Test: An Official Journal of the Spanish Society of Statistics and Operations Research
A general procedure for change-point detection in multivariate time series
Mamadou Lamine Diop, William Kengne
págs. 1-33
Yao Kang, Shuhui Wang, Dahui Wang, Fukang Zhu
págs. 34-73
págs. 74-106
págs. 107-145
págs. 146-162
Homogeneity tests for one-way models with dependent errors under correlated groups
Yuichi Goto, Koichi Arakaki, Masanobu Taniguchi
págs. 163-183
Correct specification of design matrices in linear mixed effects models: tests with graphical representation
Jakob Peterlin, Natasa Kejzar, Rok Blagus
págs. 184-210
págs. 211-231
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
Junmin Liu, Delin Zhu, Luoyao Yu, Xuehu Zhu
págs. 232-262
On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference
Ying c. Macnab
págs. 263-293
págs. 294-320
On functional logistic regression: some conceptual issues
José R. Berrendero, Beatriz Bueno Larraz, Antonio Cuevas
págs. 321-349
A data-driven reversible jump for estimating a finite mixture of regression models
Gustavo Alexis Sabillón, Luiz Gabriel Fernandes Cotrim, Daiane Aparecida Zuanetti
págs. 350-369
págs. 370-387
Sparse overlapped linear discriminant analysis
Youssef Anzarmou, Abdallah Mkhadri, Karim Oualkacha
págs. 388-417
Bandwidth selection for statistical matching and prediction
Inés Barbeito Cal, Ricardo Cao Abad
, Stefan Sperlichpágs. 418-446
Block-diagonal test for high-dimensional covariance matrices
Jiayu Lai, Xiaoyi Wang, Kaige Zhao, Shurong Zheng
págs. 447-466
- Página 1 de 1
