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 12, issue 2, 2003

Statistics and causal inference: A review pp. 281-345

Judea Pearl

A bayesian semiparametric analysis for additive Hazard models with censored observations pp. 347-363

Eduardo Beamonte and José Bermúdez

Sufficiency in sequentially planned decision procedures pp. 365-384

M. Mar Fenoy and Pilar Ibarrola

Von mises approximation of the critical value of a test pp. 385-411

Alfonso García-Pérez

Bayesian prediction under a mixture of two-component Gompertz lifetime model pp. 413-426

Zeinhum Jaheen

Reliability of systems subject to shocks with a stochastic dependence for the damages pp. 427-444

Fermín Mallor and Javier Santos

Robust trend parameters in a multivariate spatial linear model pp. 445-457

Ana Militino, M. Palacios and M. Ugarte

On discrete multivariate distributions symmetric in frequencies pp. 459-480

Joaquin Rodriguez, A. Conde, A. Sáez and M. Olmo

Difference estimators of quantiles in finite populations pp. 481-496

M. Mar Rueda, Antonio Arcos and M. Dolores Martínez

Some new formulae for posterior expectations and Bartlett corrections pp. 497-521

Trevor Sweeting and Samer Kharroubi

Volume 12, issue 1, 2003

Resampling-based multiple testing for microarray data analysis pp. 1-77

Youngchao Ge, Sandrine Dudoit and Terence Speed

On Bayesian interval prediction of future records pp. 79-99

Essam Al-Hussaini and Abd Ahmad

A common conjugate prior structure for several randomized response models pp. 101-113

Shaul Bar-Lev, Elizabeta Bobovich and Benzion Boukai

Posterior distributions for functions of variance components pp. 115-123

Irwin Guttman and Ulrich Menzefricke

First-passage problems for degenerate two-dimensional diffusion processes pp. 125-139

Mario Lefebvre

Power and sample size calculation for 2×2 tables under multinomial sampling with random loss pp. 141-152

Kung-Jong Lui and William Cumberland

Predicting the number of accidents at a road junction pp. 153-172

Fernando Magalhães and Iran Dunsmore

Joint sensitivity in bayesian decision theory pp. 173-194

Jacinto Martín, David Insua and Fabrizio Ruggeri

Testing for stationarity in series with a shift in the mean. A fredholm approach pp. 195-213

María Presno and Ana López-Menéndez

Statistical inference for a finite optimal stopping problem with unknown transition probabilities pp. 215-239

Tomás Rumeau

Differentiating random upper semicontinuous functions under the integral sign pp. 241-258

Luis Rodríguez-Muñiz, Miguel López-Díaz and M. Ángeles Gil

Bayesian approach to parameter estimation of the generalized pareto distribution pp. 259-277

P. Zea Bermudez and M. Turkman

Volume 11, issue 2, 2002

Spatial-temporal nonlinear filtering based on hierarchical statistical models pp. 249-302

Mark Irwin, Noel Cressie and Gardar Johannesson

A semiparametric model for compositional data analysis in presence of covariates on the simplex pp. 303-315

Malini Iyengar and Dipak Dey

Functional nonparametric model for time series: a fractal approach for dimension reduction pp. 317-344

Frédéric Ferraty, Aldo Goia and Philippe Vieu

A class of asymptotically unbiased semi-parametric estimators of the tail index pp. 345-364

Frederico Caeiro and M. Ivette Gomes

Conditioning on uncertain event: Extensions to bayesian inference pp. 365-383

Rosangela Loschi, Pilar Iglesias and Rinaldo Arellano-Valle

Robust estimation in time series pp. 385-404

Raúl Mentz and Carlos Martínez

Exhaustivity, completeness and almost invariance pp. 405-411

J. Montanero, A. Nogales, J. Oyola and P. Pérez

On the probability of a model pp. 413-438

Cesareo Villegas, Tim Swartz and Carmillo Martínez

Local polynomial regression smoothers with AR-error structure pp. 439-464

Juan Vilar Fernández and Mario Francisco Fernández

Moderate deviations for M-estimators pp. 465-500

Miguel Arcones

Volume 11, issue 1, 2002

Skewed multivariate models related to hidden truncation and/or selective reporting pp. 7-54

Barry Arnold, Robert Beaver, A. Azzalini, N. Balakrishnan, A. Bhaumik, D. Dey, C. Cuadras, José María Sarabia, Barry Arnold and Robert Beaver

On inference for threshold autoregressive models pp. 55-71

Osnat Stramer and Yu-Jau Lin

Optimal cluster selection probabilities to estimate the finite population distribution function under PPS cluster sampling pp. 73-88

José Mayor

Goodnes-of-fit tests for location and scale families based on a weighted L 2 -Wasserstein distance measure pp. 89-107

T. Wet

Product-limit estimation for length-biased censored data pp. 109-125

Jacobo Uña-Álvarez

Optimal confidence sets for testing average bioequivalence pp. 127-141

Yu-Ling Tseng

A biplot method for multivariate normal populations with unequal covariance matrices pp. 143-165

Miquel Calvo, Angel Villarroya and Josep Oller

Incentive contrats and strictly proper scoring rules pp. 167-189

Robert Clemen

Divergence-type errors of smooth Barron-type density estimators pp. 191-217

Jan Beirlant, Alain Berlinet, Gérard Biau and Igor Vajda

Weighted correlation tests for scale families pp. 219-248

Sándor Csörgö

Volume 10, issue 2, 2001

Noninformative bayesian estimation for the optimum in a single factor quadratic response model pp. 225-240

Tsai-Hung Fan

On robustness and efficiency of minimum divergence estimators pp. 241-248

Raúl Jiménz and Yongzhao Shao

Some approximations to power functions of ϕ-divergence tests in parametric models pp. 249-269

Domingo Morales and Leandro Pardo

Goodness-of-fit tests for the inverse Gaussian and related distributions pp. 271-290

Gilles Ducharme

On the bayesianity of pereira-stern tests pp. 291-299

M. Madruga, Luis Esteves and Sergio Wechsler

Least squares estimators in measurement error models under the balanced loss function pp. 301-308

Shalabh

An overview of nonparametric contributions to the problem of functional estimation from biased data pp. 309-332

José Cristóbal and José Alcalá

Asymptotic properties in partial linear models under dependence pp. 333-355

Germán Aneiros and Alejandro Quintela

Inference on some parametric functions in the univeriate lognormal diffusion process with exogenous factors pp. 357-373

Ramón Gutiérrez, Patrica Román and Francisco Torres

Bayesian transformed models for small area estimation pp. 375-391

Getachew Dagne

Residual analysis for ARCH(p)-time series pp. 393-403

Winfried Stute

A new approach to series of independent random variables pp. 405-418

Ricardo Vélez

Trimmed means for functional data pp. 419-440

Ricardo Fraiman and Graciela Muniz

Null intercept measurement error regression models pp. 441-457

Reiko Aoki, Hereno Bolfarine and Julio Singer

Volume 10, issue 1, 2001

Parametric modelling of growth curve data: An overview pp. 1-73

Dale Zimmerman, Vicente Núñez-Antón, Timothy Gregoire, Oliver Schabenberger, Jeffrey Hart, Michael Kenward, Geert Molenberghs, Geert Verbeke, Mohsen Pourahmadi, Philippe Vieu, Dela Zimmerman, Vicente Núñez-Antón, Timothy Gregoire, Oliver Schabenberger, Jeffrey Hart, Michael Kenward, Geert Molenberghs, Geert Verbeke, Mohsen Pourahmadi and Philippe Vieu

Posterior predictive p-values: what they are and what they are not pp. 75-86

Julián Horra and M. Rodriguez-Bernal

Spherical harmonics in quadratic forms for testing multivariate normality pp. 87-104

Alessandro Manzotti and Adolfo Quiroz

Cramer-Rao type integral inequalities for general loss functions pp. 105-120

B. Prakasa Rao

Discrete distributions for which the regression of the first record on the second is linear pp. 121-131

Fernando López-Blázquez and Jack Wesołowski

The expected value of zonal polynomials pp. 133-145

José Díaz-García and Ramón Gutiérrez-Jaimez

Some notes about nonparametric tests for the equality of two populations pp. 147-159

Claudio Borroni

Nonparametric factor analysis of residual time series pp. 161-182

Juan Rodríguez-Poo and Oliver Linton

Regression and correlation analyses of a linear relation between random intervals pp. 183-201

M. Gil, M. López-García, M. Lubiano and Manuel Montenegro

Weiss-Hill estimator pp. 203-224

M. Alves