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

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  Año 2023, Vol. 32, Número 3

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    Statistical inference on the significance of rows and columns for matrix-valued data in an additive model

    Xiumin Liu, Lu Niu, Junlong Zhao

    • Resumen

    págs. 785-828

    
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    Comparison of quantile regression curves with censored data

    Lorenzo Tedesco, Ingrid Van Keilegom

    • Resumen

    págs. 829-864

    
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    Stochastic comparisons of relevation allocation policies in coherent systems

    Jiandong Zhang, Yiying Zhang

    • Resumen

    págs. 865-907

    
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    Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence

    Laura Freijeiro González, Manuel Febrero Bande , Wenceslao González Manteiga

    • Resumen

    págs. 908-941

    
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    Level sets of depth measures in abstract spaces

    A. Cholaquidis, R. Fraiman, L. Moreno

    • Resumen

    págs. 942-957

    
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    Estimating weak periodic vector autoregressive time series

    Yacouba Boubacar Maïnassara, Eugen Ursu

    • Resumen

    págs. 958-997

    
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    Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling

    Dae Woong Ham, Jiaze Qiu

    • Resumen

    págs. 998-1037

    
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    Reliability and optimal replacement policy for a generalized mixed shock model

    Murat Ozkut

    • Resumen

    págs. 1038-1054

    
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    Robust and efficient estimation of nonparametric generalized linear models

    Ioannis Kalogridis, Gerda Claeskens, Stefan Van Aelst

    • Resumen

    págs. 1055-1078

    
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    A general class of shock models with dependent inter-arrival times

    Dheeraj Goyal, Nil Kamal Hazra, Maxim Finkelstein

    • Resumen

    págs. 1079-1105

    
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    Nonparametric tests for semiparametric regression models

    Federico Ferraccioli, Laura M. Sangalli, Livio Finos

    • Resumen

    págs. 1106-1130

    
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    Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence

    Laura Freijeiro González, Manuel Febrero Bande , Wenceslao González Manteiga

    págs. 1131-1131

    
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    Correction: Estimating weak periodic vector autoregressive time series

    Yacouba Boubacar Maïnassara, Eugen Ursu

    págs. 1132-1133