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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Universal smoothing factor selection in density estimation: theory and practice pp. 223-320: Duc Devroye, J. Beirlant, R. Cao, R. Fraiman, P. Hall, M. Jones, Gabor Lugosi, Enno Mammen, J. Marron, C. Sánchez-Sellero, J. Uña, Frederic Udina and L. Devroye
Performance study of marginal posterior density estimation via Kullback-Leibler divergence pp. 321-350: Ming-Hui Chen and Qi-Man Shao
On the continuation of the limit distributions of the extreme and central terms of a sample pp. 351-368: H. Barakat
A new algorithm for the normal distribution function pp. 369-377: B. Bunday, S. Bokhari and Kamran Khan
Kalman filter with outliers and missing observations pp. 379-395: T. Cipra and R. Romera
A fast permutation-based algorithm for block clustering pp. 397-418: I. Llatas, A. Quiroz and J. Renóm
Asymptotic efficiency properties of least squares in an ultrastructural model pp. 419-431: A. Srivastava and Shalabh
Correction to “Foundations for a Robust Theory of Decision Making: the Simple Case” by David Ríos-Insua pp. 433-435: Dirk Bültel

Exponential and bayesian conjugate families: Review and extensions pp. 1-90: E. Gutiérrez-Peña, A. Smith, José Bernardo, Guido Consonni, Piero Veronese, E. George, F. Girón, M. Martínez, G. Letac and Carl Morris
On least-squares and naïve extrapolations in a non-linear AR(1) process pp. 91-100: J. Andel
Properties of intrinsic and fractional Bayes factors pp. 101-118: A. O’Hagan
Simple approximations for location and ANOVA models with non-conjugate priors pp. 119-126: B. Sansó
A good property of the maximum likelihood estimator in a restricted normal model pp. 127-135: C. Rueda, B. Salvador and M. Fernández
Bayesian inference in location-scale distributions with independent bivariate priors pp. 137-157: Gorui Bian
Reference priors in multiparameter nonregular cases pp. 159-186: Sourendra Ghosal
Robust estimation in the errors variables model via weighted likelihood estimating equations pp. 187-203: A. Basu and S. Sarkar
Hierarchical models with scale mixtures of normal distributions pp. 205-221: S.T. Boris Choy and A. Smith

Statistical inference and Monte Carlo algorithms pp. 249-344: George Casella, Juan Ferrándiz, Daniel Peña, David Insua, José Bernardo, P. García-López, A. González, J. Berger, A. Dawid, Thomas Diciccio, Martin Wells, Paul Gustafson, Larry Wasserman, Edward George, Jun Liu, Xiao-Li Meng, A. Philippe, Joseph Schafer and Robert Strawderman
On close relations of local likelihood density estimation pp. 345-356: M. Jones
A Bayesian approach to selection and ranking procedures: the unequal variance case pp. 357-377: A. Merwe and J. Plessis
Optimal smooth hazard estimates pp. 379-394: É. Youndjé, P. Sarda and P. Vieu
Bayesian robustness on constrained density band classes pp. 395-409: M. Perone-Pacifico, G. Salinetti and L. Tardella
Noninformative Bayesian testing and neutral Bayes factors pp. 411-437: Christian Robert and Nathalie Caron

Scoring rules and the evaluation of probabilities pp. 1-60: R. Winkler, Javier Muñoz, José Cervera, José Bernardo, Gail Blattenberger, Joseph Kadane, Dennis Lindley, Allan Murphy, Robert Oliver and David Ríos-Insua
Asymptotic expansions for statistics computed from spatial data pp. 61-76: P. García-Soidán
Orthogonal polynomials and natural exponential families pp. 77-111: D. Pommeret
The Bayes estimator in a misspecified linear regression model pp. 113-123: G. Trenkler and L. Wei
Nonparametric conservative bands for the trend of Gaussian AR(p) models pp. 125-144: R. Fraiman and G. Pérez-Iribarren
Noninformative priors for the two sample normal problem pp. 145-157: M. Ghosh and M-Ch. Yang
Bayesian analysis of reduced rank regression pp. 159-186: H. Schmidli
A new test for ARMA models with errors following a general white noise process pp. 187-202: E. Gonçalves, P. Jacob and N. Lopes
Notes on a recursive procedure for point estimation pp. 203-225: G. D’Epifanio
Weighted distributions viewed in the context of model selection: A Bayesian perspective pp. 227-246: D. Larose and D. Dey
Corrections to mean square error matrix superiority of empirical Bayes estimators under misspecification pp. 247-248: L. Wei and G. Trenkler

The relation between theory and application in statistics pp. 207-261: Donald Cox, M. Bayarri, M. Bayarri, C. Cuadras, Jośe Bernadro, F. Girón, E. Moreno, N. Keiding, D. Lindley, L. Pericchi, L. Piccinato, N. Reid and N. Wermuth
Coherent combination of experts' opinions pp. 263-313: A. Dawid, M. DeGroot, J. Mortera, Roger Cooke, S. French, C. Genest, M. Schervish, D. Lindley, K. McConway and R. Winkler
A partial randomized response strategy pp. 315-321: D. Tracy and S. Osahan
Predictive efficiency of improved estimators in restricted regression models pp. 323-331: M. Dube and Vivek Singh
Probability matching priors for linear calibration pp. 333-357: M. Ghosh, B. Carlin and M. Srivastava
A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data pp. 359-376: V. Guerrero and J. Martínez

Selection of the reference priors for a balanced random effects model pp. 1-17: K. Ye
Information tradeoff pp. 19-38: L. Wasserman and B. Clarke
Robust analysis of two-way models with repeated measures on both factors pp. 39-62: M. Rashid
Splines from a Bayesian point of view pp. 63-81: A. Linde
Invariance of the reference prior under reparametrization pp. 83-94: Yong Yang
Noninformative priors for maximal invariant parameter in group models pp. 95-114: G. Datta and Jayati Ghosh
Robust Bayesian estimators in a one-way ANOVA model pp. 115-135: G. Bian
Kernel estimation of the regression function with random sampling times pp. 137-178: J. Vilar
Understanding the effect of time series outliers on sample autocorrelations pp. 179-186: Wai-Sum Chan
Mean square error matrix superiority of Empirical Bayes Estimators under misspecification pp. 187-205: L. Wei and G. Trenkler