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

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  Año 2019, Vol. 28, Número 3

  • Invited Paper

    • Compositional data: the sample space and its structure

      Juan José Egozcue Rubí, Vera Pawlowsky Glahn

      • Resumen

      págs. 599-638

      

  • Original Paper

    • Affine invariant depth-based tests for the multivariate one-sample location problem

      Sakineh Dehghan, Mohammad Reza-Faridrohani

      • Resumen

      págs. 671-693

      

    • NOVELIST estimator of large correlation and covariance matrices and their inverses

      Na Huang, Piotr Fryzlewicz

      • Resumen

      págs. 694-727

      

    • Objective Bayesian inference with proper scoring rules

      F. Giummolè, V. Mameli, E. Ruli

      • Resumen

      págs. 728-755

      

    • Weighted likelihood estimation of multivariate location and scatter

      Claudio Agostinelli, Luca Greco

      • Resumen

      págs. 756-784

      

    • Robust simultaneous inference for the mean function of functional data

      Italo R. Lima, Guanqun Cao

      • Resumen

      págs. 785-803

      

    • Two-sample test for sparse high-dimensional multinomial distributions

      Amanda Plunkett, Junyong Park

      • Resumen

      págs. 804-826

      

    • Link misspecification in generalized linear mixed models with a random intercept for binary responses

      Shun Yu, Xianzheng Huang

      • Resumen

      págs. 827-843

      

    • Heavy-tailed longitudinal regression models for censored data: a robust parametric approach

      Larissa A. Matos, Victor Hugo Lachos, Tsung-I Lin, Luis M. Castro

      • Resumen

      págs. 844-878

      

    • Minimum distance model checking in Berkson measurement error models with validation data

      Pei Geng, Hira L. Koul

      • Resumen

      págs. 879-899

      

    • Mode testing, critical bandwidth and excess mass

      Jose Ameijeiras Alonso, Rosa M. Crujeiras Casais, Alberto Rodríguez Casal

      • Resumen

      págs. 900-919

      

    • Influence diagnostics in mixed effects logistic regression models

      Alejandra Tapia, Víctor Leiva, María del Pilar Díaz, Viviana Giampaoli

      • Resumen

      págs. 920-942

      

    • Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors

      María Dolores Ruiz Medina, D. Miranda, Inmaculada Espejo Miranda

      • Resumen

      págs. 943-968

      

    • A GQL-based inference in non-stationary BINMA(1) time series

      Miroslav M. Risti¿, Yuvraj Sunecher, Naushad Mamode Khan, Vandna Jowaheer

      • Resumen

      págs. 969-998

      

    • Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data

      Jing Lv, Chaohui Guo, Jibo Wu

      • Resumen

      págs. 999-1032