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 23, issue 4, 2014

Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation pp. 631-666

Danny Pfeffermann, Anna Sikov and Richard Tiller

Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation pp. 667-669

William Bell

Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation pp. 670-673

Neung Ha and Partha Lahiri

Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation pp. 674-679

Domingo Morales

Comments on: “Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation” pp. 680-685

Rebecca Steorts and M. Ugarte

Rejoinder on: Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation pp. 686-690

Danny Pfeffermann, Anna Sikov and Richard Tiller

Two new methods for non-inferiority testing of the ratio in matched-pair setting pp. 691-707

Hua Jin, Xiaobo Feng, Mingming Chen and Chenling Zhang

Efficiency combined with simplicity: new testing procedures for Generalized Inverse Gaussian models pp. 708-724

Angelo Koudou and Christophe Ley

Spatial depth-based classification for functional data pp. 725-750

Carlo Sguera, Pedro Galeano and Rosa Lillo

Inference for quantile measures of skewness pp. 751-768

Robert Staudte

Limit laws for the maxima of stationary chi-processes under random index pp. 769-786

Zhongquan Tan and Changchun Wu

Calibration tests for count data pp. 787-805

Wei Wei and Leonhard Held

A simultaneous confidence corridor for varying coefficient regression with sparse functional data pp. 806-843

Lijie Gu, Li Wang, Wolfgang Härdle and Lijian Yang

Volume 23, issue 3, 2014

Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates pp. 433-465

Francesco Bartolucci, Alessio Farcomeni and Fulvia Pennoni

Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates pp. 466-468

Silvia Bianconcini

Comments on: Latent Markov models: a review of the general framework for the analysis of longitudinal data with covariates pp. 469-472

Ulf Böckenholt and Blakeley McShane

Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates pp. 473-477

Leonard Paas

Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates pp. 478-483

Ingmar Visser and Maarten Speekenbrink

Rejoinder on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates pp. 484-486

Francesco Bartolucci, Alessio Farcomeni and Fulvia Pennoni

Auto-association measures for stationary time series of categorical data pp. 487-514

Atanu Biswas, Maria Carmen Pardo and Apratim Guha

Generalized mixtures of Weibull components pp. 515-535

Manuel Franco, Narayanaswamy Balakrishnan, Debasis Kundu and Juana-Maria Vivo

The p value line: a way to choose the tuning constant in tests based on the Huber $${\varvec{M}}$$ M -estimator pp. 536-555

A. García-Pérez

Bayesian model robustness via disparities pp. 556-584

Giles Hooker and Anand Vidyashankar

On normal stable Tweedie models and power-generalized variance functions of only one component pp. 585-606

Yacouba Boubacar Maïnassara and Célestin Kokonendji

On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models pp. 607-629

Xuejun Wang, Chen Xu, Tien-Chung Hu, Andrei Volodin and Shuhe Hu

Volume 23, issue 2, 2014

Extensions of some classical methods in change point analysis pp. 219-255

Lajos Horvath and Gregory Rice

Comments on: Extensions of some classical methods in change point analysis pp. 256-257

John Aston

Comments on: Extensions of some classical methods in change point analysis pp. 258-260

István Berkes

Comments on: Extensions of some classical methods in change point analysis pp. 261-264

Herold Dehling

Comments on: Extensions of some classical methods in change point analysis pp. 265-269

Marie Hušková and Zuzana Prášková

Comments on: Extensions of some classical methods in change point analysis pp. 270-275

Claudia Kirch

Comments on: Extensions of some classical methods in change point analysis pp. 276-278

Piotr Kokoszka

Comments on: Extensions of some classical methods in change point analysis pp. 279-282

Nirian Martín and Leandro Pardo

Comments on: Extensions of some classical methods in change point analysis pp. 283-286

Lorenzo Trapani

Rejoinder on: Extensions of some classical methods in change point analysis pp. 287-290

Lajos Horvath and Gregory Rice

Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression pp. 291-310

Jorge Arevalillo

On quantitative trait locus mapping with an interference phenomenon pp. 311-329

Charles-Elie Rabier

Local robust and asymptotically unbiased estimation of conditional Pareto-type tails pp. 330-355

Goedele Dierckx, Yuri Goegebeur and Armelle Guillou

On consistency factors and efficiency of robust S-estimators pp. 356-387

Marco Riani, Andrea Cerioli and Francesca Torti

Extremal properties of M4 processes pp. 388-408

A. Martins and H. Ferreira

On the empirical characteristic function process of the residuals in GARCH models and applications pp. 409-432

M. Jiménez Gamero

Volume 23, issue 1, 2014

Space-time wind speed forecasting for improved power system dispatch pp. 1-25

Xinxin Zhu, Marc Genton, Yingzhong Gu and Le Xie

Comments on: Space-time wind speed forecasting for improved power system dispatch pp. 26-29

Pierre Pinson

Comments on: Space-time wind speed forecasting for improved power system dispatch pp. 30-31

M. Muñoz

Comments on: Space-time wind speed forecasting for improved power system dispatch pp. 32-33

Thordis Thorarinsdottir and Anders Løland

Comments on: Space-time wind speed forecasting for improved power system dispatch pp. 34-44

Amanda Hering

Rejoinder on: Space-time wind speed forecasting for improved power system dispatch pp. 45-50

Xinxin Zhu, Marc Genton, Yingzhong Gu and Le Xie

Assessing mean and median filters in multiple testing for large-scale imaging data pp. 51-71

Chunming Zhang

A characterization and sufficient conditions for the total time on test transform order pp. 72-85

Félix Belzunce, Carolina Martínez-Riquelme and José Ruiz

Empirical likelihood for least absolute relative error regression pp. 86-99

Zhouping Li, Yuanyuan Lin, Guoliang Zhou and Wang Zhou

Comparison of relative density of two random geometric digraph families in testing spatial clustering pp. 100-134

Elvan Ceyhan

Identifying common normal distributions pp. 135-152

Anthony Hayter

P-splines quantile regression estimation in varying coefficient models pp. 153-194

Y. Andriyana, I. Gijbels and A. Verhasselt

The Bickel–Rosenblatt test for continuous time stochastic volatility models pp. 195-218

Liang-Ching Lin, Sangyeol Lee and Meihui Guo