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 28, issue 4, 2019

Deville and Särndal’s calibration: revisiting a 25-years-old successful optimization problem pp. 1033-1065

Denis Devaud and Yves Tillé

Comments on: Deville and Särndal’s Calibration: revisiting a 25 years old successful optimization problem pp. 1066-1067

Phillip S. Kott

Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem pp. 1068-1070

Domingo Morales

Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem pp. 1071-1076

Jean-Francois Beaumont and J. N. K. Rao

Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem pp. 1077-1081

Maria del Mar Rueda

Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem pp. 1082-1086

Changbao Wu and Shixiao Zhang

Rejoinder on: Deville and Särndal’s calibration: revisiting a 25-year-old successful optimization problem pp. 1087-1091

Denis Devaud and Yves Tillé

An $${{\varvec{L}}}^{2}$$L2-norm-based test for equality of several covariance functions: a further study pp. 1092-1112

Jia Guo, Bu Zhou, Jianwei Chen and Jin-Ting Zhang

Statistical inference using rank-based post-stratified samples in a finite population pp. 1113-1143

Omer Ozturk

Asymptotics for the linear kernel quantile estimator pp. 1144-1174

Xuejun Wang, Yi Wu, Wei Yu, Wenzhi Yang and Shuhe Hu

Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data pp. 1175-1202

Roberto Colombi and Sabrina Giordano

Testing equality of a large number of densities under mixing conditions pp. 1203-1228

Marta Cousido-Rocha, Jacobo Uña-Álvarez and Jeffrey D. Hart

On the convenience of heteroscedasticity in highly multivariate disease mapping pp. 1229-1250

F. Corpas-Burgos, P. Botella-Rocamora and M. A. Martinez-Beneito

Identification and estimation in quantile varying-coefficient models with unknown link function pp. 1251-1275

Lili Yue, Gaorong Li and Heng Lian

Volume 28, issue 3, 2019

Compositional data: the sample space and its structure pp. 599-638

Juan José Egozcue and Vera Pawlowsky-Glahn

Comments on: Compositional data: the sample space and its structure pp. 639-643

Peter Filzmoser and Karel Hron

Comments on: Compositional data: the sample space and its structure pp. 644-652

Michael Greenacre

Comments on: Compositional data: the sample space and its structure pp. 653-657

J. A. Martín-Fernández

Rejoinder on: Compositional data: the sample space and its structure pp. 658-663

Juan José Egozcue and Vera Pawlowsky-Glahn

Comments on: Data science, big data and statistics pp. 664-670

Ricardo Cao

Affine invariant depth-based tests for the multivariate one-sample location problem pp. 671-693

Sakineh Dehghan and Mohammad Reza Faridrohani

NOVELIST estimator of large correlation and covariance matrices and their inverses pp. 694-727

Na Huang and Piotr Fryzlewicz

Objective Bayesian inference with proper scoring rules pp. 728-755

F. Giummolè, V. Mameli, E. Ruli and L. Ventura

Weighted likelihood estimation of multivariate location and scatter pp. 756-784

Claudio Agostinelli and Luca Greco

Robust simultaneous inference for the mean function of functional data pp. 785-803

Italo R. Lima, Guanqun Cao and Nedret Billor

Two-sample test for sparse high-dimensional multinomial distributions pp. 804-826

Amanda Plunkett and Junyong Park

Link misspecification in generalized linear mixed models with a random intercept for binary responses pp. 827-843

Shun Yu and Xianzheng Huang

Heavy-tailed longitudinal regression models for censored data: a robust parametric approach pp. 844-878

Larissa A. Matos, Víctor H. Lachos, Tsung-I Lin and Luis M. Castro

Minimum distance model checking in Berkson measurement error models with validation data pp. 879-899

Pei Geng and Hira L. Koul

Mode testing, critical bandwidth and excess mass pp. 900-919

Jose Ameijeiras-Alonso, Rosa M. Crujeiras and Alberto Rodríguez-Casal

Influence diagnostics in mixed effects logistic regression models pp. 920-942

Alejandra Tapia, Victor Leiva, Maria del Pilar Diaz and Viviana Giampaoli

Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors pp. 943-968

M. D. Ruiz-Medina, D. Miranda and R. M. Espejo

A GQL-based inference in non-stationary BINMA(1) time series pp. 969-998

Miroslav M. Ristić, Yuvraj Sunecher, Naushad Mamode Khan and Vandna Jowaheer

Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data pp. 999-1032

Jing Lv, Chaohui Guo and Jibo Wu

Volume 28, issue 2, 2019

Data science, big data and statistics pp. 289-329

Pedro Galeano and Daniel Peña

Comments on: Data science, big data and statistics pp. 330-333

Peter Bühlmann

Comments on: Data science, big data and statistics pp. 334-337

Pedro Delicado

Comments on: Data science, big data and statistics pp. 338-341

Marc G. Genton and Ying Sun

Comments on: Data science, big data and statistics pp. 342-344

J. S. Marron

Comments on: Data science, big data and statistics pp. 345-348

Abigael C. Nachtsheim and John Stufken

Comments on: Data science, big data and statistics pp. 349-352

Marco Riani, Anthony C. Atkinson, Andrea Cerioli and Aldo Corbellini

Comments on: Data science, big data and statistics pp. 353-356

Jian Qing Shi and Shane Halloran

Comments on: Data science, big data and statistics pp. 357-359

Ruey S. Tsay

Comments on: Data science, big data and statistics pp. 360-362

Stefan Aelst and Ruben H. Zamar

Rejoinder on: Data science, big data and statistics pp. 363-368

Pedro Galeano and Daniel Peña

Robust inference for nonlinear regression models pp. 369-398

Ana M. Bianco and Paula M. Spano

Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models pp. 399-422

Luigi Spezia

A plug-in bandwidth selector for nonparametric quantile regression pp. 423-450

Mercedes Conde-Amboage and César Sánchez-Sellero

Prediction error bounds for linear regression with the TREX pp. 451-474

Jacob Bien, Irina Gaynanova, Johannes Lederer and Christian L. Müller

A stochastic ordering based on the canonical transformation of skew-normal vectors pp. 475-498

Jorge M. Arevalillo and Hilario Navarro

A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function pp. 499-521

Norbert Henze and María Dolores Jiménez-Gamero

Prior-free probabilistic interval estimation for binomial proportion pp. 522-542

Hezhi Lu, Hua Jin, Zhining Wang, Chao Chen and Ying Lu

A flexible class of parametric distributions for Bayesian linear mixed models pp. 543-564

Mohsen Maleki, Darren Wraith and Reinaldo B. Arellano-Valle

A generalized mixed model for skewed distributions applied to small area estimation pp. 565-597

Monique Graf, J. Miguel Marín and Isabel Molina

Volume 28, issue 1, 2019

Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions pp. 1-39

Thomas Kneib, Nadja Klein, Stefan Lang and Nikolaus Umlauf

Comments on: Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions pp. 40-42

T. Goicoa

Comments on: Modular regression—a Lego system for building structured additive distributional regression models with tensor product interactions pp. 43-45

Matthew Reimherr

Comments on: Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions pp. 46-51

Patrick Schnell

Comments on: Modular regression—a Lego system for building structured additive distributional regression models with tensor product interactions pp. 52-54

M. D. Stasinopoulos, R. A. Rigby, G. Z. Heller and F. De Bastiani

Rejoinder on: Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions pp. 55-59

Thomas Kneib, Nadja Klein, Stefan Lang and Nikolaus Umlauf

A mixture factor model with applications to microarray data pp. 60-76

Chaofeng Yuan, Wensheng Zhu, Xuming He and Jianhua Guo

Amari–Chentsov structure on the statistical manifold of models for accelerated life tests pp. 77-105

Fode Zhang, Hon Keung Tony Ng, Yimin Shi and Ruibing Wang

Plug-in marginal estimation under a general regression model with missing responses and covariates pp. 106-146

Ana M. Bianco, Graciela Boente, Wenceslao González-Manteiga and Ana Pérez-González

Optimal design to discriminate between rival copula models for a bivariate binary response pp. 147-165

Laura Deldossi, Silvia Angela Osmetti and Chiara Tommasi

Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions pp. 166-195

Tomasz Rychlik

Mixture of multivariate t nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values pp. 196-222

Wan-Lun Wang

A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter pp. 223-241

Alfio Marazzi, Marina Valdora, Victor Yohai and Michael Amiguet

Estimation and hypothesis test for single-index multiplicative models pp. 242-268

Jun Zhang, Junpeng Zhu and Zhenghui Feng

Jackknife empirical likelihood inference for the accelerated failure time model pp. 269-288

Xue Yu and Yichuan Zhao