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

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  Año 2024, Vol. 33, Número 3

  • Artículo

    • Data integration via analysis of subspaces (DIVAS)

      Jack Prothero, Meilei Jiang, Jan Hannig, Quoc Tran Dinh, Andrew Ackerman, J. S. Marron

      • Resumen

      págs. 633-674

      

    • Comments on: Data integration via analysis of subspaces (DIVAS)

      Irina Gaynanova, Renat Sergazinov

      págs. 675-682

      

    • Comments on I: Data integration via analysis of subspaces (DIVAS)

      Fred Godtliebsen, Eirik Myrvoll Nilsen, Lasse Holmström

      págs. 683-685

      

    • Comments on II: Data integration via analysis of subspaces (DIVAS)

      Hai Shu, Hongtu Zhu

      págs. 686-688

      

    • Comments on III: Data integration via analysis of subspaces (DIVAS)

      Ling Zhou, Peter X. K. Song

      págs. 689-692

      

    • Rejoinder on: Data integration via analysis of subspaces (DIVAS)

      Jack Prothero, Meilei Jiang, Jan Hannig, Quoc Tran Dinh, Andrew Ackerman, J. S. Marron

      • Resumen

      págs. 693-696

      

    • Bayesian sample size determination for detecting heterogeneity in multi-site replication studies

      Konstantinos Bourazas, Guido Consonni, Laura Deldossi

      • Resumen

      págs. 697-716

      

    • On variability of the mean remaining lifetime at random age

      Majid Asadi, Maxim Finkelstein

      • Resumen

      págs. 717-730

      

    • A copula formulation for multivariate latent Markov models

      Alfonso Russo, Alessio Farcomeni

      • Resumen

      págs. 731-751

      

    • The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering

      Ryan P. Browne, Jeffrey L. Andrews

      • Resumen

      págs. 752-785

      

    • Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates

      Yang Liu, Yukun Liu, Pengfei Li, Siquan Zhang

      • Resumen

      págs. 786-808

      

    • Multiple change point detection for high-dimensional data

      Wenbiao Zhao, Lixing Zhu, Falong Tan

      • Resumen

      págs. 809-846

      

    • Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model

      Katarzyna Filipiak, Mateusz John, Yuli Liang

      • Resumen

      págs. 847-876

      

    • Privacy-preserving parametric inference for spatial autoregressive model

      Zhijian Wang, Yunquan Song

      • Resumen

      págs. 877-896

      

    • Partly linear instrumental variables regressions without smoothing on the instruments

      Jean-Pierre Florens, Elia Lapenta

      • Resumen

      págs. 897-920

      

    • A new sufficient dimension reduction method via rank divergence

      Tianqing Liu, Danping Li, Fengjiao Ren, Jianguo Sun, Xiaohui Yuan

      • Resumen

      págs. 921-950

      

    • Local influence analysis in the softplus INGARCH model

      Zhonghao Su, Fukang Zhu, Shuangzhe Liu

      • Resumen

      págs. 951-985