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

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  Año 2018, Vol. 27, Número 1. Dedicado a: Special issue on goodness of fit (GOF)

  • Serial independence tests for innovations of conditional mean and variance models

    Kilani Ghoudi, Bruno Rémillard

    • Resumen

    págs. 3-26

    

  • Goodness-of-fit tests for Log-GARCH and EGARCH models

    Christian Francq, Olivier Wintenberger, Jean-Michel Zakoïan

    • Resumen

    págs. 27-51

    

  • Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

    Youngmi Lee, Sangyeol Lee, Dag Tjostheim

    • Resumen

    págs. 52-69

    

  • Testing the adequacy of semiparametric transformation models

    J. S. Allison, M. Hušková, Simos G. Meintanis

    • Resumen

    págs. 70-94

    

  • On the estimation of the characteristic function in finite populations with applications

    María Dolores Jiménez Gamero, Juan Luis Moreno Rebollo, José Antonio Mayor Gallego

    • Resumen

    págs. 95-121

    

  • Stochastic orders to approach investments in condor financial derivatives

    María Concepción López Díaz, Miguel López Díaz, Sergio Martínez Fernández

    • Resumen

    págs. 122-146

    

  • Parametric bootstrap edf-based goodness-of-fit testing for sinh–arcsinh distributions

    Arthur Richard Pewsey

    • Resumen

    págs. 147-172

    

  • Stochastic ordering for populations of manufactured items

    Nil Kamal Hazra, Maxim Finkelstein, Ji Hwan Cha

    • Resumen

    págs. 173-196

    

  • On the correspondence from Bayesian log-linear modelling to logistic regression modelling with g-priors

    Michail Papathomas

    • Resumen

    págs. 197-220

    

  • Spatio-temporal analysis with short- and long-memory dependence: a state-space approach

    Guillermo Ferreira, Jorge Mateu Mahiques, Emilio Porcu

    • Resumen

    págs. 221-245