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

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  Año 2000, Vol. 9, Número 2

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    Thresholding algorithms, maxisets and well-concentrated bases

    Gérard Kerkyacharian, Dominique Picard

    • Resumen

    págs. 283-344

    
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    Local and deletion diagnostic

    María Mercedes Suárez Rancel , Miguel Ángel González Sierra

    • Resumen

    págs. 345-352

    
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    Markov models with lognormal transition rates in the analysis of survival times

    Rafael Pérez Ocón , Juan Eloy Ruiz Castro , María Luz Gámiz Pérez

    • Resumen

    págs. 353-370

    
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    Asymptotically efficient order selection in nonstationary AR processes

    Alex Karagrigoriou

    • Resumen

    págs. 371-391

    
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    Modal iterative estimation in linear models with unimodal errors and non-grouped and grouped data collected from different sources

    Teófilo Valdés Sánchez , Carlos Rivero Rodríguez , Carmen Anido Hermida

    • Resumen

    págs. 393-416

    
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    Testing linearity of regression models with dependent errors by kernel based methods

    Stefanie Biedermann, Holger Dette

    • Resumen

    págs. 417-438

    
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    Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences

    M. Graça Temido

    • Resumen

    págs. 439-453

    
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    Minimal quasi-stationary distributions under null R-recurrence

    Miguel San Miguel Marco , José Antonio Moler Cuiral , Fernando Plo

    • Resumen

    págs. 455-470

    
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    Assessing the error in bootstrap estimates with dependent data

    Mohamed Mahmoud, Nahed A. Mokhlis, Sahar A. N. Ibrahim

    • Resumen

    págs. 471-486

    
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    Large-sample inference in the general AR(1) model

    Efstathions Paparoditis, Dimitris N. Politis

    • Resumen

    págs. 487-509