TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

1992 - 2024

Current editor(s): Alfonso Gordaliza and Ana F. Militino

From:
Springer
Sociedad de Estadística e Investigación Operativa
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Volume 27, issue 4, 2018

Process modeling for slope and aspect with application to elevation data maps pp. 749-772

Fangpo Wang, Anirban Bhattacharya and Alan E. Gelfand

Comments on: Process modeling for slope and aspect with application to elevation data maps pp. 773-775

Sudipto Banerjee

Comments on: Process modeling for slope and aspect with application to elevation data maps pp. 776-777

Giovanna Jona Lasinio and Gianluca Mastrantonio

Comments on: Process modeling for slope and aspect with application to elevation data maps pp. 778-782

Erin M. Schliep

Rejoinder on: Process modeling for slope and aspect with application to elevation data maps pp. 783-786

Fangpo Wang, Anirban Bhattacharya and Alan E. Gelfand

Inference with progressively censored k-out-of-n system lifetime data pp. 787-810

M. Hermanns and E. Cramer

Exact testing with random permutations pp. 811-825

Jesse Hemerik and Jelle Goeman

Strong approximations for the p-fold integrated empirical process with applications to statistical tests pp. 826-849

Sergio Alvarez-Andrade, Salim Bouzebda and Aimé Lachal

The max-INAR(1) model for count processes pp. 850-870

Manuel G. Scotto, Christian H. Weiß, Tobias A. Möller and Sónia Gouveia

Penalized spline estimation in varying coefficient models with censored data pp. 871-895

K. Hendrickx, P. Janssen and A. Verhasselt

A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test pp. 896-920

Zhidong Bai, Guangming Pan and Yanqing Yin

Circular local likelihood pp. 921-945

Marco Marzio, Stefania Fensore, Agnese Panzera and Charles C. Taylor

A note on weighted least square distribution fitting and full standardization of the empirical distribution function pp. 946-967

Andrew R. Barron, Mirta Benšić and Kristian Sabo

Integral priors for Bayesian model selection: how they operate from simple to complex cases pp. 968-987

J. A. Cano, M. Iniesta and D. Salmerón

On stochastic comparisons of finite mixtures for some semiparametric families of distributions pp. 988-1006

Nil Kamal Hazra and Maxim Finkelstein

Volume 27, issue 3, 2018

Some recent work on multivariate Gaussian Markov random fields pp. 497-541

Ying C. MacNab

Comments on: Some recent work on multivariate Gaussian Markov random fields pp. 542-544

Miguel A. Martinez-Beneito

Comments on: Some recent work on multivariate Gaussian Markov random fields pp. 545-548

Stephan R. Sain and Reinhard Furrer

Comments on: Some recent work on multivariate Gaussian Markov random fields pp. 549-553

Fedele Greco and Carlo Trivisano

Rejoinder on: Some recent work on multivariate Gaussian Markov random fields pp. 554-569

Ying C. MacNab

Estimation and variable selection for semiparametric transformation models under a more efficient cohort sampling design pp. 570-596

Mingzhe Wu, Ming Zheng, Wen Yu and Ruofan Wu

New links for binary regression: an application to coca cultivation in Peru pp. 597-617

Artur J. Lemonte and Jorge L. Bazán

Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model pp. 618-638

Marco Burkschat and Tomasz Rychlik

Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data pp. 639-658

Dennis Dobler and Markus Pauly

Bootstrap in semi-functional partial linear regression under dependence pp. 659-679

Germán Aneiros, Paula Raña, Philippe Vieu and Juan Vilar

A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data pp. 680-699

Masashi Hyodo and Takahiro Nishiyama

A minimum projected-distance test for parametric single-index Berkson models pp. 700-715

Chuanlong Xie and Lixing Zhu

Comparing implementations of global and local indicators of spatial association pp. 716-748

Roger Bivand and David W. S. Wong

Volume 27, issue 2, 2018

A smooth simultaneous confidence band for correlation curve pp. 247-269

Yuanyuan Zhang and Lijian Yang

Small area estimation of poverty proportions under unit-level temporal binomial-logit mixed models pp. 270-294

Tomáš Hobza, Domingo Morales and Laureano Santamaría

A dimension reduction approach for conditional Kaplan–Meier estimators pp. 295-315

Weiyu Li and Valentin Patilea

Controlling mixed directional false discovery rate in multidimensional decisions with applications to microarray studies pp. 316-337

Haibing Zhao and Wing Kam Fung

Hazard estimation with censoring and measurement error: application to length of pregnancy pp. 338-359

Fabienne Comte, Adeline Samson and Julien J. Stirnemann

Testing of multivariate repeated measures data with block exchangeable covariance structure pp. 360-378

Ivan Žežula, Daniel Klein and Anuradha Roy

Weighted version of strong law of large numbers for a class of random variables and its applications pp. 379-406

Yi Wu, Xuejun Wang, Shuhe Hu and Lianqiang Yang

Small area estimation via unmatched sampling and linking models pp. 407-427

Shonosuke Sugasawa, Tatsuya Kubokawa and J. N. K. Rao

A new bivariate integer-valued GARCH model allowing for negative cross-correlation pp. 428-452

Yan Cui and Fukang Zhu

Variance estimation for semiparametric regression models by local averaging pp. 453-476

Jingxin Zhao, Heng Peng and Tao Huang

On the rates of convergence for moments convergence in regression models pp. 477-495

João Lita da Silva

Volume 27, issue 1, 2018

Editorial pp. 1-2

S. G. Meintanis, M. Hušková and M. D. Jiménez-Gamero

Serial independence tests for innovations of conditional mean and variance models pp. 3-26

Kilani Ghoudi and Bruno Rémillard

Goodness-of-fit tests for Log-GARCH and EGARCH models pp. 27-51

Christian Francq, Olivier Wintenberger and Jean-Michel Zakoian

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models pp. 52-69

Youngmi Lee, Sangyeol Lee and Dag Tjøstheim

Testing the adequacy of semiparametric transformation models pp. 70-94

J. S. Allison, M. Hušková and S. G. Meintanis

On the estimation of the characteristic function in finite populations with applications pp. 95-121

M. D. Jiménez-Gamero, J. L. Moreno-Rebollo and J. A. Mayor-Gallego

Stochastic orders to approach investments in condor financial derivatives pp. 122-146

María Concepción López-Díaz, Miguel López-Díaz and Sergio Martínez-Fernández

Parametric bootstrap edf-based goodness-of-fit testing for sinh–arcsinh distributions pp. 147-172

Arthur Pewsey

Stochastic ordering for populations of manufactured items pp. 173-196

Nil Kamal Hazra, Maxim Finkelstein and Ji Hwan Cha

On the correspondence from Bayesian log-linear modelling to logistic regression modelling with g-priors pp. 197-220

Michail Papathomas

Spatio-temporal analysis with short- and long-memory dependence: a state-space approach pp. 221-245

Guillermo Ferreira, Jorge Mateu and Emilio Porcu