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

1992 - 2024

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 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