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 9, issue 2, 2000

Thresholding algorithms, maxisets and well-concentrated bases pp. 283-344

Gérard Kerkyacharian, Dominique Picard, Lucien Birgé, Peter Hall, Oleg Lepski, Enno Mammen, Alexandre Tsybakov, G. Kerkyacharian and D. Picard

Local and deletion diagnostic pp. 345-352

M. Suárez-Rancel and Miguel González-Sierra

Markov models with lognormal transition rates in the analysis of survival times pp. 353-370

Rafael Pérez-Ocón, J. Ruiz-Castro and M. Gámiz-Pérez

Asymptotically efficient order selection in nonstationary AR processes pp. 371-391

Alex Karagrigoriou

Modal iterative estimation in linear models with unimodal errors and non-grouped and grouped data collected from different sources pp. 393-416

Carmen Anido, Teófilo Valdés and Carlos Rivero

Testing linearity of regression models with dependent errors by kernel based methods pp. 417-438

Stefanie Biedermann and Holger Dette

Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences pp. 439-453

M. Graça Temido

Minimal quasi-stationary distributions under nullR-recurrence pp. 455-470

José Moler, Fernando Plo and Miguel Miguel

Assessing the error in bootstrap estimates with dependent data pp. 471-486

Mohamed Mahmoud, Nahed Mokhlis and Sahar Ibrahim

Large-sample inference in the general AR(1) model pp. 487-509

Efstathios Paparoditis and Dimitris Politis

Volume 9, issue 1, 2000

Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests pp. 1-96

Eustasio Barrio, Juan Cuesta-Albertos, Carlos Matrán, Sándor Csörgö, Carles Cuadras, Tertius Wet, Evarist Giné, Richard Lockhart, Axel Munk and Winfried Stute

Estimation of the conditional distribution in a conditional Koziol-green model pp. 97-122

Noel Veraverbeke and Carmen Cadarso-Suárez

A new statistic for regression transformation pp. 123-131

Zhenlin Yang

Eliminating nuisance parameters: two characterizations pp. 133-148

Patrizia Berti, Lorenzo Fattorini and Pietro Rigo

Bayesian conjugate analysis of the Galton-Watson process pp. 149-171

Manuel Mendoza and Eduardo Gutiérrez-Peña

New smooth test statistics of goodness-of-fit for categorized composite null hypotheses pp. 173-190

Domingo Morales and Leandro Pardo

Bayesian reference prior analysis for polynomial calibration models pp. 191-208

Daniel Eno and Keying Ye

Recursive local polynomial regression under dependence conditions pp. 209-232

Juan Vilar-Fernández and José Vilar-Fernández

An iterative estimating procedure for probit-type nonresponse models in surveys with call backs pp. 233-253

Carmen Anido and Teófilo Valdés

Statistical research in Europe: 1985–1997 pp. 255-281

Juan Gil, Daniel Peña and Julio Rodríguez

Volume 8, issue 2, 1999

Multivariate L-estimation pp. 255-317

Ricardo Fraiman, Jean Meloche, Luis García-Escudero, Alfonso Gordaliza, Xuming He, Ricardo Maronna, Víctor Yohai, Simon Sheather, Joseph McKean, Christopher Small, Andrew Wood, R. Fraiman and Jean Meloche

On the concepts of admissibility and coherence pp. 319-338

Cesáreo Villegas and Camilo Martínez

Bayesian analysis of nonlinear regression with equicorrelated elliptical errors pp. 339-344

Jacek Osiewalski

Bootstrapping forecast intervals in ARCH models pp. 345-364

Jesús Miguel and Pilar Olave

Nonparametric tests for model selection with time series data pp. 365-398

Javier Hidalgo

Discrete uniform mixtures via posterior means pp. 399-409

Arjun Gupta and Jacek Wesoŀowski

Mixed regression estimator under inclusion of some superfluous variables pp. 411-417

Madhulika Dube

Integration and backfitting methods in additive models-finite sample properties and comparison pp. 419-458

Stefan Sperlich, Oliver Linton and Wolfgang Härdle

Temporal and contemporaneous disaggregation of multiple economic time series pp. 459-489

Víctor Guerrero and Fabio Nieto

Volume 8, issue 1, 1999

Robust principal component analysis for functional data pp. 1-73

N. Locantore, J. Marron, D. Simpson, N. Tripoli, J. Zhang, K. Cohen, Graciela Boente, Ricardo Fraiman, Babette Brumback, Christophe Croux, Jianqing Fan, Alois Kneip, John Marden, Daniel Peña, Javier Prieto, Jim Ramsay, Mariano Valderrama, Ana Aguilera, N. Locantore, J. Marron, D. Simpson, N. Tripoli, J. Zhang and K. Cohen

Bayesian prediction in growth-curve models with correlated errors pp. 75-93

Ulrich Menzefricke

An overview of bootstrap methods for estimating and predicting in time series pp. 95-116

Ricardo Cao

The posterior predictive p-value for the problem of goodness of fit pp. 117-128

Julián Horra and María Rodríguez-Bernal

Analytic approximation of the interval of Bayes actions derived from a class of loss functions pp. 129-145

Christophe Abraham and Jean-Pierre Daurès

Improper and proper posteriors with improper priors in a Poisson-gamma hierarchical model pp. 147-166

Petros Hadjicostas and Scott Berry

Estimating a transformation and its effect on Box-CoxT-ratio pp. 167-190

Zhelin Yang

Limit distributions for point processes of exceedances of random levels pp. 191-200

Helena Ferreira

Longitudinal data with nonstationary errors: a nonparametric three-stage approach pp. 201-231

Vicente Núñez-Antón, Juan Rodríguez-Póo and Philippe Vieu

Forecasting with unequally spaced data by a functional principal component approach pp. 233-253

Ana Aguilera, Francisco Ocaña and Mariano Valderrama

Volume 7, issue 2, 1998

The Kriged Kalman filter pp. 217-282

Kanti Mardia, Colin Goodall, Edwin Redfern and Francisco Alonso

Discussion pp. 283-285

José Angulo, N. Cressie, C. Wikle, P. Soidán, M. Bande, C. Glasbey, John Kent, Ana Militino and Michael Stein

A note on the robust interpretation of regression coefficients pp. 287-294

M. Wong and Donald Cox

On the subsample bootstrap variance estimation pp. 295-306

Dragan Radulović

Characterizations of multivariate spherical distributions inl ∞ -norm pp. 307-324

Pilar Iglesias, Carlos Pereira and Nelson Tanaka

A simulation-intensive approach for checking hierarchical models pp. 325-346

Dipak Dey, Alan Gelfand, Tim Swartz and Pantelis Vlachos

Optimal designs with respect to Elfving's partial minimax criterion for heteroscedastic polynomial regression pp. 347-360

Isabel Ortiz and Carmelo Rodríguez

An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression pp. 361-376

Kazuhiro Ohtani

Distributions most nearly compatible with given families of conditional distributions pp. 377-390

Barry Arnold and D. Gokhale

Natural exponential families associated to Pick functions pp. 391-412

Dhafer Malouche

Choosing the smoothing parameter for unordered multinomial data pp. 413-426

M. Jones and S. Vines

A note on an assertion by E. Gutiérrez-Peña and A.F.M. Smith (Test, 1997, p.87) pp. 427-429

F. Girón and Elías Moreno

Volume 7, issue 1, 1998

The stochastic control of process capability indices pp. 1-74

Nozer Singpurwalla, George Box, Donald Cox, D. Dey, A. Fries, J. Ghosh, M. Gómez-Villegas, T. Irony, W. Kliemann, S. Kotz, D. Lindley, M. McGrath, Daniel Peña and N. Singpurwalla

Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffreys' prior pp. 75-94

Holger Scholl

Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins pp. 95-110

Angelo Koudou

Nonparametric estimation of survival functions by means of partial exchangeability structures pp. 111-132

Paolo Giudici and Maura Mezzetti

A dirichlet process elaboration diagnostic for binomial goodness of fit pp. 133-145

Cinzia Carota and Giovanni Parmigiani

A note on the confidence properties of reference priors for the calibration model pp. 147-160

Anne Philippe and Christian Robert

Deriving Reference Decisions pp. 161-177

M. Rabena

Reference priors for non-Normal two-sample problems pp. 179-205

Carmen Fernández and Mark Steel

Reconciling Bayesian and frequentist evidence in the point null testing problem pp. 207-216

Miguel Gómez-Villegas and Luis Sanz