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

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  Año 2017, Vol. 26, Número 3

  • Fast estimation of the median covariation matrix with application to online robust principal components analysis

    Hervé Cardot

    • Resumen

    págs. 461-480

    

  • On the asymptotics of minimum disparity estimation

    Arun Kumar Kuchibhotla, Ayanendranath Basu

    • Resumen

    págs. 481-502

    

  • Quadratic forms of the empirical processes for the two-sample problem for functional data

    R. Bárcenas, Jorge Ortega Vargas, Adolfo J. Quiroz

    • Resumen

    págs. 503-526

    

  • Bandwidth selection in kernel density estimation for interval-grouped data

    Miguel Reyes, Mario Francisco-Fernández, Ricardo Cao Abad

    • Resumen

    págs. 527-545

    

  • Nonparametric statistics of dynamic networks with distinguishable nodes

    Daniel Fraiman, Nicolas Fraiman, Ricardo Fraiman

    • Resumen

    págs. 546-573

    

  • Jump-detection-based estimation in time-varying coefficient models and empirical applications

    Yan Yong Zhao, Jin-Guan Lin, Hong Xia Wang, Xing Fang Huang

    • Resumen

    págs. 574-599

    

  • Strong laws for weighted sums of ψ-mixing random variables and applications in errors-in-variables regression models

    Di Hu, Pingyan Chen, Soo Hak Sung

    • Resumen

    págs. 600-617

    

  • New properties of the orthant convex-type stochastic orders

    José María Fernández Ponce, Rosario Rodríguez Griñolo

    • Resumen

    págs. 618-637

    

  • Optimal approximate designs for comparison with control in dose-escalation studies

    Samuel Rosa, Radoslav Harman

    • Resumen

    págs. 638-660

    

  • New two-sample tests for skewed populations and their connection to theoretical power of Bootstrap-t test

    Haiyan Wang, Bo Hong, Huaiyu Zhang, Xukun Li

    • Resumen

    págs. 661-683