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 3, issue 2, 1994

The theory of search from a statistical viewpoint pp. 1-45

Henry Wynn, Anatoly Zhigljavsky and Juan Romo

The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach pp. 47-72

Juan Romo

Robust Bayesian analysis given priors on partition sets pp. 73-86

Cinzia Carota and Fabrizio Ruggeri

Prediction based on response surface data obtained with random blocking pp. 87-99

Irwin Guttman and Ulrich Menzefricke

An automatic and proper Bayesian estimation analysis of 2×2 contingency tables with one and two fixed margins pp. 101-112

María-Eglée Pérez

The use of auxiliary information for solving non-response problems pp. 113-122

Carlos Bouza

Exponential families with variance functions in $$\sqrt {\Delta P} (\sqrt \Delta )$$: Seshadri’s class: Seshadri’s class pp. 123-172

Célestin Kokonendji

Asymptotic normality under transformations. A result with Bayesian applications pp. 173-180

Manuel Mendoza

Motivation for the use of discrete distributions in quality assurance pp. 181-193

Telba Irony and Carlos Pereira

Operational parameters in Bayesian models pp. 195-206

Max Mendel

Bayesian prediction for business mortality analysis pp. 207-220

Samir Bhattacharya and Nand Singh

A predictivistic interpretation of the multivariatet distribution pp. 221-236

R. Arellano-Valle, H. Bolfarine and P. Iglesias

Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations pp. 237-246

Josemar Rodrigues

Group-Bayes estimation of the exponential mean: A preposterior analysis pp. 247-247

Constance Eeden and James Zidek

Volume 3, issue 1, 1994

An overview of robust Bayesian analysis pp. 5-124

James Berger, Elías Moreno, Luis Pericchi, M. Bayarri, José Bernardo, Juan Cano, Julián Horra, Jacinto Martín, David Ríos-Insúa, Bruno Betrò, A. Dasgupta, Paul Gustafson, Larry Wasserman, Joseph Kadane, Cid Srinivasan, Michael Lavine, Anthony O’Hagan, Wolfgang Polasek, Christian Robert, Constantinos Goutis, Fabrizio Ruggeri, Gabriella Salinetti and Siva Sivaganesan

Group-Bayes estimation of the exponential mean: a preposterior analysis pp. 125-143

Constance Eeden and James Zidek

Characterization of the Jorgensen set in generalized linear models pp. 145-162

M. Casalis and G. Letac

Distance weighted losses for testing and confidence set evaluation pp. 163-182

Christian Robert and George Casella

Bayesian robustness of the empirical distribution pp. 183-194

Alfonso García-Pérez

Volume 2, issue 1, 1993

Several Bayesians: A review pp. 1-32

Joseph Kadane, Javier Girón, Daniel Peña, Peter Fishburn, Simon French, D. Lindley, Giovanni Parmigiani and Robert Winkler

Exploring regression structure with graphics pp. 33-100

R. Cook, Nate Wetzel, José Bermúdez, J. Horra, Frank Critchley, Michael Lavine, Ker-Chau Li, R. McCulloch, Sally Morton, X. Shen, Sanford Weisberg and S. Zacks

Prior assessments for bands of probability measures: Empirical bayes analysis pp. 101-110

Elías Moreno and Luís Pericchi

A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices pp. 111-124

D. Nel and P. Groenewald

Estimation of a normal mixture model through Gibbs sampling and Prior Feedback pp. 125-146

Christian Robert and Caroline Soubiran

Optimal allocation in stratified sampling with partial information pp. 147-160

Dennis Lindley and John Deely

Testing the hypothesis of a general linear model using nonparametric regression estimation pp. 161-188

W. González-Manteiga and R. Cao

Forecasting point and continuous processes: Prequential analysis pp. 189-217

V. Vovk

Volume 1, issue 1, 1992

Sampling-resampling techniques for the computation of posterior densities in normal means problems pp. 1-18

D. Stephens and A. Smith

Almost unbiased ratio-cum-product estimators for the finite population mean pp. 19-29

Housila Singh and R. Biradar

Using the prior mean of a nuisance parameter pp. 31-38

Julián Horra

Near ignorance classes of log-concave priors for the location model pp. 39-46

B. Sanso and L. Pericchi

Estimation under the Burr type XII failure model based on censored data: a comparative study pp. 47-60

E. Al-Hussaini, M. Mousa and Z. Jaheen

A Bayesian alternative to parametric hypothesis testing pp. 61-67

Raul Rueda

Foundations for a robust theory of decision making: the simple case pp. 69-78

David Rios-Insua

Equilibrated strategy for population variance estimation pp. 79-91

Mariano Espejo and Mercedes Espejo

Bayesian estimation of the Gini index for the PID pp. 93-104

Arup Ganguly, Nand Singh, Haren Choudhuri and Samir Bhattacharya

Estimative and predictive distances pp. 105-121

Ann Mitchell

A local cross-validation algorithm for dependent data pp. 123-153

A. Quintela del Río and J. Vilar Fernández