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

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  Año 2009, Vol. 18, Número 2

  • Invited Paper

    • Goodness-of-fit tests in mixed models

      Gerda Claeskens, Jeffrey D. Hart

      • Resumen

      págs. 213-239

      

  • Discussion

    • Comments on: Goodness-of-fit-tests in mixed models

      Alejandra Cabaña

      págs. 240-243

      

    • Comments on: Goodness-of-fit tests in mixed modes

      Isabel Molina Peralta

      págs. 244-247

      

    • Comments on: Goodness-of-fit tests in mixed models

      Jiming Jiang, Thuan Nguyen

      págs. 248-255

      

    • Comments on: Goodness-of-fit tests in mixed models II

      Axel Munk, Tatyana Krivobokova

      págs. 256-259

      

    • Comments on: Goodness-of-fit tests in mixed modes III

      Olivier Thas

      págs. 260-264

      

    • Rejoinder on: Goodness-of-fit tests in mixed models

      Gerda Claeskens, Jeffrey D. Hart

      págs. 265-270

      

  • Original Paper

    • Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability

      Rahul Mukerjee, Ling-Yau Chan

      • Resumen

      págs. 271-282

      

    • On the low intensity bootstrap for triangular arrays of independent identically distributed random variables

      Eustasio del Barrio Tellado, Arnold Janssen, Carlos Matrán Bea

      • Resumen

      págs. 283-301

      

    • Limit theorems for sequences of random trees

      David Balding, Pablo A. Ferrari, Ricardo Fraiman, Mariela Sued

      • Resumen

      págs. 302-315

      

    • Minimum density power divergence estimator for GARCH models

      Sangyeol Lee, Junmo Song

      • Resumen

      págs. 316-341

      

    • Benchmarked estimates in small areas using linear mixed models with restrictions

      María Dolores Ugarte Martínez, Ana Fernández Militino, Tomás Goicoa Mangado

      • Resumen

      págs. 342-364

      

    • Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation

      Terrence P. Hui, Reza Modarres, Gang Zheng

      • Resumen

      págs. 365-380

      

    • RESET for quantile regression

      Taisuke Otsu

      • Resumen

      págs. 381-391

      

    • Semi-parametric second-order reduced-bias high quantile estimation

      Frederico Caeiro, M. Ivette Gomes

      • Resumen

      págs. 392-413