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

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  Año 2017, Vol. 26, Número 2

  • Marginal integration M-estimators for additive models

    Graciela Boente, Alejandra Martínez

    • Resumen

    págs. 231-260

    

  • The large deviation results for the nonlinear regression model with dependent errors

    Wenzhi Yang, Zhangrui Zhao, Xinghui Wang, Shuhe Hu

    • Resumen

    págs. 261-283

    

  • Bias-corrected and robust estimation of the bivariate stable tail dependence function

    Mikael Escobar-Bach, Yuri Goegebeur, Armelle Guillou, Alexandre You

    • Resumen

    págs. 284-307

    

  • Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions

    Carlos A. Coelho, Anuradha Ray

    • Resumen

    págs. 308-330

    

  • Dating multiple change points in the correlation matrix

    Pedro Galeano, Dominik Wied

    • Resumen

    págs. 331-352

    

  • Nonparametric latency estimation for mixture cure models

    Ana López-Cheda, M. A. Jácome, Ricardo Cao Abad

    • Resumen

    págs. 353-376

    

  • A mixture of g-priors for variable selection when the number of regressors grows with the sample size

    Minerva Mukhopadhyay, Tapas Samanta

    • Resumen

    págs. 377-404

    

  • Log-symmetric regression models under the presence of non-informative left- or right-censored observations

    Luis Hernando Vanegas, Gilberto A. Paula

    • Resumen

    págs. 405-428

    

  • Shape testing in varying coefficient models

    M. Ahkim, Irène Gijbels, Anneleen Verhasselt

    • Resumen

    págs. 429-450

    

  • Erratum to: Beta autoregressive moving average models

    Andréa V. Rocha, Francisco Cribari Neto

    págs. 451-459