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 15, issue 2, 2006

Regularization in statistics pp. 271-344

Peter Bickel, Bo Li, Alexandre Tsybakov, Sara Geer, Bin Yu, Teófilo Valdés, Carlos Rivero, Jianqing Fan and Aad Vaart

A note on computing bonus-malus insurance premiums using a hierarchical bayesian framework pp. 345-359

E. Gómez-Déniz, F. Vázquez-Polo and J. Pérez

A generalized planck distribution pp. 361-374

Saralees Nadarajah and Samuel Kotz

Bias reduction in risk modelling: Semi-parametric quantile estimation pp. 375-396

M. Gomes and Fernanda Figueiredo

Estimating mixtures of truncated exponentials in hybrid bayesian networks pp. 397-421

Rafael Rumí, Antonio Salmerón and Serafín Moral

A bayesian choice between poisson, binomial and negative binomial models pp. 423-432

Jean-Yves Dauxois, Pierre Druilhet and Denys Pommeret

Integrals of random fuzzy sets pp. 433-469

Volker Krätschmer

Reliability properties of systems with exchangeable components and exponential conditional distributions pp. 471-484

Jorge Navarro, José Ruiz and Carlos Sandoval

Comparison of designs in presence of a possible correlation in observations pp. 485-504

Subir Ghosh and Yun Shen

The random intrinsic fast initial response of two-sided CUSUM charts pp. 505-524

Alberto Luceno and Antonio Cofiño

Volume 15, issue 1, 2006

Mixed model prediction and small area estimation pp. 1-96

Jiming Jiang and P. Lahiri

Item response theory for longitudinal data: Item and population ability parameters estimation pp. 97-123

Heliton Tavares and Dalton Andrade

A note on Lindley's paradox pp. 125-139

C. Tsao

The null distribution of the likelihood-ratio test for one or two outliers in a normal sample pp. 141-150

Jin Zhang and Keming Yu

Empirical depth processes pp. 151-177

Miguel Arcones, Hengjian Cui and Yijun Zuo

Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test pp. 179-208

Miguel Arranz and Alvaro Escribano

Postgrouped sampling method of estimation pp. 209-226

M. Ruiz Espejo, M. Delgado Pineda and H. Singh

A Bayesian analysis of beta testing pp. 227-255

Michael Wiper and Simon Wilson

Bootstrapping extremes of random variables under power normalization pp. 257-269

E. Nigm

Volume 14, issue 2, 2005

Intrinsic credible regions: An objective Bayesian approach to interval estimation pp. 317-384

José Bernardo

Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used pp. 385-396

H. Toutenburg and Shalabh

Distribution of a sum of weighted noncentral chi-square variables pp. 397-415

Antonia Castaño-Martínez and Fernando López-Blázquez

Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions pp. 417-431

Alejandra Cabaña and Adolfo Quiroz

The multivariate extremal index and the dependence structure of a multivariate extreme value distribution pp. 433-448

A. Martins and H. Ferreira

On the asymptotic distribution of residual autocovariances in VARX models with applications pp. 449-473

Pierre Duchesne

Functions of singular random matrices with applications pp. 475-487

José Díaz-García and Ramón Gutiérrez-Jáimez

Semiparametric censorship model with covariates pp. 489-514

Ming Yuan

Influence diagnostics in regression with complex designs through conditional bias pp. 515-542

M. Jiménez-Gamero, Juan Moreno-Rebollo, Juan Muñoz-Pichardo and Ana Muñoz-Reyes

Tests for exponentiality against theM andLM-Classes of life distributions pp. 543-565

Bernhard Klar

On limiting posterior distributions pp. 567-580

Hyungtae Hwang, Beongsoo So and Yongdai Kim

Volume 14, issue 1, 2005

The analysis of ordered categorical data: An overview and a survey of recent developments pp. 1-73

Ivy Liu and Alan Agresti

UniformL 1 -distance large deviations in nonparametric density estimation pp. 75-98

Djamal Louani

On the validity condition of the chi-squared test in 2×2 tables pp. 99-128

A. Andrés, M. Sánchez Quevedo, J. Tapia García and A. Silva-Mato

Robust estimation and hypothesis testing under short-tailedness and inliers pp. 129-150

Ayşen Akkaya and Moti Tiku

On convergence of fisher informations in continuous models with quantized observations pp. 151-179

Tomáš Hobza, Isabel Molina and Igor Vajda

Objective Bayesian methods for one-sided testing pp. 181-198

Elías Moreno

Estimation of the variance for a controlled branching process pp. 199-213

Miguel González, Rodrigo Martínez and Iné Puerto

Central limit theorem for the estimator of the value of an optimal stopping problem pp. 215-237

Tomás Prieto-Rumeau

Multi-armed Bandit processes with optimal selection of the operating times pp. 239-255

Pilar Ibarrola and Ricardo Vélez

Relative hazard rate estimation for right censored and left truncated data pp. 257-280

Ricardo Cao, Paul Janssen and Noël Veraverbeke

Convergence of the optimal M-estimator over a parametric family of M-estimators pp. 281-315

Miguel Arcones

Volume 13, issue 2, 2004

Nonstationary multivariate process modeling through spatially varying coregionalization pp. 263-312

Alan Gelfand, Alexandra Schmidt, Sudipto Banerjee and C. Sirmans

Some multiple comparisons using sample quasi ranges on censored data pp. 313-334

Parminder Singh and A. Gill

Test of independence and randomness based on the empirical copula process pp. 335-369

Christian Genest and Bruno Remillard

Effect of outliers on forecasting temporally aggregated flow variables pp. 371-402

Luiz Hotta, Pedro Valls Pereira and Rissa Ota

One- and two-sample prediction based on doubly censored exponential data and prior information pp. 403-416

Arturo Fernández

Wavelet-based functional reconstruction and extrapolation of fractional random fields pp. 417-444

Rosaura Fernández-Pascual, María Ruiz-Medina and Jose Angulo

On intrinsic priors for nonnested models pp. 445-463

Juan Cano, Mathieu Kessler and Elías Moreno

Nonparametric estimation of the offspring distribution and the mean for a controlled branching process pp. 465-479

Miguel González, Rodrigo Martínez and Inés Puerto

Limiting behaviour for superadditive bisexual Galton-Watson processes in varying environments pp. 481-499

Manuel Molina, Manuel Mota and Alfonso Ramos

Generalized skew normal model pp. 501-524

Ramesh Gupta and Rameshwar Gupta

Intermittent estimation of stationary time series pp. 525-542

Gusztáv Morvai and Benjamin Weiss

Volume 13, issue 1, 2004

Families of distributions arising from distributions of order statistics pp. 1-43

M. Jones

Bayesian prediction in threshold autoregressive models with exponential white noise pp. 45-64

Isabel Pereira and M. Antonia Amaral-Turkman

A maximum entropy characterization of symmetric Kotz type and Burr multivariate distributions pp. 65-83

G. Aulogiaris and K. Zografos

On the association between a random parameter and an observable pp. 85-111

Angelika Linde

Averages of Hill estimators pp. 113-128

M. João Martins, M. Ivette Gopmes and M. Manuela Neves

Bin width selection in multivariate histograms by the combinatorial method pp. 129-145

Luc Devroye and Gabor Lugosi

Renewal type bootstrap for Markov chains pp. 147-192

Dragan Radulović

Bayesian inference in repeated English auctions pp. 193-211

Gian Albano and Frédéric Jouneau-Sion

Thresholding procedure with priors based on Pareto distributions pp. 213-246

Vincent Rivoirard

A procedure for outlier identification in data sets from continuous distributions pp. 247-262

N. Balakrishnan and A. Quiroz