal studies: a review pp. 1-43

Joseph Ibrahim and Geert Molenberghs

Comments on: Missing data methods in longitudinal studies: a review pp. 44-46

M. Ugarte

Comments on: Missing data methods in longitudinal studies: a review pp. 47-50

Roderick Little

Comments on: Missing data methods in longitudinal studies: a review pp. 51-58

Michael Daniels and Chenguang Wang

Comments on: Missing data methods in longitudinal studies: a review pp. 59-64

Joseph Hogan

Comments on: Missing data methods in longitudinal studies: a review pp. 65-67

Michael Kenward and James Carpenter

Rejoinder on: Missing data methods in longitudinal studies: a review pp. 68-75

Joseph Ibrahim and Geert Molenberghs

Strong approximations for dependent competing risks with independent censoring pp. 76-95

Ségolen Geffray

Automatic spectral density estimation for random fields on a lattice via bootstrap pp. 96-114

Jose Vidal-Sanz

Optimum plan for step-stress model with progressive type-II censoring pp. 115-135

Bing Wang and Keming Yu

Independent component analysis by wavelets pp. 136-155

Pascal Barbedor

A study of the quantile correlation test for normality pp. 156-165

Éva Krauczi

Nonparametric density estimation in presence of bias and censoring pp. 166-194

E. Brunel, F. Comte and A. Guilloux

Another look at the disjoint blocks bootstrap pp. 195-212

Dragan Radulović

Volume 17, issue 3, 2008

Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 417-442

Joseph Romano, Azeem Shaikh and Michael Wolf

Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 443-445

José Ferreira and Mark Wiel

Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 446-449

Wenge Guo

Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 450-455

Sanat Sarkar and Ruth Heller

Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 456-457

James Troendle

Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 458-460

Daniel Yekutieli

Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling pp. 461-471

Joseph Romano, Azeem Shaikh and Michael Wolf

Comparison of Bayesian objective procedures for variable selection in linear regression pp. 472-490

Elías Moreno and F. Girón

Comparison of Bayesian objective procedures for variable selection in linear regression pp. 491-492

Elías Moreno and F. Girón

Integral equation solutions as prior distributions for Bayesian model selection pp. 493-504

J. Cano, D. Salmerón and C. Robert

On the equivalence of Aumann and Herer expectations of random sets pp. 505-514

Pedro Terán

Monitoring shifts in mean: Asymptotic normality of stopping times pp. 515-530

Alexander Aue, Lajos Horvath, Piotr Kokoszka and Josef Steinebach

Strongly consistent model selection for densities pp. 531-545

Gérard Biau, Benoît Cadre, Luc Devroye and László Györfi

Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach pp. 546-566

Muneya Matsui and Akimichi Takemura

Partial sums of lagged cross-products of AR residuals and a test for white noise pp. 567-584

Jan G. Gooijer

Compatible priors for Bayesian model comparison with an application to the Hardy–Weinberg equilibrium model pp. 585-605

Guido Consonni, Eduardo Gutiérrez-Peña and Piero Veronese

A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models pp. 606-627

Brent Hudson and Richard Gerlach

Volume 17, issue 2, 2008

Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 211-235

Tilmann Gneiting, Larissa Stanberry, Eric Grimit, Leonhard Held and Nicholas Johnson

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 236-237

José Angulo and María Ruiz-Medina

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 238-239

Peter Bickel

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 240-242

William Briggs

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 243-244

A. Dawid

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 245-248

Montserrat Fuentes

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 249-250

Ian Jolliffe

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 251-255

Robert Winkler and Victor Jose

Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds pp. 256-264

Tilmann Gneiting, Larissa Stanberry, Eric Grimit, Leonhard Held and Nicholas Johnson

Bisexual branching processes with offspring and mating depending on the number of couples in the population pp. 265-281

Manuel Molina, Christine Jacob and Alfonso Ramos

Short-tailed distributions and inliers pp. 282-296

Ayşen Akkaya and Moti Tiku

Generalized orderings of excess lifetimes of renewal processes pp. 297-310

Félix Belzunce, Asok Nanda, Eva-María Ortega and José Ruiz

Bias-reduced estimators of the Weibull tail-coefficient pp. 311-331

Jean Diebolt, Laurent Gardes, Stéphane Girard and Armelle Guillou

Maxisets for μ-thresholding rules pp. 332-349

Florent Autin

Approximations for F-tests which are ratios of sums of squares of independent variables with a model close to the normal pp. 350-369

Alfonso García-Pérez

Modeling maxima of longitudinal contralateral observations pp. 370-380

Nicola Loperfido

A statistical view of iterative methods for linear inverse problems pp. 381-400

Ana Fermín and C. Ludeña

Goodness-of-fit tests in parametric regression based on the estimation of the error distribution pp. 401-415

Ingrid Keilegom, Wenceslao González Manteiga and César Sánchez Sellero

Volume 17, issue 1, 2008

Augmenting the bootstrap to analyze high dimensional genomic data pp. 1-18

Svitlana Tyekucheva and Francesca Chiaromonte

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 19-21

Bing Li

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 22-24

Lexin Li

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 25-27

Korbinian Strimmer

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 28-30

Juliane Schäfer

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 31-35

Anne-Laure Boulesteix, Athanassios Kondylis and Nicole Krämer

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 36-39

Sündüz Keleş and Hyonho Chun

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 40-42

Wenceslao González-Manteiga and Rosa Crujeiras

Comments on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 43-46

Geoffrey McLachlan, K. Wang and S. Ng

Rejoinder on: Augmenting the bootstrap to analyze high dimensional genomic data pp. 47-55

Svitlana Tyekucheva and Francesca Chiaromonte

Optimal allocation of bioassays in the case of parametrized covariance functions: an application to Lung’s retention of radioactive particles pp. 56-68

Milan Stehlík, Juan Rodríguez-Díaz, Werner Müller and Jesús López-Fidalgo

One-sided tests in shared frailty models pp. 69-82

Gerda Claeskens, Rosemary Nguti and Paul Janssen

Decision theory classification of high-dimensional vectors based on small samples pp. 83-100

David Bradshaw and Marianna Pensky

Inferences for odds ratio with dependent pairs pp. 101-119

Yinshan Zhao and Harry Joe

MANOVA for large hypothesis degrees of freedom under non-normality pp. 120-137

Arjun Gupta, Solomon Harrar and Yasunori Fujikoshi

Optimal bandwidth selection for multivariate kernel deconvolution density estimation pp. 138-162

Élie Youndjé and Martin Wells

ε-Contaminated priors in contingency tables pp. 163-178

Miguel Gómez-Villegas and Beatriz González-Pérez

Bayesian estimation in the class of bisexual branching processes with population-size dependent mating pp. 179-196

Manuel Molina, Manuel Mota and Alfonso Ramos

Analyzing skewed data by power normal model pp. 197-210

Rameshwar Gupta and Ramesh Gupta