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

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  Año 1998, Vol. 7, Número 2

  • The Kriged Kalman filter

    Colin Goodall, Francisco Alonso, Edwin J. Redfern, Kanti V. Mardia

    págs. 217-285

    

  • A note on the robust interpretation of regression coefficients

    D. R. Cox, M.Y. Wong

    págs. 287-294

    

  • On the subsample bootstrap variance estimation

    Dragan Radulovic

    págs. 295-306

    

  • Characterizations of multivariate spherical distributions in l¥-norm

    Carlos A.B. Pereira, Nelson I. Tanaka, Pilar L. Iglesias

    págs. 307-324

    

  • A simulation-intensive approach for checking hierarchical models

    Dipak K. Dey, Alan E. Gelfand, Tim Swartz, Pantelis K. Vlachos

    págs. 325-346

    

  • Optimal designs with respect to Elfving's partial minimax criterion for heteroscedastic polynomial regression

    Isabel María Ortiz Rodríguez, Carmelo Rodríguez Torreblanca

    págs. 347-360

    

  • An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression

    Kazuhiro Ohtani

    págs. 361-376

    

  • Distributions most nearly compatible with given families of conditional distributions

    Barry C. Arnold, D.V. Gokhale

    págs. 377-390

    

  • Natural exponential families associated to Pick functions

    Dhafer Malouche

    págs. 391-412

    

  • Choosing the smoothing parameter for unordered multinomial data

    S.K. Vines, M.C. Jones

    págs. 413-426

    

  • A note on an assertion by E. Gutiérrez-Peña and A.F.M. Smith: (Test, 1997, p.87)

    Elías Moreno Bas, Francisco Javier Girón González-Torre

    págs. 427-429