EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"TEST: An Official Journal of the Spanish Society of Statistics and Operations Research"
Narrow search

Narrow search

Year of publication
Subject
All
Bootstrap 17 Bayesian inference 12 Asymptotic normality 10 Robustness 9 Consistency 8 Gibbs sampling 7 Empirical likelihood 6 Nonparametric regression 6 Bayes factor 5 Bayesian Inference 5 Decision theory 5 Exchangeability 5 Goodness-of-fit 5 Hypothesis testing 5 Mean squared error 5 Outliers 5 Prediction 5 Reliability 5 Bandwidth selection 4 Bayesian prediction 4 Besov spaces 4 Branching processes 4 Edgeworth expansion 4 Empirical processes 4 Functional data analysis 4 Heavy tails 4 Jackknife 4 Jeffreys prior 4 Kalman filter 4 Kernel smoothing 4 Maximum likelihood 4 Model selection 4 Monte Carlo simulation 4 Skewness 4 consistency 4 nonparametric regression 4 p-value 4 robustness 4 AMS subject classification 3 Asymptotic distribution 3
more ... less ...
Online availability
All
Undetermined 681
Type of publication
All
Article 681
Language
All
Undetermined 681
Author
All
Balakrishnan, N. 7 Moreno, Elías 7 Robert, Christian 7 Bernardo, José 6 Fan, Jianqing 6 González-Manteiga, Wenceslao 6 Uña-Álvarez, Jacobo 6 Fraiman, Ricardo 5 Girón, F. 5 Jones, M. 5 Keilegom, Ingrid Van 5 Peng, Liang 5 Arnold, Barry 4 Cao, Ricardo 4 Crujeiras, Rosa 4 Guillou, Armelle 4 Horra, Julián 4 Horváth, Lajos 4 Lindley, D. 4 Molenberghs, Geert 4 Peña, Daniel 4 Sperlich, Stefan 4 Ugarte, M. 4 Aguilera, Ana 3 Arcones, Miguel 3 Bickel, Peter 3 Boente, Graciela 3 Claeskens, Gerda 3 Cox, D. 3 Cressie, Noel 3 Dawid, A. 3 Dey, D. 3 Doukhan, Paul 3 Ferreira, H. 3 Ferreira, Helena 3 Fraiman, R. 3 García-Pérez, Alfonso 3 Geer, Sara 3 Gelfand, Alan 3 Genest, Christian 3
more ... less ...
Published in...
All
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 681
Source
All
RePEc 681
Showing 31 - 40 of 681
Cover Image
Generalized mixtures of Weibull components
Franco, Manuel; Balakrishnan, Narayanaswamy; Kundu, Debasis - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 515-535
Weibull mixtures have been used extensively in reliability and survival analysis, and they have also been generalized by allowing negative mixing weights, which arise naturally under the formation of some structures of reliability systems. These models provide flexible distributions for modeling...
Persistent link: https://www.econbiz.de/10010994278
Saved in:
Cover Image
Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
Arevalillo, Jorge - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 291-310
Higher-order approximations for quantiles can be derived upon inversions of the Edgeworth and saddlepoint approximations to the distribution function of a statistic. The inversion of the Edgeworth expansion leads to the well known Cornish–Fisher expansion. This paper deals with the inversions...
Persistent link: https://www.econbiz.de/10010994288
Saved in:
Cover Image
Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
Bartolucci, F.; Farcomeni, A.; Pennoni, F. - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 433-465
<Para ID="Par1">We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. We illustrate the general version of the LM model which includes individual covariates, and several constrained versions. Constraints make the model more parsimonious and allow us...</para>
Persistent link: https://www.econbiz.de/10010994294
Saved in:
Cover Image
Bayesian model robustness via disparities
Hooker, Giles; Vidyashankar, Anand - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 556-584
This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We demonstrate that an equivalent robustification may be made...
Persistent link: https://www.econbiz.de/10010994295
Saved in:
Cover Image
Space-time wind speed forecasting for improved power system dispatch
Zhu, Xinxin; Genton, Marc; Gu, Yingzhong; Xie, Le - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 1-25
To support large-scale integration of wind power into electric energy systems, state-of-the-art wind speed forecasting methods should be able to provide accurate and adequate information to enable efficient, reliable, and cost-effective scheduling of wind power. Here, we incorporate space-time...
Persistent link: https://www.econbiz.de/10010994300
Saved in:
Cover Image
On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
Wang, Xuejun; Xu, Chen; Hu, Tien-Chung; Volodin, Andrei; … - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 607-629
In this paper, some probability inequalities and moment inequalities for widely orthant-dependent (WOD, in short) random variables are presented, especially the Marcinkiewicz–Zygmund type inequality and Rosenthal type inequality. By using these inequalities, we further study the complete...
Persistent link: https://www.econbiz.de/10010994302
Saved in:
Cover Image
Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
Visser, Ingmar; Speekenbrink, Maarten - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 478-483
Bartolucci et al. (Test, <CitationRef CitationID="CR1">2014</CitationRef>) provide a nice showcase of the flexibility of latent Markov models for longitudinal data. Indeed, their list of applications is impressive and includes a wide variety of models, with covariates to model transitions between latent states and direct effects on the...</citationref>
Persistent link: https://www.econbiz.de/10010994306
Saved in:
Cover Image
Comments on: Extensions of some classical methods in change point analysis
Hušková, Marie; Prášková, Zuzana - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 265-269
First of all, we would like to congratulate and to thank Lajos Horváth and Gregory Rice for providing an excellent overview of a recent development in the area of change point. This area is developing quite fast with many new procedures, many new theoretical results and many applications. We...
Persistent link: https://www.econbiz.de/10010994307
Saved in:
Cover Image
A characterization and sufficient conditions for the total time on test transform order
Belzunce, Félix; Martínez-Riquelme, Carolina; Ruiz, José - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 72-85
The total time on test transform has been used in reliability to compare two random lifetimes. Despite that it has been used widely in this context, it is not very clear in which sense the random variables are being compared. In this paper we provide a characterization which reveals the true...
Persistent link: https://www.econbiz.de/10010994311
Saved in:
Cover Image
Assessing mean and median filters in multiple testing for large-scale imaging data
Zhang, Chunming - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 51-71
A new multiple testing procedure, called the FDR<Subscript> L </Subscript> procedure, was proposed by Zhang et al. (Ann Stat 39:613–642, <CitationRef CitationID="CR12">2011</CitationRef>) for detecting the presence of spatial signals for large-scale 2D and 3D imaging data. In contrast to the conventional multiple testing procedure, the FDR<Subscript> L </Subscript> procedure...</subscript></citationref></subscript>
Persistent link: https://www.econbiz.de/10010994312
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...