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
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 24, issue 4, 2015

On a class of minimum contrast estimators for Gegenbauer random fields pp. 657-680

Rosa Espejo, Nikolai Leonenko, Andriy Olenko and María Ruiz-Medina

Detecting non-simultaneous changes in means of vectors pp. 681-700

Daniela Jarušková

Optimal designs subject to cost constraints in simultaneous equations models pp. 701-713

Víctor Casero-Alonso and Jesús López-Fidalgo

Maxima of Gamma random variables and other Weibull-like distributions and the Lambert $$\varvec{W}$$ W function pp. 714-733

Armengol Gasull, José López-Salcedo and Frederic Utzet

An algorithm for estimating survival under a copula-based dependent truncation model pp. 734-751

T. Emura and K. Murotani

Partially linear beta regression model with autoregressive errors pp. 752-775

Guillermo Ferreira, Jorge Figueroa-Zúñiga and Mário Castro

Bootstrap-based model selection criteria for beta regressions pp. 776-795

Fábio Bayer and Francisco Cribari-Neto

Sharp non-asymptotic performance bounds for $$\ell _1$$ ℓ 1 and Huber robust regression estimators pp. 796-812

Salvador Flores

On relative skewness for multivariate distributions pp. 813-834

Félix Belzunce, Julio Mulero, José María Ruíz and Alfonso Suárez-Llorens

A change-point problem in relative error-based regression pp. 835-856

Zhanfeng Wang, Wenxin Liu and Yuanyuan Lin

Maximum likelihood methods in a robust censored errors-in-variables model pp. 857-877

Gustavo Rocha, Reinaldo Arellano-Valle and Rosangela Loschi

Volume 24, issue 3, 2015

Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 441-461

Claudio Agostinelli, Andy Leung, Victor Yohai and Ruben Zamar

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 462-466

Christophe Croux and Viktoria Öllerer

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 467-470

Alessio Farcomeni

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 471-472

Ricardo Maronna

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 473-477

Peter Rousseeuw and Wannes den Bossche

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 478-481

Stefan Van Aelst

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 482-483

Roy Welsch

Rejoinder on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination pp. 484-488

Claudio Agostinelli, Andy Leung, Victor Yohai and Ruben Zamar

Identification of causal effects in linear models: beyond instrumental variables pp. 489-509

Elena Stanghellini and Eduwin Pakpahan

A robust factor analysis model using the restricted skew- $$t$$ t distribution pp. 510-531

Tsung-I Lin, Pal Wu, Geoffrey McLachlan and Sharon Lee

Kurtosis tests for multivariate normality with monotone incomplete data pp. 532-557

Tomoya Yamada, Megan Romer and Donald Richards

Distribution theory of $$\delta $$ δ -record values: case $$\delta \ge 0$$ δ ≥ 0 pp. 558-582

Fernando López-Blázquez and Begoña Salamanca-Miño

Weighted local linear CQR for varying-coefficient models with missing covariates pp. 583-604

Linjun Tang and Zhangong Zhou

Optimal adaptive estimation of the relative density pp. 605-631

Gaëlle Chagny and Claire Lacour

A smooth simultaneous confidence band for conditional variance function pp. 632-655

Li Cai and Lijian Yang

Volume 24, issue 2, 2015

Estimating extreme quantiles under random truncation pp. 207-227

Laurent Gardes and Gilles Stupfler

Erratum to: Estimating extreme quantiles under random truncation pp. 228-228

Laurent Gardes and Gilles Stupfler

Extremes of order statistics of stationary processes pp. 229-248

Krzysztof Dȩbicki, Enkelejd Hashorva, Lanpeng Ji and Chengxiu Ling

On generalized elliptical quantiles in the nonlinear quantile regression setup pp. 249-264

Daniel Hlubinka and Miroslav Šiman

Doubly censored power-normal regression models with inflation pp. 265-286

Guillermo Martínez-Flórez, Heleno Bolfarine and Héctor Gómez

Bayesian tests for composite alternative hypotheses in cross-tabulated data pp. 287-301

Daniel Yekutieli

On the point process of near-record values pp. 302-321

Raúl Gouet, F. López and Gerardo Sanz

Influence diagnostics in elliptical spatial linear models pp. 322-340

Fernanda De Bastiani, Audrey Mariz de Aquino Cysneiros, Miguel Uribe-Opazo and Manuel Galea

Semi-parametric inference for the absorption features of a growth-fragmentation model pp. 341-360

Romain Azaïs and Alexandre Genadot

Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting pp. 361-385

Tristan Launay, Anne Philippe and Sophie Lamarche

The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting pp. 386-416

Carlos Coelho, Barry Arnold and Filipe Marques

A varying-coefficient approach to estimating multi-level clustered data models pp. 417-440

Jinhong You, Alan Wan, Shu Liu and Yong Zhou

Volume 24, issue 1, 2015

Comparing and selecting spatial predictors using local criteria pp. 1-28

Jonathan Bradley, Noel Cressie and Tao Shi

Comments on: Comparing and selecting spatial predictors using local criteria pp. 29-30

Alan Gelfand

Comments on: Comparing and selecting spatial predictors using local criteria pp. 31-34

Stefano Castruccio and Marc Genton

Comments on: Comparing and selecting spatial predictors using local criteria pp. 35-44

Finn Lindgren

Comments on: Comparing and selecting spatial predictors using local criteria pp. 45-46

M. Ruiz-Medina

Comments on: Comparing and selecting spatial predictors using local criteria pp. 47-53

Martin Tingley and Benjamin Shaby

Rejoinder on: Comparing and selecting spatial predictors using local criteria pp. 54-60

Jonathan Bradley, Noel Cressie and Tao Shi

Estimating the conditional single-index error distribution with a partial linear mean regression pp. 61-83

Jun Zhang, Zhenghui Feng and Peirong Xu

Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure pp. 84-109

Antonello Maruotti

A semiparametric approach for joint modeling of median and skewness pp. 110-135

Luis Vanegas and Gilberto Paula

Random assignment processes: strong law of large numbers and De Finetti theorem pp. 136-165

Ricardo Vélez and Tomás Prieto-Rumeau

Complete convergence for weighted sums of NSD random variables and its application in the EV regression model pp. 166-184

Xuejun Wang, Aiting Shen, Zhiyong Chen and Shuhe Hu

Robust comparison of regression curves pp. 185-204

Long Feng, Changliang Zou, Zhaojun Wang and Lixing Zhu

Erratum to: A general result on the uniform in bandwidth consistency of kernel-type function estimators pp. 205-206

David Mason and Jan Swanepoel