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

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  Año 2023, Vol. 32, Número 4

  • Artículos

    • Statistical inference and large-scale multiple testing for high-dimensional regression models

      T. Tony Cai, Zijian Guo, Yin Xia

      • Resumen

      págs. 1135-1171

      

    • Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models

      Ye Tian, Yang Feng

      págs. 1172-1176

      

    • Comments on I: Statistical inference and large-scale multiple testing for high-dimensional regression models

      Gerda Claeskens, Maarten Jansen

      págs. 1177-1179

      

    • Comments on II: Statistical inference and large-scale multiple testing for high-dimensional regression models

      Ya'acov Ritov

      • Resumen

      págs. 1180-1183

      

    • Comments on III: Statistical inference and large-scale multiple testing for high-dimensional regression models

      Jacobo de Uña Álvarez

      págs. 1184-1186

      

    • Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models

      T. Tony Cai, Zijian Guo, Yin Xia

      págs. 1187-1194

      

    • A threshold modeling for nonlinear time series of counts: application to COVID-19 data

      Nisreen Shamma, Mehrnaz Mohammadpour, Masoumeh Shirozhan

      • Resumen

      págs. 1195-1229

      

    • Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data

      Zhaohan Hou, Wei Ma, Lei Wang

      • Resumen

      págs. 1230-1250

      

    • Bump hunting through density curvature features

      José E Chacón, Javier Fernández Serrano

      • Resumen

      págs. 1251-1275

      

    • High-order asymptotic approximations for improved inference under exceptionally low false positive error rates

      Basitha K. Hewa Wellalage, Igor Volobouev, A. Alexandre Trindade

      • Resumen

      págs. 1276-1306

      

    • On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions

      Jorge Navarro, Jorge M Arevalillo

      • Resumen

      págs. 1307-1335

      

    • A causal hidden Markov model for assessing effects of multiple direct mail campaigns

      Fulvia Pennoni, Leonard J. Paas, Francesco Bartolucci

      • Resumen

      págs. 1336-1364

      

    • Selective inference for false discovery proportion in a hidden Markov model

      Marie Perrot Dockès, Gilles Blanchard, PIERRE NEUVIAL, Etienne Roquain

      • Resumen

      págs. 1365-1391

      

    • Gender wage difference estimation at quantile levels using sample survey data

      Mihaela Cătălina Anastasiade Guinand, Alina Matei, Yves Tillé

      • Resumen

      págs. 1392-1433

      

    • Testing for trend in two-way crossed effects model under heteroscedasticity

      Anjana Mondal, Paavo Sattler, Romesh Kumar

      • Resumen

      págs. 1434-1458

      

    • Analysis of conditional randomisation and permutation schemes with application to conditional independence testing

      Małgorzata Łazȩcka, Bartosz Kolodziejek, Jan Mielniczuk

      • Resumen

      págs. 1459-1478

      

    • Statistical models and the Benford hypothesis: a unified framework

      Lucio Barabesi, Andrea Cerioli, Marco Di Marzio

      • Resumen

      págs. 1479-1507

      

    • On new omnibus tests of uniformity on the hypersphere

      Alberto Fernández de Marcos, Eduardo García Portugués

      • Resumen

      págs. 1508-1529