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

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  Año 2008, Vol. 17, Número 3

  • Invited Paper

    • Control of the false discovery rate under dependence using the bootstrap and subsampling

      Joseph P. Romano, Azeem M. Shaikh, Michael Wolf

      • Resumen

      págs. 417-442

      

  • Discussion

    • Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling

      José A. Ferreira, Mark A. van de Wiel

      págs. 443-445

      

    • Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling II

      Wenge Guo

      págs. 446-449

      

    • Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling III

      S. K. Sarkar, Ruth Heller

      págs. 450-455

      

    • Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling IV

      James F. Troendle

      págs. 456-457

      

    • Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling V

      Daniel Yekutieli

      págs. 458-460

      

    • Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling

      Joseph P. Romano, Azeem M. Shaikh, Michael Wolf

      págs. 461-471

      

  • Original Paper

    • Comparison of Bayesian objective procedures for variable selection in linear regression

      Elías Moreno Bas, Francisco Javier Girón González-Torre

      • Resumen

      págs. 472-490

      

    • Erratum to: Comparison of Bayesian objective procedures for variable selection in linear regression

      Elías Moreno Bas, Francisco Javier Girón González-Torre

      págs. 491-492

      

    • Integral equation solutions as prior distributions for Bayesian model selection

      Juan Antonio Cano Sánchez, D. Salmerón, Christian P. Robert

      • Resumen

      págs. 493-504

      

    • On the equivalence of Aumann and Herer expectations of random sets

      Pedro Nicolás Terán Agraz

      • Resumen

      págs. 505-514

      

    • Monitoring shifts in mean: Asymptotic normality of stopping times

      Alexander Aue, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach

      • Resumen

      págs. 515-530

      

    • Strongly consistent model selection for densities

      Gérard Biau, Benoît Cadre, Luc Devroye, László Györfi

      • Resumen

      págs. 531-545

      

    • Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach

      Muneya Matsui, Akimichi Takemura

      • Resumen

      págs. 546-566

      

    • Partial sums of lagged cross-products of AR residuals and a test for white noise

      Jan G. De Gooijer

      • Resumen

      págs. 567-584

      

    • Compatible priors for Bayesian model comparison with an application to the Hardy–Weinberg equilibrium model

      Guido Consonni, Eduardo Gutiérrez-Peña, Piero Veronese

      • Resumen

      págs. 585-605

      

    • A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models

      Brent G. Hudson, Richard H. Gerlach

      • Resumen

      págs. 606-627