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 30, issue 4, 2021

Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data pp. 811-835

Shakhawat Hossain and Le An Lac

Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces pp. 836-860

Galatia Cleanthous, Emilio Porcu and Philip White

Nonparametric estimation for big-but-biased data pp. 861-883

Laura Borrajo and Ricardo Cao

On the estimation of the variability in the distribution tail pp. 884-907

Laurent Gardes and Stéphane Girard

High-dimensional outlier detection using random projections pp. 908-934

P. Navarro-Esteban and J. A. Cuesta-Albertos

Robust multivariate estimation based on statistical depth filters pp. 935-959

Giovanni Saraceno and Claudio Agostinelli

QANOVA: quantile-based permutation methods for general factorial designs pp. 960-979

Marc Ditzhaus, Roland Fried and Markus Pauly

Specification testing in semi-parametric transformation models pp. 980-1003

Nick Kloodt, Natalie Neumeyer and Ingrid Keilegom

D-optimal designs for Poisson regression with synergetic interaction effect pp. 1004-1025

Fritjof Freise, Ulrike Graßhoff, Frank Röttger and Rainer Schwabe

On degradation-based imperfect repair and induced generalized renewal processes pp. 1026-1045

Maxim Finkelstein and Ji Hwan Cha

Two-way layout factorial experiments of spatial point pattern responses in mineral flotation pp. 1046-1075

Jonatan A. González, Bernardo M. Lagos-Álvarez and Jorge Mateu

Correction to: On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense pp. 1076-1077

Manuel Ordóñez Cabrera, Andrew Rosalsky, Mehmet Ünver and Andrei Volodin

Volume 30, issue 3, 2021

Functional marked point processes: a natural structure to unify spatio-temporal frameworks and to analyse dependent functional data pp. 529-568

Mohammad Ghorbani, Ottmar Cronie, Jorge Mateu and Jun Yu

Empirical likelihood inference for generalized additive partially linear models pp. 569-585

Rong Liu and Yichuan Zhao

Multivariate functional data modeling with time-varying clustering pp. 586-602

Philip A. White and Alan E. Gelfand

Testing serial independence with functional data pp. 603-629

Zdeněk Hlávka, Marie Hušková and Simos G. Meintanis

A notion of depth for sparse functional data pp. 630-649

Carlo Sguera and Sara López-Pintado

Nonparametric multiple regression estimation for circular response pp. 650-672

Andrea Meilán-Vila, Mario Francisco-Fernández, Rosa M. Crujeiras and Agnese Panzera

Simple measures of uncertainty for model selection pp. 673-692

Xiaohui Liu, Yuanyuan Li and Jiming Jiang

A likelihood-based approach for cure regression models pp. 693-712

Kevin Burke and Valentin Patilea

Goodness of fit for models with intractable likelihood pp. 713-736

Stefano Cabras, María Eugenia Castellanos and Oliver Ratmann

Covariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov models pp. 737-757

Tingting Cui, Pengfei Wang and Wensheng Zhu

A robust proposal of estimation for the sufficient dimension reduction problem pp. 758-783

Andrea Bergesio, María Eugenia Szretter Noste and Víctor J. Yohai

False discovery rate for functional data pp. 784-809

Niels Lundtorp Olsen, Alessia Pini and Simone Vantini

Volume 30, issue 2, 2021

Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator pp. 293-317

Lijuan Huo and Jin Seo Cho

Second-order and local characteristics of network intensity functions pp. 318-340

Matthias Eckardt and Jorge Mateu

Bootstrapping regression models with locally stationary disturbances pp. 341-363

Guillermo Ferreira, Jorge Mateu, Jose A. Vilar and Joel Muñoz

Modelling informative time points: an evolutionary process approach pp. 364-382

Andreia Monteiro, Raquel Menezes and Maria Eduarda Silva

Probability of default estimation in credit risk using a nonparametric approach pp. 383-405

Rebeca Peláez Suárez, Ricardo Cao Abad and Juan M. Vilar Fernández

Correction to: Probability of default estimation in credit risk using a nonparametric approach pp. 406-406

Rebeca Peláez Suárez, Ricardo Cao Abad and Juan M. Vilar Fernández

Maximum likelihood estimators based on discrete component lifetimes of a k-out-of-n system pp. 407-428

Anna Dembińska and Krzysztof Jasiński

Semiparametric mixture regression with unspecified error distributions pp. 429-444

Yanyuan Ma, Shaoli Wang, Lin Xu and Weixin Yao

On a class of repulsive mixture models pp. 445-461

José J. Quinlan, Fernando A. Quintana and Garritt L. Page

Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models pp. 462-480

Alessio Farcomeni, Monia Ranalli and Sara Viviani

Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables pp. 481-504

Silvia Novo, Germán Aneiros and Philippe Vieu

Smooth estimation of size distributions in an oriented cylinder model pp. 505-526

Geurt Jongbloed, Kimberly S. McGarrity and Jilt Sietsma

Correction to: Small area estimation of proportions under area-level compositional mixed models pp. 527-528

María Dolores Esteban, María José Lombardía, Esther López-Vizcaíno, Domingo Morales and Agustín Pérez

Volume 30, issue 1, 2021

Recent advances in directional statistics pp. 1-58

Arthur Pewsey and Eduardo García-Portugués

Comments on: Recent advances in directional statistics pp. 59-63

Kanti V. Mardia

Comments on: Recent advances in directional statistics pp. 64-67

Rosa M. Crujeiras and Paula Saavedra-Nieves

Comments on: Recent advances in directional statistics pp. 68-70

Janice L. Scealy

Comments on: Recent advances in directional statistics pp. 71-75

Stephan F. Huckemann

Rejoinder on: Recent advances in directional statistics pp. 76-82

Arthur Pewsey and Eduardo García-Portugués

On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense pp. 83-102

Manuel Ordóñez Cabrera, Andrew Rosalsky, Mehmet Ünver and Andrei Volodin

On the prevalence of information inconsistency in normal linear models pp. 103-132

Joris Mulder, James O. Berger, Víctor Peña and M. J. Bayarri

Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo pp. 133-152

Elizabeth D. Schifano, Himchan Jeong, Ved Deshpande and Dipak K. Dey

Entropy-based pivotal statistics for multi-sample problems in planar shape pp. 153-178

W. V. Félix de Lima, A. D. C. Nascimento and G. J. A. Amaral

Accounting for dependent informative sampling in model-based finite population inference pp. 179-197

Isabel Molina and Malay Ghosh

Tail dependence and smoothness of time series pp. 198-210

Helena Ferreira and Marta Ferreira

Comparisons of policies based on relevation and replacement by a new one unit in reliability pp. 211-227

Félix Belzunce, Carolina Martínez-Riquelme, José A. Mercader and José M. Ruiz

Selection model for domains across time: application to labour force survey by economic activities pp. 228-254

María José Lombardía, Esther López-Vizcaíno and Cristina Rueda

Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial pp. 255-273

Elías Moreno, Carmen Martínez and Francisco–José Vázquez–Polo

WIKS: a general Bayesian nonparametric index for quantifying differences between two populations pp. 274-291

Rafael Carvalho Ceregatti, Rafael Izbicki and Luis Ernesto Bueno Salasar