Table of contents for issues of TEST

Last update: Mon Oct 7 09:44:24 MDT 2024                Valid HTML 3.2!

Volume 1, Number 1, December, 1992
Volume 2, Number 1--2, December, 1993
Volume 3, Number 1, June, 1994
Volume 3, Number 2, December, 1994
Volume 4, Number 1, June, 1995
Volume 4, Number 2, December, 1995
Volume 5, Number 1, June, 1996
Volume 5, Number 2, December, 1996
Volume 6, Number 1, June, 1997
Volume 6, Number 2, December, 1997
Volume 7, Number 1, June, 1998
Volume 7, Number 2, December, 1998
Volume 8, Number 1, June, 1999
Volume 8, Number 2, December, 1999
Volume 9, Number 1, June, 2000
Volume 9, Number 2, December, 2000
Volume 10, Number 1, June, 2001
Volume 10, Number 2, December, 2001
Volume 11, Number 1, June, 2002
Volume 11, Number 2, December, 2002
Volume 12, Number 1, June, 2003
Volume 12, Number 2, December, 2003
Volume 13, Number 1, June, 2004
Volume 13, Number 2, December, 2004
Volume 14, Number 1, June, 2005
Volume 14, Number 2, December, 2005
Volume 15, Number 1, June, 2006
Volume 15, Number 2, September, 2006
Volume 16, Number 1, May, 2007
Volume 16, Number 2, August, 2007
Volume 16, Number 3, December, 2007
Volume 17, Number 1, May, 2008
Volume 17, Number 2, August, 2008
Volume 17, Number 3, November, 2008
Volume 18, Number 1, May, 2009
Volume 18, Number 2, August, 2009
Volume 18, Number 3, November, 2009
Volume 19, Number 1, May, 2010
Volume 19, Number 2, August, 2010
Volume 19, Number 3, November, 2010
Volume 20, Number 1, May, 2011
Volume 20, Number 2, August, 2011
Volume 20, Number 3, November, 2011
Volume 21, Number 1, March, 2012
Volume 21, Number 2, June, 2012
Volume 21, Number 3, September, 2012
Volume 21, Number 4, December, 2012
Volume 22, Number 1, March, 2013
Volume 22, Number 2, June, 2013
Volume 22, Number 3, September, 2013
Volume 22, Number 4, November, 2013
Volume 23, Number 1, March, 2014
Volume 23, Number 2, June, 2014
Volume 23, Number 3, September, 2014
Volume 23, Number 4, December, 2014
Volume 24, Number 1, March, 2015
Volume 24, Number 2, June, 2015
Volume 24, Number 3, September, 2015
Volume 24, Number 4, December, 2015
Volume 25, Number 1, March, 2016
Volume 25, Number 2, June, 2016
Volume 25, Number 3, September, 2016
Volume 25, Number 4, December, 2016
Volume 26, Number 1, March, 2017
Volume 26, Number 2, June, 2017
Volume 26, Number 3, September, 2017
Volume 26, Number 4, December, 2017
Volume 27, Number 1, March, 2018
Volume 27, Number 2, June, 2018
Volume 27, Number 3, September, 2018
Volume 27, Number 4, December, 2018
Volume 28, Number 1, March, 2019
Volume 28, Number 2, June, 2019
Volume 28, Number 3, September, 2019
Volume 28, Number 4, December, 2019
Volume 29, Number 1, March, 2020
Volume 29, Number 2, June, 2020
Volume 29, Number 3, September, 2020
Volume 29, Number 4, December, 2020
Volume 30, Number 1, March, 2021
Volume 30, Number 2, June, 2021
Volume 30, Number 3, September, 2021
Volume 30, Number 4, December, 2021
Volume 31, Number 1, March, 2022
Volume 31, Number 2, June, 2022
Volume 31, Number 3, September, 2022
Volume 31, Number 4, December, 2022
Volume 32, Number 1, March, 2023
Volume 32, Number 2, June, 2023
Volume 32, Number 3, September, 2023
Volume 32, Number 4, December, 2023
Volume 33, Number 1, March, 2024
Volume 33, Number 2, June, 2024


TEST
Volume 1, Number 1, December, 1992

             D. A. Stephens and   
                 A. F. M. Smith   Sampling-resampling techniques for the
                                  computation of posterior densities in
                                  normal means problems  . . . . . . . . . 1--18
           Housila P. Singh and   
                  R. S. Biradar   Almost unbiased ratio-cum-product
                                  estimators for the finite population
                                  mean . . . . . . . . . . . . . . . . . . 19--29
      Julián de la Horra   Using the prior mean of a nuisance
                                  parameter  . . . . . . . . . . . . . . . 31--38
                   B. Sanso and   
                 L. R. Pericchi   Near ignorance classes of log-concave
                                  priors for the location model  . . . . . 39--46
          E. K. Al-Hussaini and   
          M. A. M. A. Mousa and   
                   Z. F. Jaheen   Estimation under the Burr type XII
                                  failure model based on censored data: a
                                  comparative study  . . . . . . . . . . . 47--60
                     Raul Rueda   A Bayesian alternative to parametric
                                  hypothesis testing . . . . . . . . . . . 61--67
               David Rios-Insua   Foundations for a robust theory of
                                  decision making: the simple case . . . . 69--78
        Mariano Ruiz Espejo and   
           Mercedes Ruiz Espejo   Equilibrated strategy for population
                                  variance estimation  . . . . . . . . . . 79--91
               Arup Ganguly and   
         Nand Kishore Singh and   
            Haren Choudhuri and   
          Samir K. Bhattacharya   Bayesian estimation of the Gini index
                                  for the PID  . . . . . . . . . . . . . . 93--104
             Ann F. S. Mitchell   Estimative and predictive distances  . . 105--121
 A. Quintela del Río and   
   J. M. Vilar Fernández   A local cross-validation algorithm for
                                  dependent data . . . . . . . . . . . . . 123--153


TEST
Volume 2, Number 1--2, December, 1993

           Joseph B. Kadane and   
        Javier Girón and   
         Daniel Peña and   
             Peter Fishburn and   
               Simon French and   
              D. V. Lindley and   
        Giovanni Parmigiani and   
              Robert L. Winkler   Several Bayesians: a review  . . . . . . 1--32
             R. Dennis Cook and   
                Nate Wetzel and   
José D. Bermúdez and   
             J. De La Horra and   
            Frank Critchley and   
             Michael Lavine and   
                Ker-Chau Li and   
            R. E. McCulloch and   
            Sally C. Morton and   
                    X. Shen and   
           Sanford Weisberg and   
                       S. Zacks   Exploring regression structure with
                                  graphics . . . . . . . . . . . . . . . . 33--100
        Elías Moreno and   
Luís Raúl Pericchi   Prior assessments for bands of
                                  probability measures: Empirical Bayes
                                  analysis . . . . . . . . . . . . . . . . 101--110
                  D. G. Nel and   
            P. C. N. Groenewald   A Bayesian approach to the multivariate
                                  Behrens--Fisher problem under the
                                  assumption of proportional covariance
                                  matrices . . . . . . . . . . . . . . . . 111--124
        Christian P. Robert and   
              Caroline Soubiran   Estimation of a normal mixture model
                                  through Gibbs sampling and Prior
                                  Feedback . . . . . . . . . . . . . . . . 125--146
          Dennis V. Lindley and   
                  John J. Deely   Optimal allocation in stratified
                                  sampling with partial information  . . . 147--160
W. González-Manteiga and   
                         R. Cao   Testing the hypothesis of a general
                                  linear model using nonparametric
                                  regression estimation  . . . . . . . . . 161--188
                     V. G. Vovk   Forecasting point and continuous
                                  processes: Prequential analysis  . . . . 189--217


TEST
Volume 3, Number 1, June, 1994

            James O. Berger and   
        Elías Moreno and   
         Luis Raul Pericchi and   
    M. Jesús Bayarri and   
    José M. Bernardo and   
               Juan A. Cano and   
  Julián De la Horra and   
      Jacinto Martín and   
David Ríos-Insúa and   
              Bruno Betr\`o and   
                A. Dasgupta and   
             Paul Gustafson and   
            Larry Wasserman and   
           Joseph B. Kadane and   
             Cid Srinivasan and   
             Michael Lavine and   
            Anthony O'Hagan and   
           Wolfgang Polasek and   
        Christian P. Robert and   
        Constantinos Goutis and   
           Fabrizio Ruggeri and   
        Gabriella Salinetti and   
               Siva Sivaganesan   An overview of robust Bayesian analysis  5--124
        Constance van Eeden and   
                 James V. Zidek   Group-Bayes estimation of the
                                  exponential mean: a preposterior
                                  analysis . . . . . . . . . . . . . . . . 125--143
                 M. Casalis and   
                       G. Letac   Characterization of the Jorgensen set in
                                  generalized linear models  . . . . . . . 145--162
        Christian P. Robert and   
                 George Casella   Distance weighted losses for testing and
                                  confidence set evaluation  . . . . . . . 163--182
Alfonso García-Pérez   Bayesian robustness of the empirical
                                  distribution . . . . . . . . . . . . . . 183--194

TEST
Volume 3, Number 2, December, 1994

              Henry P. Wynn and   
     Anatoly A. Zhigljavsky and   
                      Juan Romo   The theory of search from a statistical
                                  viewpoint  . . . . . . . . . . . . . . . 1--45
                      Juan Romo   The central limit theorem for empirical
                                  processes on V-C classes: A majorizing
                                  measure approach . . . . . . . . . . . . 47--72
              Cinzia Carota and   
               Fabrizio Ruggeri   Robust Bayesian analysis given priors on
                                  partition sets . . . . . . . . . . . . . 73--86
              Irwin Guttman and   
             Ulrich Menzefricke   Prediction based on response surface
                                  data obtained with random blocking . . . 87--99
María-Eglée Pérez   An automatic and proper Bayesian
                                  estimation analysis of 2$ \times $2
                                  contingency tables with one and two
                                  fixed margins  . . . . . . . . . . . . . 101--112
                   Carlos Bouza   The use of auxiliary information for
                                  solving non-response problems  . . . . . 113--122
  Célestin C. Kokonendji   Exponential families with variance
                                  functions in $ \sqrt {\Delta P} (\sqrt
                                  \Delta) $: Seshadri's class: Seshadri's
                                  class  . . . . . . . . . . . . . . . . . 123--172
                 Manuel Mendoza   Asymptotic normality under
                                  transformations. A result with Bayesian
                                  applications . . . . . . . . . . . . . . 173--180
             Telba Z. Irony and   
           Carlos A. B. Pereira   Motivation for the use of discrete
                                  distributions in quality assurance . . . 181--193
                  Max B. Mendel   Operational parameters in Bayesian
                                  models . . . . . . . . . . . . . . . . . 195--206
      Samir K. Bhattacharya and   
                  Nand K. Singh   Bayesian prediction for business
                                  mortality analysis . . . . . . . . . . . 207--220
       R. B. Arellano-Valle and   
               H. Bolfarine and   
                 P. L. Iglesias   A predictivistic interpretation of the
                                  multivariate $t$ distribution  . . . . . 221--236
              Josemar Rodrigues   Bayesian estimation of a normal mean
                                  parameter using the Linex loss function
                                  and robustness considerations  . . . . . 237--246
        Constance van Eeden and   
                 James V. Zidek   Corrections to ``Group-Bayes estimation
                                  of the exponential mean: a preposterior
                                  analysis'' . . . . . . . . . . . . . . . 247--247


TEST
Volume 4, Number 1, June, 1995

                          K. Ye   Selection of the reference priors for a
                                  balanced random effects model  . . . . . 1--17
               L. Wasserman and   
                      B. Clarke   Information tradeoff . . . . . . . . . . 19--38
            M. Mushfiqur Rashid   Robust analysis of two-way models with
                                  repeated measures on both factors  . . . 39--62
               A. Van Der Linde   Splines from a Bayesian point of view    63--81
                        Y. Yang   Invariance of the reference prior under
                                  reparametrization  . . . . . . . . . . . 83--94
                G. S. Datta and   
                    J. K. Ghosh   Noninformative priors for maximal
                                  invariant parameter in group models  . . 95--114
                        G. Bian   Robust Bayesian estimators in a one-way
                                  ANOVA model  . . . . . . . . . . . . . . 115--135
                    J. A. Vilar   Kernel estimation of the regression
                                  function with random sampling times  . . 137--178
                   Wai-Sum Chan   Understanding the effect of time series
                                  outliers on sample autocorrelations  . . 179--186
                     L. Wei and   
                    G. Trenkler   Mean square error matrix superiority of
                                  Empirical Bayes Estimators under
                                  misspecification . . . . . . . . . . . . 187--205

TEST
Volume 4, Number 2, December, 1995

                  D. R. Cox and   
              M. J. Bayarri and   
              M. J. Bayarri and   
              C. M. Cuadras and   
    José M. Bernadro and   
         F. J. Girón and   
                  E. Moreno and   
                 N. Keiding and   
              D. V. Lindley and   
             L. R. Pericchi and   
               L. Piccinato and   
                    N. Reid and   
                     N. Wermuth   The relation between theory and
                                  application in statistics  . . . . . . . 207--261
                A. P. Dawid and   
              M. H. DeGroot and   
                 J. Mortera and   
                   R. Cooke and   
                  S. French and   
                  C. Genest and   
            M. J. Schervish and   
              D. V. Lindley and   
             K. J. McConway and   
                  R. L. Winkler   Coherent combination of experts'
                                  opinions . . . . . . . . . . . . . . . . 263--313
                D. S. Tracy and   
                   S. S. Osahan   A partial randomized response strategy   315--321
                    M. Dube and   
                       V. Singh   Predictive efficiency of improved
                                  estimators in restricted regression
                                  models . . . . . . . . . . . . . . . . . 323--331
                   M. Ghosh and   
               B. P. Carlin and   
               M. S. Srivastava   Probability matching priors for linear
                                  calibration  . . . . . . . . . . . . . . 333--357
             V. M. Guerrero and   
             J. Martínez   A recursive ARIMA-based procedure for
                                  disaggregating a time series variable
                                  using concurrent data  . . . . . . . . . 359--376


TEST
Volume 5, Number 1, June, 1996

              R. L. Winkler and   
        Javier Muñoz and   
     José L. Cervera and   
    José M. Bernardo and   
         Gail Blattenberger and   
           Joseph B. Kadane and   
          Dennis V. Lindley and   
            Allan H. Murphy and   
           Robert M. Oliver and   
        David Ríos-Insua   Scoring rules and the evaluation of
                                  probabilities  . . . . . . . . . . . . . 1--60
 P. García-Soidán   Asymptotic expansions for statistics
                                  computed from spatial data . . . . . . . 61--76
                    D. Pommeret   Orthogonal polynomials and natural
                                  exponential families . . . . . . . . . . 77--111
                G. Trenkler and   
                         L. Wei   The Bayes estimator in a misspecified
                                  linear regression model  . . . . . . . . 113--123
                 R. Fraiman and   
      G. Pérez-Iribarren   Nonparametric conservative bands for the
                                  trend of Gaussian AR(p) models . . . . . 125--144
                   M. Ghosh and   
                     M-Ch. Yang   Noninformative priors for the two sample
                                  normal problem . . . . . . . . . . . . . 145--157
                    H. Schmidli   Bayesian analysis of reduced rank
                                  regression . . . . . . . . . . . . . . . 159--186
        E. Gonçalves and   
                   P. Jacob and   
                N. Mendes Lopes   A new test for ARMA models with errors
                                  following a general white noise process  187--202
                  G. D'Epifanio   Notes on a recursive procedure for point
                                  estimation . . . . . . . . . . . . . . . 203--225
               D. T. Larose and   
                      D. K. Dey   Weighted distributions viewed in the
                                  context of model selection: A Bayesian
                                  perspective  . . . . . . . . . . . . . . 227--246
                     L. Wei and   
                    G. Trenkler   Corrections to ``Mean square error
                                  matrix superiority of empirical Bayes
                                  estimators under misspecification  . . . 247--248

TEST
Volume 5, Number 2, December, 1996

             George Casella and   
      Juan Ferrándiz and   
         Daniel Peña and   
           David Rios Insua and   
    José M. Bernardo and   
P. A. García-López and   
         A. González and   
                  J. Berger and   
                A. P. Dawid and   
         Thomas J. Diciccio and   
            Martin T. Wells and   
             Paul Gustafson and   
            Larry Wasserman and   
           Edward I. George and   
                 Jun S. Liu and   
                          et al   Statistical inference and Monte Carlo
                                  algorithms . . . . . . . . . . . . . . . 249--344
                    M. C. Jones   On close relations of local likelihood
                                  density estimation . . . . . . . . . . . 345--356
        A. J. Van der Merwe and   
               J. L. Du Plessis   A Bayesian approach to selection and
                                  ranking procedures: the unequal variance
                                  case . . . . . . . . . . . . . . . . . . 357--377
   É. Youndjé and   
                   P. Sarda and   
                        P. Vieu   Optimal smooth hazard estimates  . . . . 379--394
         M. Perone-Pacifico and   
               G. Salinetti and   
                    L. Tardella   Bayesian robustness on constrained
                                  density band classes . . . . . . . . . . 395--409
        Christian P. Robert and   
                 Nathalie Caron   Noninformative Bayesian testing and
                                  neutral Bayes factors  . . . . . . . . . 411--437


TEST
Volume 6, Number 1, June, 1997

E. Gutiérrez-Peña and   
             A. F. M. Smith and   
    José M. Bernardo and   
             Guido Consonni and   
             Piero Veronese and   
               E. I. George and   
         F. J. Girón and   
      M. L. Martínez and   
                   G. Letac and   
                 Carl N. Morris   Exponential and Bayesian conjugate
                                  families: Review and extensions  . . . . 1--90
                       J. Andel   On least-squares and na\"\ive
                                  extrapolations in a non-linear AR(1)
                                  process  . . . . . . . . . . . . . . . . 91--100
                     A. O'Hagan   Properties of intrinsic and fractional
                                  Bayes factors  . . . . . . . . . . . . . 101--118
                B. Sansó   Simple approximations for location and
                                  ANOVA models with non-conjugate priors   119--126
                   C. Rueda and   
                B. Salvador and   
         M. A. Fernández   A good property of the maximum
                                  likelihood estimator in a restricted
                                  normal model . . . . . . . . . . . . . . 127--135
                     Gorui Bian   Bayesian inference in location-scale
                                  distributions with independent bivariate
                                  priors . . . . . . . . . . . . . . . . . 137--157
                      S. Ghosal   Reference priors in multiparameter
                                  nonregular cases . . . . . . . . . . . . 159--186
                    A. Basu and   
                      S. Sarkar   Robust estimation in the errors
                                  variables model via weighted likelihood
                                  estimating equations . . . . . . . . . . 187--203
              S. T. B. Choy and   
                 A. F. M. Smith   Hierarchical models with scale mixtures
                                  of normal distributions  . . . . . . . . 205--221

TEST
Volume 6, Number 2, December, 1997

                Duc Devroye and   
                J. Beirlant and   
                     R. Cao and   
                 R. Fraiman and   
                    P. Hall and   
                M. C. Jones and   
        Gábor Lugosi and   
                  E. Mammen and   
               J. S. Marron and   
  C. Sánchez-Sellero and   
           J. de Uña and   
                   F. Udina and   
                     L. Devroye   Universal smoothing factor selection in
                                  density estimation: theory and practice  223--320
              Ming-Hui Chen and   
                    Qi-Man Shao   Performance study of marginal posterior
                                  density estimation via Kullback--Leibler
                                  divergence . . . . . . . . . . . . . . . 321--350
                  H. M. Barakat   On the continuation of the limit
                                  distributions of the extreme and central
                                  terms of a sample  . . . . . . . . . . . 351--368
               B. D. Bunday and   
      S. M. Husnain Bokhari and   
                     K. H. Khan   A new algorithm for the normal
                                  distribution function  . . . . . . . . . 369--377
                   T. Cipra and   
                      R. Romera   Kalman filter with outliers and missing
                                  observations . . . . . . . . . . . . . . 379--395
                  I. Llatas and   
               A. J. Quiroz and   
             J. M. Renóm   A fast permutation-based algorithm for
                                  block clustering . . . . . . . . . . . . 397--418
           A. K. Srivastava and   
                        Shalabh   Asymptotic efficiency properties of
                                  least squares in an ultrastructural
                                  model  . . . . . . . . . . . . . . . . . 419--431
               Dirk Bültel   Correction to ``Foundations for a Robust
                                  Theory of Decision Making: the Simple
                                  Case'' by David Ríos--Insua . . . . . . . 433--435


TEST
Volume 7, Number 1, June, 1998

      Nozer D. Singpurwalla and   
                     G. Box and   
                  D. R. Cox and   
                  D. K. Dey and   
                   A. Fries and   
                J. K. Ghosh and   
M. A. Gómez-Villegas and   
                T. Z. Irony and   
                W. Kliemann and   
                    S. Kotz and   
              D. V. Lindley and   
              M. F. McGrath and   
             D. Peña and   
             N. D. Singpurwalla   The stochastic control of process
                                  capability indices . . . . . . . . . . . 1--74
               Holger R. Scholl   Shannon optimal priors on independent
                                  identically distributed statistical
                                  experiments converge weakly to Jeffreys'
                                  prior  . . . . . . . . . . . . . . . . . 75--94
    Angelo Efoévi Koudou   Lancaster bivariate probability
                                  distributions with Poisson, negative
                                  binomial and gamma margins . . . . . . . 95--110
              Paolo Giudici and   
                 Maura Mezzetti   Nonparametric estimation of survival
                                  functions by means of partial
                                  exchangeability structures . . . . . . . 111--132
              Cinzia Carota and   
            Giovanni Parmigiani   A Dirichlet process elaboration
                                  diagnostic for binomial goodness of fit  133--145
              Anne Philippe and   
            Christian P. Robert   A note on the confidence properties of
                                  reference priors for the calibration
                                  model  . . . . . . . . . . . . . . . . . 147--160
                   M. T. Rabena   Deriving Reference Decisions . . . . . . 161--177
    Carmen Fernández and   
               Mark F. J. Steel   Reference priors for non-Normal
                                  two-sample problems  . . . . . . . . . . 179--205
Miguel A. Gómez-Villegas and   
                      Luis Sanz   Reconciling Bayesian and frequentist
                                  evidence in the point null testing
                                  problem  . . . . . . . . . . . . . . . . 207--216

TEST
Volume 7, Number 2, December, 1998

            Kanti V. Mardia and   
              Colin Goodall and   
           Edwin J. Redfern and   
            Francisco J. Alonso   The Kriged Kalman filter . . . . . . . . 217--282
      José M. Angulo and   
                 N. Cressie and   
                C. K. Wikle and   
P. García Soidán and   
           M. Febrero Bande and   
              C. A. Glasbey and   
               John T. Kent and   
            Ana F. Militino and   
               Michael L. Stein   Discussion . . . . . . . . . . . . . . . 283--285
                 M. Y. Wong and   
                      D. R. Cox   A note on the robust interpretation of
                                  regression coefficients  . . . . . . . . 287--294
             Dragan Radulovi\'c   On the subsample bootstrap variance
                                  estimation . . . . . . . . . . . . . . . 295--306
          Pilar L. Iglesias and   
       Carlos A. B. Pereira and   
               Nelson I. Tanaka   Characterizations of multivariate
                                  spherical distributions in $ l_\infty
                                  $-norm . . . . . . . . . . . . . . . . . 307--324
               Dipak K. Dey and   
            Alan E. Gelfand and   
              Tim B. Swartz and   
            Pantelis K. Vlachos   A simulation-intensive approach for
                                  checking hierarchical models . . . . . . 325--346
               Isabel Ortiz and   
       Carmelo Rodríguez   Optimal designs with respect to
                                  Elfving's partial minimax criterion for
                                  heteroscedastic polynomial regression    347--360
                Kazuhiro Ohtani   An MSE comparison of the restricted
                                  Stein-rule and minimum mean squared
                                  error estimators in regression . . . . . 361--376
            Barry C. Arnold and   
                  D. V. Gokhale   Distributions most nearly compatible
                                  with given families of conditional
                                  distributions  . . . . . . . . . . . . . 377--390
                Dhafer Malouche   Natural exponential families associated
                                  to Pick functions  . . . . . . . . . . . 391--412
                M. C. Jones and   
                    S. K. Vines   Choosing the smoothing parameter for
                                  unordered multinomial data . . . . . . . 413--426
     F. Javier Girón and   
            Elías Moreno   A note on an assertion by E.
                                  Gutiérrez--Peña and A. F. M. Smith
                                  (\booktitleTest, 1997, p. 87)  . . . . . 427--429


TEST
Volume 8, Number 1, June, 1999

               N. Locantore and   
               J. S. Marron and   
              D. G. Simpson and   
                 N. Tripoli and   
                J. T. Zhang and   
                K. L. Cohen and   
            Graciela Boente and   
            Ricardo Fraiman and   
           Babette Brumback and   
           Christophe Croux and   
               Jianqing Fan and   
                Alois Kneip and   
             John I. Marden and   
         Daniel Peña and   
              Javier Prieto and   
                          et al   Robust principal component analysis for
                                  functional data  . . . . . . . . . . . . 1--73
             Ulrich Menzefricke   Bayesian prediction in growth-curve
                                  models with correlated errors  . . . . . 75--93
                    Ricardo Cao   An overview of bootstrap methods for
                                  estimating and predicting in time series 95--116
  Julián De La Horra and   
María Teresa Rodríguez-Bernal   The posterior predictive $p$-value for
                                  the problem of goodness of fit . . . . . 117--128
         Christophe Abraham and   
           Jean-Pierre Daur\`es   Analytic approximation of the interval
                                  of Bayes actions derived from a class of
                                  loss functions . . . . . . . . . . . . . 129--145
         Petros Hadjicostas and   
                 Scott M. Berry   Improper and proper posteriors with
                                  improper priors in a Poisson-gamma
                                  hierarchical model . . . . . . . . . . . 147--166
                    Zhelin Yang   Estimating a transformation and its
                                  effect on Box--Cox $T$-ratio . . . . . . 167--190
                Helena Ferreira   Limit distributions for point processes
                                  of exceedances of random levels  . . . . 191--200
Vicente Núñez-Antón and   
Juan M. Rodríguez-Póo and   
                  Philippe Vieu   Longitudinal data with nonstationary
                                  errors: a nonparametric three-stage
                                  approach . . . . . . . . . . . . . . . . 201--231
            Ana M. Aguilera and   
  Francisco A. Ocaña and   
          Mariano J. Valderrama   Forecasting with unequally spaced data
                                  by a functional principal component
                                  approach . . . . . . . . . . . . . . . . 233--253

TEST
Volume 8, Number 2, December, 1999

            Ricardo Fraiman and   
               Jean Meloche and   
Luis A. García-Escudero and   
          Alfonso Gordaliza and   
                  Xuming He and   
            Ricardo Maronna and   
     Víctor J. Yohai and   
          Simon J. Sheather and   
           Joseph W. McKean and   
       Christopher G. Small and   
                Andrew Wood and   
                 R. Fraiman and   
                   Jean Meloche   Multivariate L-estimation  . . . . . . . 255--317
    Cesáreo Villegas and   
      Camilo J. Martínez   On the concepts of admissibility and
                                  coherence  . . . . . . . . . . . . . . . 319--338
               Jacek Osiewalski   Bayesian analysis of nonlinear
                                  regression with equicorrelated
                                  elliptical errors  . . . . . . . . . . . 339--344
     Jesús A. Miguel and   
                    Pilar Olave   Bootstrapping forecast intervals in ARCH
                                  models . . . . . . . . . . . . . . . . . 345--364
                 Javier Hidalgo   Nonparametric tests for model selection
                                  with time series data  . . . . . . . . . 365--398
             Arjun K. Gupta and   
               Jacek Wesolowski   Discrete uniform mixtures via posterior
                                  means  . . . . . . . . . . . . . . . . . 399--409
                 Madhulika Dube   Mixed regression estimator under
                                  inclusion of some superfluous variables  411--417
            Stefan Sperlich and   
           Oliver B. Linton and   
           Wolfgang Härdle   Integration and backfitting methods in
                                  additive models-finite sample properties
                                  and comparison . . . . . . . . . . . . . 419--458
  Víctor M. Guerrero and   
                 Fabio H. Nieto   Temporal and contemporaneous
                                  disaggregation of multiple economic time
                                  series . . . . . . . . . . . . . . . . . 459--489


TEST
Volume 9, Number 1, June, 2000

        Eustasio del Barrio and   
    Juan A. Cuesta-Albertos and   
       Carlos Matrán and   
Sándor Csörgö and   
          Carles M. Cuadras and   
             Tertius de Wet and   
        Evarist Giné and   
           Richard Lockhart and   
                  Axel Munk and   
                 Winfried Stute   Contributions of empirical and quantile
                                  processes to the asymptotic theory of
                                  goodness-of-fit tests  . . . . . . . . . 1--96
           Noel Veraverbeke and   
   Carmen Cadarso-Suárez   Estimation of the conditional
                                  distribution in a conditional
                                  Koziol--Green model  . . . . . . . . . . 97--122
                   Zhenlin Yang   A new statistic for regression
                                  transformation . . . . . . . . . . . . . 123--131
             Patrizia Berti and   
          Lorenzo Fattorini and   
                    Pietro Rigo   Eliminating nuisance parameters: two
                                  characterizations  . . . . . . . . . . . 133--148
             Manuel Mendoza and   
Eduardo Gutiérrez-Peña   Bayesian conjugate analysis of the
                                  Galton--Watson process . . . . . . . . . 149--171
            Domingo Morales and   
                  Leandro Pardo   New smooth test statistics of
                                  goodness-of-fit for categorized
                                  composite null hypotheses  . . . . . . . 173--190
              Daniel R. Eno and   
                      Keying Ye   Bayesian reference prior analysis for
                                  polynomial calibration models  . . . . . 191--208
Juan M. Vilar-Fernández and   
José A. Vilar-Fernández   Recursive local polynomial regression
                                  under dependence conditions  . . . . . . 209--232
               Carmen Anido and   
   Teófilo Valdés   An iterative estimating procedure for
                                  probit-type nonresponse models in
                                  surveys with call backs  . . . . . . . . 233--253
                Juan A. Gil and   
         Daniel Peña and   
         Julio Rodríguez   Statistical research in Europe:
                                  1985-1997  . . . . . . . . . . . . . . . 255--281

TEST
Volume 9, Number 2, December, 2000

Gérard Kerkyacharian and   
           Dominique Picard and   
        Lucien Birgé and   
                 Peter Hall and   
                Oleg Lepski and   
                Enno Mammen and   
         Alexandre Tsybakov and   
           G. Kerkyacharian and   
                      D. Picard   Thresholding algorithms, maxisets and
                                  well-concentrated bases  . . . . . . . . 283--344
M. Mercedes Suárez-Rancel and   
Miguel A. González-Sierra   Local and deletion diagnostic  . . . . . 345--352
Rafael Pérez-Ocón and   
        J. Eloy Ruiz-Castro and   
M. Luz Gámiz-Pérez   Markov models with lognormal transition
                                  rates in the analysis of survival times  353--370
             Alex Karagrigoriou   Asymptotically efficient order selection
                                  in nonstationary AR processes  . . . . . 371--391
               Carmen Anido and   
Teófilo Valdés and   
                  Carlos Rivero   Modal iterative estimation in linear
                                  models with unimodal errors and
                                  non-grouped and grouped data collected
                                  from different sources . . . . . . . . . 393--416
        Stefanie Biedermann and   
                   Holger Dette   Testing linearity of regression models
                                  with dependent errors by kernel based
                                  methods  . . . . . . . . . . . . . . . . 417--438
         M. Graça Temido   Mixture results for extremal behaviour
                                  of strongly dependent nonstationary
                                  Gaussian sequences . . . . . . . . . . . 439--453
       José A. Moler and   
               Fernando Plo and   
              Miguel San Miguel   Minimal quasi-stationary distributions
                                  under null $R$-recurrence  . . . . . . . 455--470
            Mohamed Mahmoud and   
           Nahed A. Mokhlis and   
            Sahar A. N. Ibrahim   Assessing the error in bootstrap
                                  estimates with dependent data  . . . . . 471--486
     Efstathios Paparoditis and   
            Dimitris N. Politis   Large-sample inference in the general
                                  AR(1) model  . . . . . . . . . . . . . . 487--509


TEST
Volume 10, Number 1, June, 2001

          Dale L. Zimmerman and   
Vicente Núñez-Antón and   
        Timothy G. Gregoire and   
       Oliver Schabenberger and   
            Jeffrey D. Hart and   
         Michael G. Kenward and   
          Geert Molenberghs and   
              Geert Verbeke and   
          Mohsen Pourahmadi and   
              Philippe Vieu and   
          Dela L. Zimmerman and   
Vicente Núñez-Antón and   
        Timothy G. Gregoire and   
       Oliver Schabenberger and   
            Jeffrey D. Hart and   
                          et al   Parametric modelling of growth curve
                                  data: an overview  . . . . . . . . . . . 1--73
  Julián de la Horra and   
     M. Teresa Rodriguez-Bernal   Posterior predictive $p$-values: what
                                  they are and what they are not . . . . . 75--86
        Alessandro Manzotti and   
               Adolfo J. Quiroz   Spherical harmonics in quadratic forms
                                  for testing multivariate normality . . . 87--104
           B. L. S. Prakasa Rao   Cramer-Rao type integral inequalities
                                  for general loss functions . . . . . . . 105--120
Fernando López-Blázquez and   
                Jack Wesolowski   Discrete distributions for which the
                                  regression of the first record on the
                                  second is linear . . . . . . . . . . . . 121--131
José A. Díaz-García and   
Ramón Gutiérrez-Jaimez   The expected value of zonal polynomials  133--145
             Claudio G. Borroni   Some notes about nonparametric tests for
                                  the equality of two populations  . . . . 147--159
Juan M. Rodríguez-Poo and   
                  Oliver Linton   Nonparametric factor analysis of
                                  residual time series . . . . . . . . . . 161--182
      M. Ángeles Gil and   
M. Teresa López-García and   
 M. Asunción Lubiano and   
              Manuel Montenegro   Regression and correlation analyses of a
                                  linear relation between random intervals 183--201
          M. Isabel Fraga Alves   Weiss-Hill estimator . . . . . . . . . . 203--224

TEST
Volume 10, Number 2, December, 2001

                  Tsai-Hung Fan   Noninformative Bayesian estimation for
                                  the optimum in a single factor quadratic
                                  response model . . . . . . . . . . . . . 225--240
  Raúl Jiménz and   
                  Yongzhao Shao   On robustness and efficiency of minimum
                                  divergence estimators  . . . . . . . . . 241--248
            Domingo Morales and   
                  Leandro Pardo   Some approximations to power functions
                                  of $ \varphi $-divergence tests in
                                  parametric models  . . . . . . . . . . . 249--269
             Gilles R. Ducharme   Goodness-of-fit tests for the inverse
                                  Gaussian and related distributions . . . 271--290
          M. Regina Madruga and   
            Luis G. Esteves and   
                Sergio Wechsler   On the Bayesianity of pereira-stern
                                  tests  . . . . . . . . . . . . . . . . . 291--299
                        Shalabh   Least squares estimators in measurement
                                  error models under the balanced loss
                                  function . . . . . . . . . . . . . . . . 301--308
José A. Cristóbal and   
   José T. Alcalá   An overview of nonparametric
                                  contributions to the problem of
                                  functional estimation from biased data   309--332
      Germán Aneiros and   
             Alejandro Quintela   Asymptotic properties in partial linear
                                  models under dependence  . . . . . . . . 333--355
Ramón Gutiérrez and   
       Patrica Román and   
               Francisco Torres   Inference on some parametric functions
                                  in the univeriate lognormal diffusion
                                  process with exogenous factors . . . . . 357--373
              Getachew A. Dagne   Bayesian transformed models for small
                                  area estimation  . . . . . . . . . . . . 375--391
                 Winfried Stute   Residual analysis for $ {\rm ARCH}(p)
                                  $-time series  . . . . . . . . . . . . . 393--403
           Ricardo Vélez   A new approach to series of independent
                                  random variables . . . . . . . . . . . . 405--418
            Ricardo Fraiman and   
                 Graciela Muniz   Trimmed means for functional data  . . . 419--440
                 Reiko Aoki and   
           Hereno Bolfarine and   
                Julio M. Singer   Null intercept measurement error
                                  regression models  . . . . . . . . . . . 441--457


TEST
Volume 11, Number 1, June, 2002

            Barry C. Arnold and   
           Robert J. Beaver and   
                A. Azzalini and   
            N. Balakrishnan and   
                 A. Bhaumik and   
                  D. K. Dey and   
              C. M. Cuadras and   
              J. M. Sarabia and   
            Barry C. Arnold and   
               Robert J. Beaver   Skewed multivariate models related to
                                  hidden truncation and/or selective
                                  reporting  . . . . . . . . . . . . . . . 7--54
              Osnat Stramer and   
                     Yu-Jau Lin   On inference for threshold
                                  autoregressive models  . . . . . . . . . 55--71
           José A. Mayor   Optimal cluster selection probabilities
                                  to estimate the finite population
                                  distribution function under PPS cluster
                                  sampling . . . . . . . . . . . . . . . . 73--88
                      T. de Wet   Goodness-of-fit tests for location and
                                  scale families based on a weighted $ L_2
                                  $--Wasserstein distance measure  . . . . 89--107
Jacobo de Uña-Álvarez   Product-limit estimation for
                                  length-biased censored data  . . . . . . 109--125
                  Yu-Ling Tseng   Optimal confidence sets for testing
                                  average bioequivalence . . . . . . . . . 127--141
               Miquel Calvo and   
           Angel Villarroya and   
                 Josep M. Oller   A biplot method for multivariate normal
                                  populations with unequal covariance
                                  matrices . . . . . . . . . . . . . . . . 143--165
               Robert T. Clemen   Incentive contrats and strictly proper
                                  scoring rules  . . . . . . . . . . . . . 167--189
               Jan Beirlant and   
             Alain Berlinet and   
         Gérard Biau and   
                     Igor Vajda   Divergence-type errors of smooth
                                  Barron-type density estimators . . . . . 191--217
 Sándor Csörgö   Weighted correlation tests for scale
                                  families . . . . . . . . . . . . . . . . 219--248

TEST
Volume 11, Number 2, December, 2002

              Mark E. Irwin and   
               Noel Cressie and   
             Gardar Johannesson   Spatial-temporal nonlinear filtering
                                  based on hierarchical statistical models 249--302
             Malini Iyengar and   
                   Dipak K. Dey   A semiparametric model for compositional
                                  data analysis in presence of covariates
                                  on the simplex . . . . . . . . . . . . . 303--315
Frédéric Ferraty and   
                  Aldo Goia and   
                  Philippe Vieu   Functional nonparametric model for time
                                  series: a fractal approach for dimension
                                  reduction  . . . . . . . . . . . . . . . 317--344
           Frederico Caeiro and   
                M. Ivette Gomes   A class of asymptotically unbiased
                                  semi-parametric estimators of the tail
                                  index  . . . . . . . . . . . . . . . . . 345--364
    Rosangela Helena Loschi and   
      Pilar Loreto Iglesias and   
   Rinaldo Boris Arellano-Valle   Conditioning on uncertain event:
                                  Extensions to Bayesian inference . . . . 365--383
       Raúl P. Mentz and   
      Carlos I. Martínez   Robust estimation in time series . . . . 385--404
               J. Montanero and   
                 A. Nogales and   
                J. A. Oyola and   
                P. Pérez   Exhaustivity, completeness and almost
                                  invariance . . . . . . . . . . . . . . . 405--411
           Cesareo Villegas and   
                 Tim Swartz and   
       Carmillo Martínez   On the probability of a model  . . . . . 413--438
Juan M. Vilar Fernández and   
Mario Francisco Fernández   Local polynomial regression smoothers
                                  with AR-error structure  . . . . . . . . 439--464
              Miguel A. Arcones   Moderate deviations for M-estimators . . 465--500


TEST
Volume 12, Number 1, June, 2003

               Youngchao Ge and   
            Sandrine Dudoit and   
               Terence P. Speed   Resampling-based multiple testing for
                                  microarray data analysis . . . . . . . . 1--77
       Essam K. Al-Hussaini and   
          Abd El-Baset A. Ahmad   On Bayesian interval prediction of
                                  future records . . . . . . . . . . . . . 79--99
           Shaul K. Bar-Lev and   
         Elizabeta Bobovich and   
                 Benzion Boukai   A common conjugate prior structure for
                                  several randomized response models . . . 101--113
              Irwin Guttman and   
             Ulrich Menzefricke   Posterior distributions for functions of
                                  variance components  . . . . . . . . . . 115--123
                 Mario Lefebvre   First-passage problems for degenerate
                                  two-dimensional diffusion processes  . . 125--139
              Kung-Jong Lui and   
          William G. Cumberland   Power and sample size calculation for 2$
                                  \times $2 tables under multinomial
                                  sampling with random loss  . . . . . . . 141--152
  Fernando Magalhães and   
               Iran R. Dunsmore   Predicting the number of accidents at a
                                  road junction  . . . . . . . . . . . . . 153--172
      Jacinto Martín and   
    David Ríos Insua and   
               Fabrizio Ruggeri   Joint sensitivity in Bayesian decision
                                  theory . . . . . . . . . . . . . . . . . 173--194
María José Presno and   
 Anna Jusés López   Testing for stationarity in series with
                                  a shift in the mean. A Fredholm approach 195--213
     Tomás Prieto Rumeau   Statistical inference for a finite
                                  optimal stopping problem with unknown
                                  transition probabilities . . . . . . . . 215--239
Luis J. Rodríguez-Muñiz and   
Miguel López-Díaz and   
          M. Ángeles Gil   Differentiating random upper
                                  semicontinuous functions under the
                                  integral sign  . . . . . . . . . . . . . 241--258
         P. de Zea Bermudez and   
           M. A. Amaral Turkman   Bayesian approach to parameter
                                  estimation of the generalized Pareto
                                  distribution . . . . . . . . . . . . . . 259--277

TEST
Volume 12, Number 2, December, 2003

                    Judea Pearl   Statistics and causal inference: a
                                  review . . . . . . . . . . . . . . . . . 281--345
           Eduardo Beamonte and   
 José D. Bermúdez   A Bayesian semiparametric analysis for
                                  additive Hazard models with censored
                                  observations . . . . . . . . . . . . . . 347--363
               M. Mar Fenoy and   
                 Pilar Ibarrola   Sufficiency in sequentially planned
                                  decision procedures  . . . . . . . . . . 365--384
Alfonso García-Pérez   Von Mises approximation of the critical
                                  value of a test  . . . . . . . . . . . . 385--411
              Zeinhum F. Jaheen   Bayesian prediction under a mixture of
                                  two-component Gompertz lifetime model    413--426
       Fermín Mallor and   
                  Javier Santos   Reliability of systems subject to shocks
                                  with a stochastic dependence for the
                                  damages  . . . . . . . . . . . . . . . . 427--444
            Ana F. Militino and   
         M. Blanca Palacios and   
              M. Dolores Ugarte   Robust trend parameters in a
                                  multivariate spatial linear model  . . . 445--457
        J. Rodríguez and   
                   A. Conde and   
          A. J. Sáez and   
                     M. J. Olmo   On discrete multivariate distributions
                                  symmetric in frequencies . . . . . . . . 459--480
           M. del Mar Rueda and   
              Antonio Arcos and   
     M. Dolores Martínez   Difference estimators of quantiles in
                                  finite populations . . . . . . . . . . . 481--496
         Trevor J. Sweeting and   
             Samer A. Kharroubi   Some new formulae for posterior
                                  expectations and Bartlett corrections    497--521


TEST
Volume 13, Number 1, June, 2004

                    M. C. Jones   Families of distributions arising from
                                  distributions of order statistics  . . . 1--43
       Isabel M. S. Pereira and   
      M. Antonia Amaral-Turkman   Bayesian prediction in threshold
                                  autoregressive models with exponential
                                  white noise  . . . . . . . . . . . . . . 45--64
              G. Aulogiaris and   
                    K. Zografos   A maximum entropy characterization of
                                  symmetric Kotz type and Burr
                                  multivariate distributions . . . . . . . 65--83
         Angelika van der Linde   On the association between a random
                                  parameter and an observable  . . . . . . 85--111
     M. João Martins and   
           M. Ivette Gopmes and   
               M. Manuela Neves   Averages of Hill estimators  . . . . . . 113--128
                Luc Devroye and   
            Gábor Lugosi   Bin width selection in multivariate
                                  histograms by the combinatorial method   129--145
             Dragan Radulovi\'c   Renewal type bootstrap for Markov chains 147--192
          Gian Luigi Albano and   
Frédéric Jouneau-Sion   Bayesian inference in repeated English
                                  auctions . . . . . . . . . . . . . . . . 193--211
              Vincent Rivoirard   Thresholding procedure with priors based
                                  on Pareto distributions  . . . . . . . . 213--246
            N. Balakrishnan and   
                   A. J. Quiroz   A procedure for outlier identification
                                  in data sets from continuous
                                  distributions  . . . . . . . . . . . . . 247--262

TEST
Volume 13, Number 2, December, 2004

            Alan E. Gelfand and   
       Alexandra M. Schmidt and   
           Sudipto Banerjee and   
                  C. F. Sirmans   Nonstationary multivariate process
                                  modeling through spatially varying
                                  coregionalization  . . . . . . . . . . . 263--312
            Parminder Singh and   
                     A. N. Gill   Some multiple comparisons using sample
                                  quasi ranges on censored data  . . . . . 313--334
           Christian Genest and   
         Bruno Rémillard   Test of independence and randomness
                                  based on the empirical copula process    335--369
              Luiz K. Hotta and   
     Pedro L. Valls Pereira and   
                      Rissa Ota   Effect of outliers on forecasting
                                  temporally aggregated flow variables . . 371--402
     Arturo J. Fernández   One- and two-sample prediction based on
                                  doubly censored exponential data and
                                  prior information  . . . . . . . . . . . 403--416
Rosaura Fernández-Pascual and   
María D. Ruiz-Medina and   
                 Jose M. Angulo   Wavelet-based functional reconstruction
                                  and extrapolation of fractional random
                                  fields . . . . . . . . . . . . . . . . . 417--444
          Juan Antonio Cano and   
            Mathieu Kessler and   
            Elías Moreno   On intrinsic priors for nonnested models 445--463
     Miguel González and   
    Rodrigo Martínez and   
         Inés del Puerto   Nonparametric estimation of the
                                  offspring distribution and the mean for
                                  a controlled branching process . . . . . 465--479
              Manuel Molina and   
                Manuel Mota and   
                  Alfonso Ramos   Limiting behaviour for superadditive
                                  bisexual Galton--Watson processes in
                                  varying environments . . . . . . . . . . 481--499
            Ramesh C. Gupta and   
             Rameshwar D. Gupta   Generalized skew normal model  . . . . . 501--524
      Gusztáv Morvai and   
                 Benjamin Weiss   Intermittent estimation of stationary
                                  time series  . . . . . . . . . . . . . . 525--542


TEST
Volume 14, Number 1, June, 2005

                    Ivy Liu and   
                   Alan Agresti   The analysis of ordered categorical
                                  data: an overview and a survey of recent
                                  developments . . . . . . . . . . . . . . 1--73
                  Djamal Louani   Uniform $ L_1 $-distance large
                                  deviations in nonparametric density
                                  estimation . . . . . . . . . . . . . . . 75--98
A. Martín Andrés and   
M. J. Sánchez Quevedo and   
  J. M. Tapia García and   
                  A. Silva-Mato   On the validity condition of the
                                  chi-squared test in 2$ \times $2 tables  99--128
            Aysen D. Akkaya and   
                   Moti L. Tiku   Robust estimation and hypothesis testing
                                  under short-tailedness and inliers . . . 129--150
         Tomás Hobza and   
              Isabel Molina and   
                     Igor Vajda   On convergence of Fisher informations in
                                  continuous models with quantized
                                  observations . . . . . . . . . . . . . . 151--179
            Elías Moreno   Objective Bayesian methods for one-sided
                                  testing  . . . . . . . . . . . . . . . . 181--198
     Miguel González and   
    Rodrigo Martínez and   
          Iné del Puerto   Estimation of the variance for a
                                  controlled branching process . . . . . . 199--213
     Tomás Prieto-Rumeau   Central limit theorem for the estimator
                                  of the value of an optimal stopping
                                  problem  . . . . . . . . . . . . . . . . 215--237
             Pilar Ibarrola and   
           Ricardo Vélez   Multi-armed Bandit processes with
                                  optimal selection of the operating times 239--255
                Ricardo Cao and   
               Paul Janssen and   
          Noël Veraverbeke   Relative hazard rate estimation for
                                  right censored and left truncated data   257--280
              Miguel A. Arcones   Convergence of the optimal $M$-estimator
                                  over a parametric family of
                                  $M$-estimators . . . . . . . . . . . . . 281--315

TEST
Volume 14, Number 2, December, 2005

        José M. Bernardo   Intrinsic credible regions: an objective
                                  Bayesian approach to interval estimation 317--384
              H. Toutenburg and   
                        Shalabh   Estimation of regression coefficients
                                  subject to exact linear restrictions
                                  when some observations are missing and
                                  quadratic error balanced loss function
                                  is used  . . . . . . . . . . . . . . . . 385--396
Antonia Castaño-Martínez and   
Fernando López-Blázquez   Distribution of a sum of weighted
                                  noncentral chi-square variables  . . . . 397--415
    Alejandra Cabaña and   
               Adolfo J. Quiroz   Using the empirical moment generating
                                  function in testing for the Weibull and
                                  the type I extreme value distributions   417--431
              A. P. Martins and   
                    H. Ferreira   The multivariate extremal index and the
                                  dependence structure of a multivariate
                                  extreme value distribution . . . . . . . 433--448
                Pierre Duchesne   On the asymptotic distribution of
                                  residual autocovariances in VARX models
                                  with applications  . . . . . . . . . . . 449--473
José A. Díaz-García and   
Ramón Gutiérrez-Jáimez   Functions of singular random matrices
                                  with applications  . . . . . . . . . . . 475--487
                      Ming Yuan   Semiparametric censorship model with
                                  covariates . . . . . . . . . . . . . . . 489--514
M. Dolores Jiménez-Gamero and   
   Juan Luis Moreno-Rebollo and   
Juan M. Muñoz-Pichardo and   
      Ana M. Muñoz-Reyes   Influence diagnostics in regression with
                                  complex designs through conditional bias 515--542
                  Bernhard Klar   Tests for exponentiality against the $M$
                                  and LM--Classes of life distributions    543--565
             Hyungtae Hwang and   
                Beongsoo So and   
                    Yongdai Kim   On limiting posterior distributions  . . 567--580


TEST
Volume 15, Number 1, June, 2006

               Jiming Jiang and   
                      P. Lahiri   Mixed model prediction and small area
                                  estimation . . . . . . . . . . . . . . . 1--96
         Heliton R. Tavares and   
              Dalton F. Andrade   Item response theory for longitudinal
                                  data: Item and population ability
                                  parameters estimation  . . . . . . . . . 97--123
                   C. Andy Tsao   A note on Lindley's paradox  . . . . . . 125--139
                  Jin Zhang and   
                      Keming Yu   The null distribution of the
                                  likelihood-ratio test for one or two
                                  outliers in a normal sample  . . . . . . 141--150
          Miguel A. Arcones and   
               Hengjian Cui and   
                      Yijun Zuo   Empirical depth processes  . . . . . . . 151--177
           Miguel A. Arranz and   
               Alvaro Escribano   Bootstrapping cointegration tests under
                                  structural co-breaks: A robust extended
                                  ECM test . . . . . . . . . . . . . . . . 179--208
             M. Ruiz Espejo and   
          M. Delgado Pineda and   
                    H. P. Singh   Postgrouped sampling method of
                                  estimation . . . . . . . . . . . . . . . 209--226
           Michael P. Wiper and   
                Simon P. Wilson   A Bayesian analysis of beta testing  . . 227--255
                     E. M. Nigm   Bootstrapping extremes of random
                                  variables under power normalization  . . 257--269

TEST
Volume 15, Number 2, September, 2006

            Peter J. Bickel and   
                      Bo Li and   
      Alexandre B. Tsybakov and   
        Sara A. van de Geer and   
                     Bin Yu and   
Teófilo Valdés and   
              Carlos Rivero and   
               Jianqing Fan and   
              Aad van der Vaart   Regularization in statistics . . . . . . 271--344
E. Gómez-Déniz and   
  F. J. Vázquez-Polo and   
             J. M. Pérez   A note on computing bonus-malus
                                  insurance premiums using a hierarchical
                                  Bayesian framework . . . . . . . . . . . 345--359
         Saralees Nadarajah and   
                    Samuel Kotz   A generalized Planck distribution  . . . 361--374
            M. Ivette Gomes and   
            Fernanda Figueiredo   Bias reduction in risk modelling:
                                  Semi-parametric quantile estimation  . . 375--396
         Rafael Rumí and   
    Antonio Salmerón and   
           Serafín Moral   Estimating mixtures of truncated
                                  exponentials in hybrid Bayesian networks 397--421
          Jean-Yves Dauxois and   
            Pierre Druilhet and   
                 Denys Pommeret   A Bayesian choice between Poisson,
                                  binomial and negative binomial models    423--432
         Volker Krätschmer   Integrals of random fuzzy sets . . . . . 433--469
              Jorge Navarro and   
        José M. Ruiz and   
             Carlos J. Sandoval   Reliability properties of systems with
                                  exchangeable components and exponential
                                  conditional distributions  . . . . . . . 471--484
                Subir Ghosh and   
                       Yun Shen   Comparison of designs in presence of a
                                  possible correlation in observations . . 485--504
             Alberto Luceno and   
       Antonio S. Cofiño   The random intrinsic fast initial
                                  response of two-sided CUSUM charts . . . 505--524


TEST
Volume 16, Number 1, May, 2007

                    Cheng Hsiao   Panel data analysis --- advantages and
                                  challenges . . . . . . . . . . . . . . . 1--22
                Manuel Arellano   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 23--27
                Badi H. Baltagi   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 28--30
               Robin C. Sickles   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 31--32
               Tom Wansbeek and   
                    Erik Meijer   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 33--36
               Jacques Mairesse   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 37--41
                   Marc Nerlove   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 42--46
             Byeong U. Park and   
                Seuck Heun Song   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 47--51
                 Yongcheol Shin   Comments on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 52--55
                    Cheng Hsiao   Rejoinder on: ``Panel data analysis ---
                                  advantages and challenges''  . . . . . . 56--57
           Temesgen Zewotir and   
                Jacky S. Galpin   A unified approach on residuals,
                                  leverages and outliers in the linear
                                  mixed model  . . . . . . . . . . . . . . 58--75
          Gauss M. Cordeiro and   
        Lúcia P. Barroso   A third-order bias corrected estimate in
                                  generalized linear models  . . . . . . . 76--89
          Ghislaine Gayraud and   
                Judith Rousseau   Consistency results on nonparametric
                                  Bayesian estimation of level sets using
                                  spatial priors . . . . . . . . . . . . . 90--108
            Patrice Bertail and   
Stéphan Clémençon   Second-order properties of
                                  regeneration-based bootstrap for atomic
                                  Markov chains  . . . . . . . . . . . . . 109--122
J. M. Vilar-Fernández and   
J. A. Vilar-Fernández and   
    W. González-Manteiga   Bootstrap tests for nonparametric
                                  comparison of regression curves with
                                  dependent errors . . . . . . . . . . . . 123--144
              Chen-Pin Wang and   
                    Malay Ghosh   Change-point diagnostics in competing
                                  risks models: Two posterior predictive
                                  $p$-value approaches . . . . . . . . . . 145--171
    D. Moreno-Roldán and   
J. M. Muñoz-Pichardo and   
      A. Enguix-González   Influence diagnostics in multiple
                                  discriminant analysis  . . . . . . . . . 172--187
          Stephen G. Walker and   
Eduardo Gutiérrez-Peña   Bayesian parametric inference in a
                                  nonparametric framework  . . . . . . . . 188--197
             M. F. Al-Saleh and   
                   H. M. Samawi   A note on inclusion probability in
                                  ranked set sampling and some of its
                                  variations . . . . . . . . . . . . . . . 198--209

TEST
Volume 16, Number 2, August, 2007

                N. Balakrishnan   Progressive censoring methodology: an
                                  appraisal  . . . . . . . . . . . . . . . 211--259
            Haikady N. Nagaraja   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 260--261
               Anna Dembi\'nska   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 262--264
           Enrique Castillo and   
José María Sarabia   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 265--267
                Barry C. Arnold   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 268--270
                  Udo Kamps and   
                  Erhard Cramer   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 271--275
                  Debasis Kundu   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 276--278
               Olivier Guilbaud   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 279--281
               Prakash C. Joshi   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 282--283
         Uditha Balasooriya and   
                      C.-K. Low   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 284--286
          Hon Keung Tony Ng and   
                Ping-Shing Chan   Comments on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 287--289
                N. Balakrishnan   Rejoinder on: ``Progressive censoring
                                  methodology: an appraisal''  . . . . . . 290--296
       Cláudia Neves and   
          M. Isabel Fraga Alves   Semi-parametric approach to the
                                  Hasofer--Wang and Greenwood statistics
                                  in extremes  . . . . . . . . . . . . . . 297--313
            Jacques Dauxois and   
          Guy Martial Nkiet and   
                    Yves Romain   On invariance in canonical analysis with
                                  applications to covariate discriminant
                                  analysis . . . . . . . . . . . . . . . . 314--332
R. M. Assunção and   
                  P. A. Ferrari   Independence of thinned processes
                                  characterizes the Poisson process: An
                                  elementary proof and a statistical
                                  application  . . . . . . . . . . . . . . 333--345
                   Amitava Saha   Optional randomized response in
                                  stratified unequal probability sampling
                                  --- a simulation based numerical study
                                  with Kuk's method  . . . . . . . . . . . 346--354
                Ricardo Cao and   
Ignacio López-de-Ullibarri   Product-type and presmoothed hazard rate
                                  estimators with censored data  . . . . . 355--382
             Fabrice Gamboa and   
             Jean-Michel Loubes   Estimation of parameters of a
                                  multifractal process . . . . . . . . . . 383--407

TEST
Volume 16, Number 3, December, 2007

               Jianqing Fan and   
                Jiancheng Jiang   Nonparametric inference with generalized
                                  likelihood ratio tests . . . . . . . . . 409--444
                Peter J. Bickel   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 445--447
                     Peter Hall   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 448--449
         Hans-Georg Müller   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 450--452
              John Lafferty and   
                Larry Wasserman   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 453--455
         Raymond J. Carroll and   
                    Arnab Maity   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 456--458
               Joel L. Horowitz   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 459--461
                    Enno Mammen   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 462--464
                 Sam Efromovich   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 465--467
                    Ricardo Cao   Comments on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 468--470
               Jianqing Fan and   
                Jiancheng Jiang   Rejoinder on: ``Nonparametric inference
                                  with generalized likelihood ratio
                                  tests''  . . . . . . . . . . . . . . . . 471--478
Pilar García-Soidán   Asymptotic normality of the
                                  Nadaraya--Watson semivariogram
                                  estimators . . . . . . . . . . . . . . . 479--503
               Fulvio De Santis   Alternative Bayes factors: Sample size
                                  determination and discriminatory power
                                  assessment . . . . . . . . . . . . . . . 504--522
            Christophe Chesneau   A maxiset approach of a Gaussian noise
                                  model  . . . . . . . . . . . . . . . . . 523--546
      Mériem Sa\"\id and   
             Nadia Ghazzali and   
              Louis-Paul Rivest   Score tests for independence in
                                  parametric competing risks models  . . . 547--564
                H. P. Singh and   
                 P. Chandra and   
           Anwar H. Joarder and   
                Sarjinder Singh   Family of estimators of mean, ratio and
                                  product of a finite population using
                                  random nonresponse . . . . . . . . . . . 565--597
     Abrie J. Van der Merwe and   
                     Johan Hugo   Bayesian tolerance intervals for the
                                  balanced two-factor nested random
                                  effects model  . . . . . . . . . . . . . 598--612
                      Anonymous   Acknowledgement of refereeing work . . . 613--614


TEST
Volume 17, Number 1, May, 2008

        Svitlana Tyekucheva and   
          Francesca Chiaromonte   Augmenting the bootstrap to analyze high
                                  dimensional genomic data . . . . . . . . 1--18
                        Bing Li   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 19--21
                       Lexin Li   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 22--24
             Korbinian Strimmer   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 25--27
           Juliane Schäfer   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 28--30
      Anne-Laure Boulesteix and   
       Athanassios Kondylis and   
             Nicole Krämer   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 31--35
     Sündüz Keles and   
                    Hyonho Chun   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 36--39
Wenceslao González-Manteiga and   
              Rosa M. Crujeiras   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 40--42
      Geoffrey J. McLachlan and   
                    K. Wang and   
                       S. K. Ng   Comments on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 43--46
        Svitlana Tyekucheva and   
          Francesca Chiaromonte   Rejoinder on: ``Augmenting the bootstrap
                                  to analyze high dimensional genomic
                                  data'' . . . . . . . . . . . . . . . . . 47--55
       Milan Stehlík and   
Juan M. Rodríguez-Díaz and   
      Werner G. Müller and   
Jesús López-Fidalgo   Optimal allocation of bioassays in the
                                  case of parametrized covariance
                                  functions: an application to Lung's
                                  retention of radioactive particles . . . 56--68
            Gerda Claeskens and   
             Rosemary Nguti and   
                   Paul Janssen   One-sided tests in shared frailty models 69--82
             David Bradshaw and   
                Marianna Pensky   Decision theory classification of
                                  high-dimensional vectors based on small
                                  samples  . . . . . . . . . . . . . . . . 83--100
               Yinshan Zhao and   
                      Harry Joe   Inferences for odds ratio with dependent
                                  pairs  . . . . . . . . . . . . . . . . . 101--119
             Arjun K. Gupta and   
          Solomon W. Harrar and   
             Yasunori Fujikoshi   MANOVA for large hypothesis degrees of
                                  freedom under non-normality  . . . . . . 120--137
 Élie Youndjé and   
                Martin T. Wells   Optimal bandwidth selection for
                                  multivariate kernel deconvolution
                                  density estimation . . . . . . . . . . . 138--162
Miguel A. Gómez-Villegas and   
Beatriz González-Pérez   $ \epsilon $-Contaminated priors in
                                  contingency tables . . . . . . . . . . . 163--178
              Manuel Molina and   
                Manuel Mota and   
                  Alfonso Ramos   Bayesian estimation in the class of
                                  bisexual branching processes with
                                  population-size dependent mating . . . . 179--196
         Rameshwar D. Gupta and   
                Ramesh C. Gupta   Analyzing skewed data by power normal
                                  model  . . . . . . . . . . . . . . . . . 197--210

TEST
Volume 17, Number 2, August, 2008

           Tilmann Gneiting and   
       Larissa I. Stanberry and   
             Eric P. Grimit and   
              Leonhard Held and   
            Nicholas A. Johnson   Assessing probabilistic forecasts of
                                  multivariate quantities, with an
                                  application to ensemble predictions of
                                  surface winds  . . . . . . . . . . . . . 211--235
      José M. Angulo and   
    María D. Ruiz-Medina   Comments on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 236--237
                Peter J. Bickel   Comments on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 238--239
              William M. Briggs   Comments on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 240--242
                A. Philip Dawid   Comments on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 243--244
             Montserrat Fuentes   Comments on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 245--248
                Ian T. Jolliffe   Comments on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 249--250
          Robert L. Winkler and   
        Victor Richmond R. Jose   Comments on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 251--255
           Tilmann Gneiting and   
       Larissa I. Stanberry and   
             Eric P. Grimit and   
              Leonhard Held and   
            Nicholas A. Johnson   Rejoinder on: ``Assessing probabilistic
                                  forecasts of multivariate quantities,
                                  with an application to ensemble
                                  predictions of surface winds'' . . . . . 256--264
              Manuel Molina and   
            Christine Jacob and   
                  Alfonso Ramos   Bisexual branching processes with
                                  offspring and mating depending on the
                                  number of couples in the population  . . 265--281
            Aysen D. Akkaya and   
                   Moti L. Tiku   Short-tailed distributions and inliers   282--296
      Félix Belzunce and   
              Asok K. Nanda and   
    Eva-María Ortega and   
            José M. Ruiz   Generalized orderings of excess
                                  lifetimes of renewal processes . . . . . 297--310
               Jean Diebolt and   
             Laurent Gardes and   
     Stéphane Girard and   
                Armelle Guillou   Bias-reduced estimators of the Weibull
                                  tail-coefficient . . . . . . . . . . . . 311--331
                  Florent Autin   Maxisets for $ \mu $-thresholding rules  332--349
Alfonso García-Pérez   Approximations for $F$-tests which are
                                  ratios of sums of squares of independent
                                  variables with a model close to the
                                  normal . . . . . . . . . . . . . . . . . 350--369
               Nicola Loperfido   Modeling maxima of longitudinal
                                  contralateral observations . . . . . . . 370--380
       Ana K. Fermín and   
               C. Ludeña   A statistical view of iterative methods
                                  for linear inverse problems  . . . . . . 381--400
        Ingrid Van Keilegom and   
Wenceslao González Manteiga and   
César Sánchez Sellero   Goodness-of-fit tests in parametric
                                  regression based on the estimation of
                                  the error distribution . . . . . . . . . 401--415

TEST
Volume 17, Number 3, November, 2008

           Joseph P. Romano and   
            Azeem M. Shaikh and   
                   Michael Wolf   Control of the false discovery rate
                                  under dependence using the bootstrap and
                                  subsampling  . . . . . . . . . . . . . . 417--442
    José A. Ferreira and   
            Mark A. van de Wiel   Comments on: ``Control of the false
                                  discovery rate under dependence using
                                  the bootstrap and subsampling''  . . . . 443--445
                      Wenge Guo   Comments on: ``Control of the false
                                  discovery rate under dependence using
                                  the bootstrap and subsampling''  . . . . 446--449
            Sanat K. Sarkar and   
                    Ruth Heller   Comments on: ``Control of the false
                                  discovery rate under dependence using
                                  the bootstrap and subsampling''  . . . . 450--455
              James F. Troendle   Comments on: ``Control of the false
                                  discovery rate under dependence using
                                  the bootstrap and subsampling''  . . . . 456--457
               Daniel Yekutieli   Comments on: ``Control of the false
                                  discovery rate under dependence using
                                  the bootstrap and subsampling''  . . . . 458--460
           Joseph P. Romano and   
            Azeem M. Shaikh and   
                   Michael Wolf   Rejoinder on: ``Control of the false
                                  discovery rate under dependence using
                                  the bootstrap and subsampling''  . . . . 461--471
        Elías Moreno and   
         F. Javier Girón   Comparison of Bayesian objective
                                  procedures for variable selection in
                                  linear regression  . . . . . . . . . . . 472--490
        Elías Moreno and   
         F. Javier Girón   Comparison of Bayesian objective
                                  procedures for variable selection in
                                  linear regression  . . . . . . . . . . . 491--492
                 J. A. Cano and   
         D. Salmerón and   
                   C. P. Robert   Integral equation solutions as prior
                                  distributions for Bayesian model
                                  selection  . . . . . . . . . . . . . . . 493--504
             Pedro Terán   On the equivalence of Aumann and Herer
                                  expectations of random sets  . . . . . . 505--514
              Alexander Aue and   
       Lajos Horváth and   
             Piotr Kokoszka and   
               Josef Steinebach   Monitoring shifts in mean: asymptotic
                                  normality of stopping times  . . . . . . 515--530
         Gérard Biau and   
            Beno\^\it Cadre and   
                Luc Devroye and   
László Györfi   Strongly consistent model selection for
                                  densities  . . . . . . . . . . . . . . . 531--545
              Muneya Matsui and   
              Akimichi Takemura   Goodness-of-fit tests for symmetric
                                  stable distributions ---- Empirical
                                  characteristic function approach . . . . 546--566
              Jan G. De Gooijer   Partial sums of lagged cross-products of
                                  AR residuals and a test for white noise  567--584
             Guido Consonni and   
Eduardo Gutiérrez-Peña and   
                 Piero Veronese   Compatible priors for Bayesian model
                                  comparison with an application to the
                                  Hardy--Weinberg equilibrium model  . . . 585--605
            Brent G. Hudson and   
             Richard H. Gerlach   A Bayesian approach to relaxing
                                  parameter restrictions in multivariate
                                  GARCH models . . . . . . . . . . . . . . 606--627
                      Anonymous   Acknowledgment of refereeing work  . . . 628--629


TEST
Volume 18, Number 1, May, 2009

          Joseph G. Ibrahim and   
              Geert Molenberghs   Missing data methods in longitudinal
                                  studies: a review  . . . . . . . . . . . 1--43
                   M. D. Ugarte   Comments on: ``Missing data methods in
                                  longitudinal studies: a review'' . . . . 44--46
             Roderick J. Little   Comments on: ``Missing data methods in
                                  longitudinal studies: a review'' . . . . 47--50
         Michael J. Daniels and   
                 Chenguang Wang   Comments on: ``Missing data methods in
                                  longitudinal studies: a review'' . . . . 51--58
                Joseph W. Hogan   Comments on: ``Missing data methods in
                                  longitudinal studies: a review'' . . . . 59--64
         Michael G. Kenward and   
             James R. Carpenter   Comments on: ``Missing data methods in
                                  longitudinal studies: a review'' . . . . 65--67
          Joseph G. Ibrahim and   
              Geert Molenberghs   Rejoinder on: ``Missing data methods in
                                  longitudinal studies: a review'' . . . . 68--75
         Ségolen Geffray   Strong approximations for dependent
                                  competing risks with independent
                                  censoring  . . . . . . . . . . . . . . . 76--95
             Jose M. Vidal-Sanz   Automatic spectral density estimation
                                  for random fields on a lattice via
                                  bootstrap  . . . . . . . . . . . . . . . 96--114
             Bing Xing Wang and   
                      Keming Yu   Optimum plan for step-stress model with
                                  progressive type-II censoring  . . . . . 115--135
                Pascal Barbedor   Independent component analysis by
                                  wavelets . . . . . . . . . . . . . . . . 136--155
             Éva Krauczi   A study of the quantile correlation test
                                  for normality  . . . . . . . . . . . . . 156--165
                  E. Brunel and   
                   F. Comte and   
                    A. Guilloux   Nonparametric density estimation in
                                  presence of bias and censoring . . . . . 166--194
             Dragan Radulovi\'c   Another look at the disjoint blocks
                                  bootstrap  . . . . . . . . . . . . . . . 195--212

TEST
Volume 18, Number 2, August, 2009

            Gerda Claeskens and   
                Jeffrey D. Hart   Goodness-of-fit tests in mixed models    213--239
        Alejandra Cabaña   Comments on: ``Goodness-of-fit-tests in
                                  mixed models'' . . . . . . . . . . . . . 240--243
                  Isabel Molina   Comments on: ``Goodness-of-fit-tests in
                                  mixed models'' . . . . . . . . . . . . . 244--247
               Jiming Jiang and   
                   Thuan Nguyen   Comments on: ``Goodness-of-fit-tests in
                                  mixed models'' . . . . . . . . . . . . . 248--255
                  Axel Munk and   
            Tatyana Krivobokova   Comments on: ``Goodness-of-fit-tests in
                                  mixed models'' . . . . . . . . . . . . . 256--259
                   Olivier Thas   Comments on: ``Goodness-of-fit-tests in
                                  mixed models'' . . . . . . . . . . . . . 260--264
            Gerda Claeskens and   
                Jeffrey D. Hart   Rejoinder on: ``Goodness-of-fit tests in
                                  mixed models'' . . . . . . . . . . . . . 265--270
             Rahul Mukerjee and   
                  Ling-Yau Chan   Confidence intervals based on empirical
                                  statistics: existence of a probability
                                  matching prior and connection with
                                  frequentist Bartlett adjustability . . . 271--282
        Eustasio del Barrio and   
             Arnold Janssen and   
           Carlos Matrán   On the low intensity bootstrap for
                                  triangular arrays of independent
                                  identically distributed random variables 283--301
              David Balding and   
           Pablo A. Ferrari and   
            Ricardo Fraiman and   
                   Mariela Sued   Limit theorems for sequences of random
                                  trees  . . . . . . . . . . . . . . . . . 302--315
               Sangyeol Lee and   
                     Junmo Song   Minimum density power divergence
                                  estimator for GARCH models . . . . . . . 316--341
               M. D. Ugarte and   
             A. F. Militino and   
                      T. Goicoa   Benchmarked estimates in small areas
                                  using linear mixed models with
                                  restrictions . . . . . . . . . . . . . . 342--364
            Terrence P. Hui and   
              Reza Modarres and   
                     Gang Zheng   Pseudo maximum likelihood estimates
                                  using ranked set sampling with
                                  applications to estimating correlation   365--380
                   Taisuke Otsu   RESET for quantile regression  . . . . . 381--391
           Frederico Caeiro and   
                M. Ivette Gomes   Semi-parametric second-order
                                  reduced-bias high quantile estimation    392--413

TEST
Volume 18, Number 3, November, 2009

               Song Xi Chen and   
            Ingrid Van Keilegom   A review on empirical likelihood methods
                                  for regression . . . . . . . . . . . . . 415--447
                Stefan Sperlich   Comments on: ``A review on empirical
                                  likelihood methods for regression''  . . 448--451
                 Liang Peng and   
                  Rongmao Zhang   Comments on: ``A review on empirical
                                  likelihood methods for regression''  . . 452--454
                 Carlos Velasco   Comments on: ``A review on empirical
                                  likelihood methods for regression''  . . 455--457
César Sánchez-Sellero   Comments on: ``A review on empirical
                                  likelihood methods for regression''  . . 458--460
                Ian W. McKeague   Comments on: ``A review on empirical
                                  likelihood methods for regression''  . . 461--462
                    Gang Li and   
                      Xuyang Lu   Comments on: ``A review on empirical
                                  likelihood methods for regression''  . . 463--467
               Song Xi Chen and   
            Ingrid Van Keilegom   Rejoinder on: ``A review on empirical
                                  likelihood methods for regression''  . . 468--474
              Karine Bertin and   
              Vincent Rivoirard   Maxiset in sup-norm for kernel
                                  estimators . . . . . . . . . . . . . . . 475--496
         Biswabrata Pradhan and   
                  Debasis Kundu   On progressively censored generalized
                                  exponential distribution . . . . . . . . 497--515
            William J. Reed and   
                  Arthur Pewsey   Two nested families of skew-symmetric
                                  circular distributions . . . . . . . . . 516--528
     Andréa V. Rocha and   
         Francisco Cribari-Neto   Beta autoregressive moving average
                                  models . . . . . . . . . . . . . . . . . 529--545
       Lajos Horváth and   
               Remigijus Leipus   Effect of aggregation on estimators in $
                                  {\rm AR}(1) $ sequence . . . . . . . . . 546--567
                     I. Rahimov   Asymptotic distributions for weighted
                                  estimators of the offspring mean in a
                                  branching process  . . . . . . . . . . . 568--583
                 A. Guillou and   
                  P. Naveau and   
                 J. Diebolt and   
                    P. Ribereau   Return level bounds for discrete and
                                  continuous random variables  . . . . . . 584--604
                      Anonymous   Acknowledgement of refereeing work . . . 605--606
                Joseph W. Hogan   Erratum to: ``Considerations for
                                  sensitivity analysis with
                                  likelihood-based models''  . . . . . . . 607--607


TEST
Volume 19, Number 1, May, 2010

     Hans-Georg Müller and   
                   Wenjing Yang   Dynamic relations for sparsely sampled
                                  Gaussian processes . . . . . . . . . . . 1--29
            Hervé Cardot   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    30--33
                 Ana Colubi and   
Gil González-Rodríguez   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    34--36
               Jianqing Fan and   
             Jin-Ting Zhang and   
                  Wenyang Zhang   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    37--42
Wenceslao González-Manteiga and   
    Adela Martínez-Calvo   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    43--45
               Nancy E. Heckman   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    46--49
                   Giles Hooker   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    50--53
             Damla Sentürk   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    54--55
                   Naisyin Wang   Comments on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes''    56--59
     Hans-Georg Müller and   
                   Wenjing Yang   Rejoinder on: ``Dynamic relations for
                                  sparsely sampled Gaussian processes  . . 60--67
            N. Balakrishnan and   
                 E. Beutner and   
                      E. Cramer   Exact two-sample nonparametric
                                  confidence, prediction, and tolerance
                                  intervals based on ordinary and
                                  progressively type-II right censored
                                  data . . . . . . . . . . . . . . . . . . 68--91
       Marie Husková and   
             Simos G. Meintanis   Tests for the error distribution in
                                  nonparametric possibly heteroscedastic
                                  regression models  . . . . . . . . . . . 92--112
             Piotr Majerski and   
              Zbigniew Szkutnik   Approximations to most powerful
                                  invariant tests for multinormality
                                  against some irregular alternatives  . . 113--130
               K. Y. Cheung and   
              Stephen M. S. Lee   Bootstrap variance estimation for
                                  Nadaraya quantile estimator  . . . . . . 131--145
               Nicola Loperfido   Canonical transformations of skew-normal
                                  variates . . . . . . . . . . . . . . . . 146--165
           Oliver B. Linton and   
   David T. Jacho-Chávez   On internally corrected and symmetrized
                                  kernel estimators for nonparametric
                                  regression . . . . . . . . . . . . . . . 166--186
          Alessio Farcomeni and   
                  Luca Tardella   Reference Bayesian methods for recapture
                                  models with heterogeneity  . . . . . . . 187--208

TEST
Volume 19, Number 2, August, 2010

       Nicolas Städler and   
        Peter Bühlmann and   
               Sara van de Geer   $ l_1 $-penalization for mixture
                                  regression models  . . . . . . . . . . . 209--256
             Anestis Antoniadis   Comments on: ``$ l_1 $-penalization for
                                  mixture regression models''  . . . . . . 257--258
            Gábor Lugosi   Comment on: ``$ l_1 $-penalization for
                                  mixture regression models''  . . . . . . 259--263
               Jianqing Fan and   
                      Jinchi Lv   Comments on: ``$ l_1 $-penalization for
                                  mixture regression models''  . . . . . . 264--269
                 Tingni Sun and   
                  Cun-Hui Zhang   Comments on: ``$ l_1 $-penalization for
                                  mixture regression models''  . . . . . . 270--275
            Eustasio del Barrio   Comments on: ``$ l_1 $-penalization for
                                  mixture regression models''  . . . . . . 276--279
       Nicolas Städler and   
        Peter Bühlmann and   
               Sara van de Geer   Rejoinder: ``$ l_1 $-penalization for
                                  mixture regression models''  . . . . . . 280--285
           Christophe Croux and   
             Mohammed Fekri and   
                Anne Ruiz-Gazen   Fast and robust estimation of the
                                  multivariate errors in variables model   286--303
                Hamdi Ra\"\issi   Autocorrelation-based tests for vector
                                  error correction models with
                                  uncorrelated but nonindependent errors   304--324
     Gopaldeb Chattopadhyay and   
          Indranil Mukhopadhyay   Progressive censoring under inverse
                                  sampling for nonparametric multi-sample
                                  location problem . . . . . . . . . . . . 325--341
              Erhard Cramer and   
              George Iliopoulos   Adaptive progressive Type--II censoring  342--358
               Andreia Hall and   
              Manuel Scotto and   
               João Cruz   Extremes of integer-valued moving
                                  average sequences  . . . . . . . . . . . 359--374
        J. E. Chacón and   
                       T. Duong   Multivariate plug-in bandwidth selection
                                  with unconstrained pilot bandwidth
                                  matrices . . . . . . . . . . . . . . . . 375--398
   E. Gómez-Déniz   Another generalization of the geometric
                                  distribution . . . . . . . . . . . . . . 399--415

TEST
Volume 19, Number 3, November, 2010

       Christopher K. Wikle and   
                Mevin B. Hooten   A general science-based framework for
                                  dynamical spatio-temporal models . . . . 417--451
                       J. Mateu   Comments on: ``A general science-based
                                  framework for dynamical spatio-temporal
                                  models'' . . . . . . . . . . . . . . . . 452--455
              Rosa M. Crujeiras   Comments on: ``A general science-based
                                  framework for nonlinear spatio-temporal
                                  dynamical models'' . . . . . . . . . . . 456--458
             Bruno Sansó   Comments on: ``A general science-based
                                  framework for dynamical spatio-temporal
                                  models'' . . . . . . . . . . . . . . . . 459--461
                    Dave Higdon   Comments on: ``A general science-based
                                  framework for dynamical spatio-temporal
                                  models'' . . . . . . . . . . . . . . . . 462--465
       Christopher K. Wikle and   
                Mevin B. Hooten   Rejoinder on: ``A general science-based
                                  framework for dynamical spatio-temporal
                                  models'' . . . . . . . . . . . . . . . . 466--468
              Jorge Navarro and   
                   Rafael Rubio   Comparisons of coherent systems using
                                  stochastic precedence  . . . . . . . . . 469--486
           Essam K. Al-Hussaini   Inference based on censored samples from
                                  exponentiated populations  . . . . . . . 487--513
                 Liang Peng and   
                   Yongcheng Qi   Smoothed jackknife empirical likelihood
                                  method for tail copulas  . . . . . . . . 514--536
      J. A. Cuesta-Albertos and   
               M. Febrero-Bande   A simple multiway ANOVA for functional
                                  data . . . . . . . . . . . . . . . . . . 537--557
             Cristina Rueda and   
José A. Menéndez and   
          Federico Gómez   Small area estimators based on
                                  restricted mixed models  . . . . . . . . 558--579
                 I. Gijbels and   
              I. Prosdocimi and   
                   G. Claeskens   Nonparametric estimation of mean and
                                  dispersion functions in extended
                                  generalized linear models  . . . . . . . 580--608
                      Anonymous   Acknowledgement of refereeing work . . . 609--610


TEST
Volume 20, Number 1, May, 2011

               Xingqiu Zhao and   
            N. Balakrishnan and   
                    Jianguo Sun   Nonparametric inference based on panel
                                  count data . . . . . . . . . . . . . . . 1--42
                 C. B. Dean and   
              E. Juarez Colunga   Comments on: ``Nonparametric inference
                                  based on panel count data''  . . . . . . 43--45
                         Xin He   Comments on: ``Nonparametric inference
                                  based on panel count data''  . . . . . . 46--47
                Hemant Ishwaran   Comments on: ``Nonparametric inference
                                  based on panel count data''  . . . . . . 48--53
                    M. C. Pardo   Comments on: ``Nonparametric inference
                                  based on panel count data''  . . . . . . 54--57
                   Xingwei Tong   Comments on: ``Nonparametric inference
                                  based on panel count data''  . . . . . . 58--61
Jacobo de Uña-Álvarez   Comments on: ``Nonparametric inference
                                  based on panel count data''  . . . . . . 62--64
               Xingqiu Zhao and   
            N. Balakrishnan and   
                    Jianguo Sun   Rejoinder on: ``Nonparametric inference
                                  based on panel count data''  . . . . . . 65--71
             David M. Mason and   
            Jan W. H. Swanepoel   A general result on the uniform in
                                  bandwidth consistency of kernel-type
                                  function estimators  . . . . . . . . . . 72--94
     Andréa V. Rocha and   
             Alexandre B. Simas   Influence diagnostics in a general class
                                  of beta regression models  . . . . . . . 95--119
                     Luca Greco   Minimum Hellinger distance based
                                  inference for scalar skew-normal and
                                  skew-t distributions . . . . . . . . . . 120--137
             Yuri Goegebeur and   
                Armelle Guillou   A weighted mean excess function approach
                                  to the estimation of Weibull-type tails  138--162
                   Markus Pauly   Discussion about the quality of
                                  $F$-ratio resampling tests for comparing
                                  variances  . . . . . . . . . . . . . . . 163--179
          Filipe J. Marques and   
           Carlos A. Coelho and   
                Barry C. Arnold   A general near-exact distribution theory
                                  for the most common likelihood ratio
                                  test statistics used in Multivariate
                                  Analysis . . . . . . . . . . . . . . . . 180--203
José Miguel Bernardo and   
           Vera Lucia Tomazella   Objective Bayesian reference analysis
                                  for the Poisson process model in
                                  presence of recurrent events data  . . . 204--221

TEST
Volume 20, Number 2, August, 2011

           Christian Genest and   
   Johanna Neslehová and   
                 Johanna Ziegel   Inference in multivariate Archimedean
                                  copula models  . . . . . . . . . . . . . 223--256
             Emiliano A. Valdez   Comments on: ``Inference in multivariate
                                  Archimedean copula models''  . . . . . . 257--262
             Paul Embrechts and   
                  Marius Hofert   Comments on: ``Inference in multivariate
                                  Archimedean copula models''  . . . . . . 263--270
               Paul Janssen and   
                  Luc Duchateau   Comments on: ``Inference in multivariate
                                  Archimedean copula models''  . . . . . . 271--275
               Weijing Wang and   
                  Takeshi Emura   Comments on: ``Inference in multivariate
                                  Archimedean copula models''  . . . . . . 276--280
                   Johan Segers   Comments on: ``Inference in multivariate
                                  Archimedean copula models''  . . . . . . 281--283
               Philippe Lambert   Comments on: ``Inference in multivariate
                                  Archimedean copula models''  . . . . . . 284--286
             Hideatsu Tsukahara   Comments on: ``Inference in multivariate
                                  Archimedean copula models''  . . . . . . 287--289
           Christian Genest and   
   Johanna Neslehová and   
                 Johanna Ziegel   Rejoinder on: ``Inference in
                                  multivariate Archimedean copula models'' 290--292
Ricardo Vélez Ibarrola and   
     Tomás Prieto-Rumeau   De Finetti-type theorems for
                                  nonexchangeable $0$--$1$ random
                                  variables  . . . . . . . . . . . . . . . 293--310
           Abdelaati Daouia and   
             Laurent Gardes and   
     Stéphane Girard and   
               Alexandre Lekina   Kernel estimators of extreme level
                                  curves . . . . . . . . . . . . . . . . . 311--333
                  Aldo Goia and   
          Ernesto Salinelli and   
                   Pascal Sarda   Exploring the statistical applicability
                                  of the Poincaré inequality: a test of
                                  normality  . . . . . . . . . . . . . . . 334--352
                  Deyuan Li and   
                 Liang Peng and   
                   Yongcheng Qi   Empirical likelihood confidence
                                  intervals for the endpoint of a
                                  distribution function  . . . . . . . . . 353--366
         Gauri Sankar Datta and   
           Tatsuya Kubokawa and   
              Isabel Molina and   
                   J. N. K. Rao   Estimation of mean squared error of
                                  model-based small area estimators  . . . 367--388
             Fabienne Comte and   
    Valentine Genon-Catalot and   
                Mathieu Kessler   Multiplicative Kalman filtering  . . . . 389--411
          Jean-Baptiste Monnier   Nonparametric regression on the
                                  hyper-sphere with uniform design . . . . 412--446

TEST
Volume 20, Number 3, November, 2011

               Paul Doukhan and   
               Silika Prohl and   
            Christian Y. Robert   Subsampling weakly dependent time series
                                  and application to extremes  . . . . . . 447--479
                 Carlos Velasco   Comments on: ``Subsampling weakly
                                  dependent time series and application to
                                  extremes'' . . . . . . . . . . . . . . . 480--482
                Francesco Bravo   Comment on: ``Subsampling weakly
                                  dependent time series and application to
                                  extremes'' . . . . . . . . . . . . . . . 483--486
                Patrice Bertail   Comments on: ``Subsampling weakly
                                  dependent time series and application to
                                  extremes'' . . . . . . . . . . . . . . . 487--490
               S. N. Lahiri and   
                S. Mukhopadhyay   Comments on: ``Subsampling weakly
                                  dependent time series and application to
                                  extremes'' . . . . . . . . . . . . . . . 491--496
         Efstathios Paparoditis   Comments on: ``Subsampling weakly
                                  dependent time series and application to
                                  extremes'' . . . . . . . . . . . . . . . 497--498
               Paul Doukhan and   
               Silika Prohl and   
            Christian Y. Robert   Rejoinder on: ``Subsampling weakly
                                  dependent time series and application to
                                  extremes'' . . . . . . . . . . . . . . . 499--502
                   C. Comas and   
                P. Delicado and   
                       J. Mateu   A second order approach to analyse
                                  spatial point patterns with functional
                                  marks  . . . . . . . . . . . . . . . . . 503--523
                 Ana Bianco and   
            Graciela Boente and   
Wenceslao González-Manteiga and   
Ana Pérez-González   Asymptotic behavior of robust estimators
                                  in partially linear models with missing
                                  responses: the effect of estimating the
                                  missing probability on the simplified
                                  marginal estimators  . . . . . . . . . . 524--548
          Ghislaine Gayraud and   
               Karine Tribouley   A goodness-of-fit test for copula
                                  densities  . . . . . . . . . . . . . . . 549--573
                G. S. Datta and   
                   M. Ghosh and   
                 R. Steorts and   
                      J. Maples   Bayesian benchmarking with applications
                                  to small area estimation . . . . . . . . 574--588
        Frederico Z. Poleto and   
          Geert Molenberghs and   
      Carlos Daniel Paulino and   
                Julio M. Singer   Sensitivity analysis for incomplete
                                  continuous data  . . . . . . . . . . . . 589--606
         M. González and   
                    M. Mota and   
                  I. del Puerto   Weighted conditional least square
                                  estimators for bisexual branching
                                  processes with immigration . . . . . . . 607--629
                J. F. Rosco and   
                M. C. Jones and   
                  Arthur Pewsey   Skew $t$ distributions via the $ \sinh
                                  $--$ \arcsinh $ transformation . . . . . 630--652
             Han-Ying Liang and   
Jacobo de Uña-Álvarez and   
María del Carmen Iglesias-Pérez   Local polynomial estimation of a
                                  conditional mean function with dependent
                                  truncated data . . . . . . . . . . . . . 653--677
                      Anonymous   Acknowledgement of refereeing work . . . 678--679


TEST
Volume 21, Number 1, March, 2012

                 N. Salvati and   
                N. Tzavidis and   
                 M. Pratesi and   
                    R. Chambers   Small area estimation via M-quantile
                                  geographically weighted regression . . . 1--28
                    Min Cao and   
               Allen H. Tai and   
                  Ling-Yau Chan   New statistical distributions for group
                                  counting in Bernoulli and Poisson
                                  processes  . . . . . . . . . . . . . . . 29--53
         John H. J. Einmahl and   
                  Maria Gantner   Testing for bivariate spherical symmetry 54--73
                 Liang Peng and   
               Yongcheng Qi and   
            Ingrid Van Keilegom   Jackknife empirical likelihood method
                                  for copulas  . . . . . . . . . . . . . . 74--92
               E. T. Salehi and   
                   M. Asadi and   
                    S. Eryilmaz   On the mean residual lifetime of
                                  consecutive $k$-out-of-$n$ systems . . . 93--115
                 A. Freitas and   
             J. Hüsler and   
                   M. G. Temido   Limit laws for maxima of a stationary
                                  random sequence with random sample size  116--131
              Eckhard Liebscher   Model checks for parametric regression
                                  models . . . . . . . . . . . . . . . . . 132--155
              In Hong Chang and   
                 Rahul Mukerjee   On the approximate frequentist validity
                                  of the posterior quantiles of a
                                  parametric function: results based on
                                  empirical and related likelihoods  . . . 156--169
                Davide Di Cecco   Conditional exact tests for Markovianity
                                  and reversibility in multiple
                                  categorical sequences  . . . . . . . . . 170--187
          Raúl Gouet and   
     F. Javier López and   
                   Gerardo Sanz   On $ \delta $-record observations:
                                  asymptotic rates for the counting
                                  process and elements of maximum
                                  likelihood estimation  . . . . . . . . . 188--214

TEST
Volume 21, Number 2, June, 2012

              Nanny Wermuth and   
                 Kayvan Sadeghi   Sequences of regressions and their
                                  independences  . . . . . . . . . . . . . 215--252
                 Robert Castelo   Comments on: ``Sequences of regressions
                                  and their independences''  . . . . . . . 253--254
              Mathias Drton and   
                  Chris Fox and   
             Andreas Käufl   Comments on: ``Sequences of regressions
                                  and their independencies'' . . . . . . . 255--261
           Monia Lupparelli and   
               Alberto Roverato   Comments on: ``Sequences of regressions
                                  and their independences''  . . . . . . . 262--264
             Elena Stanghellini   Comments on: ``Sequence of regressions
                                  and their independences''  . . . . . . . 265--267
                Bala Rajaratnam   Comment on: ``Sequences of regressions
                                  and their independences''  . . . . . . . 268--273
              Nanny Wermuth and   
                 Kayvan Sadeghi   Rejoinder on: ``Sequences of regressions
                                  and their independences''  . . . . . . . 274--279
          Hironori Fujisawa and   
             Takayuki Sakaguchi   Optimal significance analysis of
                                  microarray data in a class of tests
                                  whose null statistic can be constructed  280--300
            Beno\^\it Cadre and   
                  Quentin Paris   On Hölder fields clustering . . . . . . . 301--316
                  Daniil Ryabko   Testing composite hypotheses about
                                  discrete ergodic processes . . . . . . . 317--329
             Yuri Goegebeur and   
                 Tertius de Wet   Estimation of the third-order parameter
                                  in extreme value statistics  . . . . . . 330--354
          Francisco Louzada and   
                  Juliana Cobre   A multiple time scale survival model
                                  with a cure fraction . . . . . . . . . . 355--368
Manuel Ordóñez Cabrera and   
            Andrew Rosalsky and   
                 Andrei Volodin   Some theorems on conditional mean
                                  convergence and conditional almost sure
                                  convergence for randomly weighted sums
                                  of dependent random variables  . . . . . 369--385
            Graciela Boente and   
              Daniela Rodriguez   Robust estimates in generalized
                                  partially linear single-index models . . 386--411

TEST
Volume 21, Number 3, September, 2012

           Dag Tjòstheim   Some recent theory for autoregressive
                                  count time series  . . . . . . . . . . . 413--438
          Germán Aneiros   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 439--441
                 Juan J. Dolado   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 442--446
                   Paul Doukhan   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 447--450
          Konstantinos Fokianos   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 451--454
                  Pedro Galeano   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 455--458
                       Jiti Gao   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 459--463
          Andréas Heinen   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 464--466
                 Benjamin Kedem   Comments on: ``Some recent theory for
                                  autoregressive count time series'' . . . 467--468
           Dag Tjòstheim   Rejoinder on: ``Some recent theory for
                                  autoregressive count time series'' . . . 469--476
                Jianhong Wu and   
                     Lixing Zhu   Estimation of and testing for random
                                  effects in dynamic panel data models . . 477--497
    Cédric Heuchenne and   
Juan Carlos Pardo-Fernández   Testing for one-sided alternatives in
                                  nonparametric censored regression  . . . 498--518
            Cibele M. Russo and   
                 Reiko Aoki and   
              Gilberto A. Paula   Assessment of variance components in
                                  nonlinear mixed-effects elliptical
                                  models . . . . . . . . . . . . . . . . . 519--545
             Ngai Hang Chan and   
                 Liang Peng and   
                  Rongmao Zhang   Interval estimation of the tail index of
                                  a GARCH(1,1) model . . . . . . . . . . . 546--565
             Marta Ferreira and   
                Helena Ferreira   On extremal dependence: some
                                  contributions  . . . . . . . . . . . . . 566--583
                 Pao-sheng Shen   Analysis of left-truncated
                                  right-censored or doubly censored data
                                  with linear transformation models  . . . 584--603

TEST
Volume 21, Number 4, December, 2012

       Zdenek Hlávka and   
       Marie Husková and   
              Claudia Kirch and   
             Simos G. Meintanis   Monitoring changes in the error
                                  distribution of autoregressive models
                                  based on Fourier methods . . . . . . . . 605--634
                Yanlin Tang and   
           Huixia Judy Wang and   
                  Xuming He and   
                    Zhongyi Zhu   An informative subset-based estimator
                                  for censored quantile regression . . . . 635--655
                     Luis Mendo   Estimation of a probability in inverse
                                  binomial sampling under normalized
                                  linear-linear and inverse-linear loss    656--675
                 Simone Vantini   On the definition of phase and amplitude
                                  variability in functional data analysis  676--696
     Stéphane Girard and   
            Armelle Guillou and   
                Gilles Stupfler   Estimating an endpoint with high-order
                                  moments  . . . . . . . . . . . . . . . . 697--729
             Teresa Ledwina and   
               Grzegorz Wylupek   Nonparametric tests for stochastic
                                  ordering . . . . . . . . . . . . . . . . 730--756
               Chuanhua Wei and   
                     Qihua Wang   Statistical inference on restricted
                                  partially linear additive
                                  errors-in-variables models . . . . . . . 757--774
              Arthur Pewsey and   
Héctor W. Gómez and   
               Heleno Bolfarine   Likelihood-based inference for power
                                  distributions  . . . . . . . . . . . . . 775--789
             Han-Ying Liang and   
Jacobo de Uña-Álvarez and   
María del Carmen Iglesias-Pérez   Asymptotic properties of conditional
                                  distribution estimator with truncated,
                                  censored and dependent data  . . . . . . 790--810


TEST
Volume 22, Number 1, March, 2013

                Daojiang He and   
                   Xingzhong Xu   A goodness-of-fit testing approach for
                                  normality based on the posterior
                                  predictive distribution  . . . . . . . . 1--18
Beatriz Pateiro-López and   
 Alberto Rodríguez-Casal   Recovering the shape of a point cloud in
                                  the plane  . . . . . . . . . . . . . . . 19--45
          José Moler and   
               Fernando Plo and   
                 Henar Urmeneta   A generalized Pólya urn and limit laws
                                  for the number of outputs in a family of
                                  random circuits  . . . . . . . . . . . . 46--61
           Sebastian Kiwitt and   
               Natalie Neumeyer   A note on testing independence by a
                                  copula-based order selection approach    62--82
                 Pao-Sheng Shen   A class of rank-based tests for
                                  doubly-truncated data  . . . . . . . . . 83--102
Germán Ibacache-Pulgar and   
          Gilberto A. Paula and   
Francisco José A. Cysneiros   Semiparametric additive models under
                                  symmetric distributions  . . . . . . . . 103--121
                 Ir\`ene Gannaz   Wavelet penalized likelihood estimation
                                  in generalized functional models . . . . 122--158
          Mariano Amo-Salas and   
Jesús López-Fidalgo and   
                   Emilio Porcu   Optimal designs for some stochastic
                                  processes whose covariance is a function
                                  of the mean  . . . . . . . . . . . . . . 159--181

TEST
Volume 22, Number 2, June, 2013

            Dimitris N. Politis   Model-free model-fitting and predictive
                                  distributions  . . . . . . . . . . . . . 183--221
        Juan A. Cuesta-Albertos   Comments on: ``Model-free model-fitting
                                  and predictive distributions'' . . . . . 222--223
           Manuel Febrero-Bande   Comments on: ``Model-free model-fitting
                                  and predictive distributions'' . . . . . 224--226
                Stefan Sperlich   Comments on: ``Model-free model-fitting
                                  and predictive distributions'' . . . . . 227--233
            Ingrid Van Keilegom   Comments on: ``Model-free model-fitting
                                  and predictive distributions'' . . . . . 234--236
                 Carlos Velasco   Comments on: ``Model-free model-fitting
                                  and predictive distributions'' . . . . . 237--239
            Dimitris N. Politis   Rejoinder on: ``Model-free model-fitting
                                  and predictive distributions'' . . . . . 240--250
 M. Carmen Aguilera-Morillo and   
            Ana M. Aguilera and   
            Manuel Escabias and   
          Mariano J. Valderrama   Penalized spline approaches for
                                  functional logit regression  . . . . . . 251--277
       Manuel Febrero-Bande and   
Wenceslao González-Manteiga   Generalized additive models for
                                  functional data  . . . . . . . . . . . . 278--292
                 F. Ferraty and   
                    A. Goia and   
               E. Salinelli and   
                        P. Vieu   Functional projection pursuit regression 293--320
            Liliana Forzani and   
            Ricardo Fraiman and   
                    Pamela Llop   Density estimation for spatial-temporal
                                  models . . . . . . . . . . . . . . . . . 321--342
Jacobo de Uña-Álvarez and   
          Noël Veraverbeke   Generalized copula-graphic estimator . . 343--360

TEST
Volume 22, Number 3, September, 2013

Wenceslao González-Manteiga and   
              Rosa M. Crujeiras   An updated review of Goodness-of-Fit
                                  tests for regression models  . . . . . . 361--411
    M. D. Jiménez Gamero   Comments on: ``An updated review of
                                  Goodness-of-Fit tests for regression
                                  models'' . . . . . . . . . . . . . . . . 412--413
Jacobo de Uña-Álvarez   Comments on: ``An updated review of
                                  Goodness-of-Fit tests for regression
                                  models'' . . . . . . . . . . . . . . . . 414--418
                Stefan Sperlich   Comments on: ``An updated review of
                                  Goodness-of-Fit tests for regression
                                  models'' . . . . . . . . . . . . . . . . 419--427
            Ingrid Van Keilegom   Comments on: ``An updated review of
                                  Goodness-of-Fit tests for regression
                                  models'' . . . . . . . . . . . . . . . . 428--431
             Simos G. Meintanis   Comments on: ``An updated review of
                                  Goodness-of-Fit tests for regression
                                  models'' . . . . . . . . . . . . . . . . 432--436
                   Holger Dette   Comments on: ``An updated review of
                                  Goodness-of-Fit tests for regression
                                  models'' . . . . . . . . . . . . . . . . 437--441
Wenceslao González-Manteiga and   
              Rosa M. Crujeiras   Rejoinder on: ``An updated review of
                                  Goodness-of-Fit tests for regression
                                  models'' . . . . . . . . . . . . . . . . 442--447
                 Mia Hubert and   
            Ir\`ene Gijbels and   
                 Dina Vanpaemel   Reducing the mean squared error of
                                  quantile-based estimators by smoothing   448--465
                   C. Ruwet and   
L. A. García-Escudero and   
               A. Gordaliza and   
                  A. Mayo-Iscar   On the breakdown behavior of the TCLUST
                                  clustering procedure . . . . . . . . . . 466--487
          Mareike Bereswill and   
                   Jan Johannes   On the effect of noisy measurements of
                                  the regressor in functional linear
                                  models . . . . . . . . . . . . . . . . . 488--513
             Pavel Cízek   Reweighted least trimmed squares: an
                                  alternative to one-step estimators . . . 514--533
                 Christian Ritz   Penalized likelihood ratio tests for
                                  repeated measurement models  . . . . . . 534--547

TEST
Volume 22, Number 4, November, 2013

     J. R. Sebastião and   
              A. P. Martins and   
                H. Ferreira and   
                     L. Pereira   Estimating the upcrossings index . . . . 549--579
    Juvêncio S. Nobre and   
            Julio M. Singer and   
                  Pranab K. Sen   $U$-tests for variance components in
                                  linear mixed models  . . . . . . . . . . 580--605
             Marta Ferreira and   
                Helena Ferreira   Extremes of multivariate ARMAX processes 606--627
       Fadlalla G. Elfadaly and   
             Paul H. Garthwaite   Eliciting Dirichlet and Connor--Mosimann
                                  prior distributions for multinomial
                                  models . . . . . . . . . . . . . . . . . 628--646
                  Xin-Bing Kong   A direct approach to risk approximation
                                  for vast portfolios under gross-exposure
                                  constraint using high-frequency data . . 647--669
                Malay Ghosh and   
             Rebecca C. Steorts   Two-stage benchmarking as applied to
                                  small area estimation  . . . . . . . . . 670--687
   E. Strzalkowska-Kominiak and   
                       W. Stute   Empirical copulas for consecutive
                                  survival data  . . . . . . . . . . . . . 688--714
F. López-Blázquez and   
       B. Salamanca-Miño   Distribution theory of $ \delta $-record
                                  values. Case $ \delta \leq = 0$  . . . . 715--738


TEST
Volume 23, Number 1, March, 2014

                 Xinxin Zhu and   
             Marc G. Genton and   
               Yingzhong Gu and   
                         Le Xie   Space--time wind speed forecasting for
                                  improved power system dispatch . . . . . 1--25
                  Pierre Pinson   Comments on: ``Space--time wind speed
                                  forecasting for improved power system
                                  dispatch'' . . . . . . . . . . . . . . . 26--29
          M. Pilar Muñoz   Comments on: ``Space--time wind speed
                                  forecasting for improved power system
                                  dispatch'' . . . . . . . . . . . . . . . 30--31
 Thordis L. Thorarinsdottir and   
           Anders Lòland   Comments on: ``Space--time wind speed
                                  forecasting for improved power system
                                  dispatch'' . . . . . . . . . . . . . . . 32--33
               Amanda S. Hering   Comments on: ``Space--time wind speed
                                  forecasting for improved power system
                                  dispatch'' . . . . . . . . . . . . . . . 34--44
                 Xinxin Zhu and   
             Marc G. Genton and   
               Yingzhong Gu and   
                         Le Xie   Rejoinder on: ``Space--time wind speed
                                  forecasting for improved power system
                                  dispatch'' . . . . . . . . . . . . . . . 45--50
                 Chunming Zhang   Assessing mean and median filters in
                                  multiple testing for large-scale imaging
                                  data . . . . . . . . . . . . . . . . . . 51--71
      Félix Belzunce and   
Carolina Martínez-Riquelme and   
            José M. Ruiz   A characterization and sufficient
                                  conditions for the total time on test
                                  transform order  . . . . . . . . . . . . 72--85
                Zhouping Li and   
               Yuanyuan Lin and   
              Guoliang Zhou and   
                      Wang Zhou   Empirical likelihood for least absolute
                                  relative error regression  . . . . . . . 86--99
                   Elvan Ceyhan   Comparison of relative density of two
                                  random geometric digraph families in
                                  testing spatial clustering . . . . . . . 100--134
                 Anthony Hayter   Identifying common normal distributions  135--152
               Y. Andriyana and   
                 I. Gijbels and   
                  A. Verhasselt   P-splines quantile regression estimation
                                  in varying coefficient models  . . . . . 153--194
            Liang-Ching Lin and   
               Sangyeol Lee and   
                     Meihui Guo   The Bickel--Rosenblatt test for
                                  continuous time stochastic volatility
                                  models . . . . . . . . . . . . . . . . . 195--218

TEST
Volume 23, Number 2, June, 2014

       Lajos Horváth and   
                   Gregory Rice   Extensions of some classical methods in
                                  change point analysis  . . . . . . . . . 219--255
               John A. D. Aston   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 256--257
           István Berkes   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 258--260
                 Herold Dehling   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 261--264
       Marie Husková and   
  Zuzana Prásková   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 265--269
                  Claudia Kirch   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 270--275
                 Piotr Kokoszka   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 276--278
       Nirian Martín and   
                  Leandro Pardo   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 279--282
                Lorenzo Trapani   Comments on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 283--286
       Lajos Horváth and   
                   Gregory Rice   Rejoinder on: ``Extensions of some
                                  classical methods in change point
                                  analysis'' . . . . . . . . . . . . . . . 287--290
            Jorge M. Arevalillo   Higher-order approximations to the
                                  quantile of the distribution for a class
                                  of statistics in the first-order
                                  autoregression . . . . . . . . . . . . . 291--310
            Charles-Elie Rabier   On quantitative trait locus mapping with
                                  an interference phenomenon . . . . . . . 311--329
            Goedele Dierckx and   
             Yuri Goegebeur and   
                Armelle Guillou   Local robust and asymptotically unbiased
                                  estimation of conditional Pareto-type
                                  tails  . . . . . . . . . . . . . . . . . 330--355
                Marco Riani and   
             Andrea Cerioli and   
                Francesca Torti   On consistency factors and efficiency of
                                  robust S-estimators  . . . . . . . . . . 356--387
              A. P. Martins and   
                    H. Ferreira   Extremal properties of M4 processes  . . 388--408
M. Dolores Jiménez Gamero   On the empirical characteristic function
                                  process of the residuals in GARCH models
                                  and applications . . . . . . . . . . . . 409--432

TEST
Volume 23, Number 3, September, 2014

              F. Bartolucci and   
               A. Farcomeni and   
                     F. Pennoni   Latent Markov models: a review of a
                                  general framework for the analysis of
                                  longitudinal data with covariates  . . . 433--465
             Silvia Bianconcini   Comments on: ``Latent Markov models: a
                                  review of a general framework for the
                                  analysis of longitudinal data with
                                  covariates'' . . . . . . . . . . . . . . 466--468
        Ulf Böckenholt and   
            Blakeley B. McShane   Comments on: ``Latent Markov models: a
                                  review of the general framework for the
                                  analysis of longitudinal data with
                                  covariates'' . . . . . . . . . . . . . . 469--472
                Leonard J. Paas   Comments on: ``Latent Markov models: a
                                  review of a general framework for the
                                  analysis of longitudinal data with
                                  covariates'' . . . . . . . . . . . . . . 473--477
              Ingmar Visser and   
           Maarten Speekenbrink   Comments on: ``Latent Markov models: a
                                  review of a general framework for the
                                  analysis of longitudinal data with
                                  covariates'' . . . . . . . . . . . . . . 478--483
              F. Bartolucci and   
               A. Farcomeni and   
                     F. Pennoni   Rejoinder on: ``Latent Markov models: a
                                  review of a general framework for the
                                  analysis of longitudinal data with
                                  covariates'' . . . . . . . . . . . . . . 484--486
               Atanu Biswas and   
     Maria del Carmen Pardo and   
                   Apratim Guha   Auto-association measures for stationary
                                  time series of categorical data  . . . . 487--514
              Manuel Franco and   
 Narayanaswamy Balakrishnan and   
              Debasis Kundu and   
        Juana-María Vivo   Generalized mixtures of Weibull
                                  components . . . . . . . . . . . . . . . 515--535
  A. García-Pérez   The $p$ value line: a way to choose the
                                  tuning constant in tests based on the
                                  Huber $ \varvec {M}$-estimator . . . . . 536--555
               Giles Hooker and   
          Anand N. Vidyashankar   Bayesian model robustness via
                                  disparities  . . . . . . . . . . . . . . 556--584
Yacouba Boubacar Ma\"\inassara and   
  Célestin C. Kokonendji   On normal stable Tweedie models and
                                  power-generalized variance functions of
                                  only one component . . . . . . . . . . . 585--606
                Xuejun Wang and   
                    Chen Xu and   
              Tien-Chung Hu and   
             Andrei Volodin and   
                       Shuhe Hu   On complete convergence for widely
                                  orthant-dependent random variables and
                                  its applications in nonparametric
                                  regression models  . . . . . . . . . . . 607--629

TEST
Volume 23, Number 4, December, 2014

          Danny Pfeffermann and   
                 Anna Sikov and   
                 Richard Tiller   Single- and two-stage cross-sectional
                                  and time series benchmarking procedures
                                  for small area estimation  . . . . . . . 631--666
                William R. Bell   Comments on: ``Single- and two-stage
                                  cross-sectional and time series
                                  benchmarking procedures for small area
                                  estimation'' . . . . . . . . . . . . . . 667--669
               Neung Soo Ha and   
                  Partha Lahiri   Comments on: ``Single- and two-stage
                                  cross-sectional and time series
                                  benchmarking procedures for small area
                                  estimation'' . . . . . . . . . . . . . . 670--673
                Domingo Morales   Comments on: ``Single- and two-stage
                                  cross-sectional and time series
                                  benchmarking procedures for small area
                                  estimation'' . . . . . . . . . . . . . . 674--679
         Rebecca C. Steorts and   
              M. Dolores Ugarte   Comments on: ``Single and two-stage
                                  cross-sectional and time series
                                  benchmarking procedures for small area
                                  estimation'' . . . . . . . . . . . . . . 680--685
          Danny Pfeffermann and   
                 Anna Sikov and   
                 Richard Tiller   Rejoinder on: ``Single- and two-stage
                                  cross-sectional and time series
                                  benchmarking procedures for small area
                                  estimation'' . . . . . . . . . . . . . . 686--690
                    Hua Jin and   
                Xiaobo Feng and   
              Mingming Chen and   
                 Chenling Zhang   Two new methods for non-inferiority
                                  testing of the ratio in matched-pair
                                  setting  . . . . . . . . . . . . . . . . 691--707
       Angelo Efoevi Koudou and   
                 Christophe Ley   Efficiency combined with simplicity: new
                                  testing procedures for Generalized
                                  Inverse Gaussian models  . . . . . . . . 708--724
               Carlo Sguera and   
              Pedro Galeano and   
                     Rosa Lillo   Spatial depth-based classification for
                                  functional data  . . . . . . . . . . . . 725--750
              Robert G. Staudte   Inference for quantile measures of
                                  skewness . . . . . . . . . . . . . . . . 751--768
              Zhongquan Tan and   
                   Changchun Wu   Limit laws for the maxima of stationary
                                  chi-processes under random index . . . . 769--786
                    Wei Wei and   
                  Leonhard Held   Calibration tests for count data . . . . 787--805
                   Lijie Gu and   
                    Li Wang and   
    Wolfgang K. Härdle and   
                    Lijian Yang   A simultaneous confidence corridor for
                                  varying coefficient regression with
                                  sparse functional data . . . . . . . . . 806--843


TEST
Volume 24, Number 1, March, 2015

        Jonathan R. Bradley and   
               Noel Cressie and   
                        Tao Shi   Comparing and selecting spatial
                                  predictors using local criteria  . . . . 1--28
                Alan E. Gelfand   Comments on: ``Comparing and selecting
                                  spatial predictors using local
                                  criteria'' . . . . . . . . . . . . . . . 29--30
         Stefano Castruccio and   
                 Marc G. Genton   Comments on: ``Comparing and selecting
                                  spatial predictors using local
                                  criteria'' . . . . . . . . . . . . . . . 31--34
                  Finn Lindgren   Comments on: ``Comparing and selecting
                                  spatial predictors using local
                                  criteria'' . . . . . . . . . . . . . . . 35--44
              M. D. Ruiz-Medina   Comments on: ``Comparing and selecting
                                  spatial predictors using local
                                  criteria'' . . . . . . . . . . . . . . . 45--46
          Martin P. Tingley and   
              Benjamin A. Shaby   Comments on: ``Comparing and selecting
                                  spatial predictors using local
                                  criteria'' . . . . . . . . . . . . . . . 47--53
        Jonathan R. Bradley and   
               Noel Cressie and   
                        Tao Shi   Rejoinder on: ``Comparing and selecting
                                  spatial predictors using local
                                  criteria'' . . . . . . . . . . . . . . . 54--60
                  Jun Zhang and   
              Zhenghui Feng and   
                     Peirong Xu   Estimating the conditional single-index
                                  error distribution with a partial linear
                                  mean regression  . . . . . . . . . . . . 61--83
             Antonello Maruotti   Handling non-ignorable dropouts in
                                  longitudinal data: a conditional model
                                  based on a latent Markov heterogeneity
                                  structure  . . . . . . . . . . . . . . . 84--109
      Luis Hernando Vanegas and   
              Gilberto A. Paula   A semiparametric approach for joint
                                  modeling of median and skewness  . . . . 110--135
       Ricardo Vélez and   
     Tomás Prieto-Rumeau   Random assignment processes: strong law
                                  of large numbers and De Finetti theorem  136--165
                Xuejun Wang and   
                Aiting Shen and   
               Zhiyong Chen and   
                       Shuhe Hu   Complete convergence for weighted sums
                                  of NSD random variables and its
                                  application in the EV regression model   166--184
                  Long Feng and   
             Changliang Zou and   
               Zhaojun Wang and   
                     Lixing Zhu   Robust comparison of regression curves   185--204
             David M. Mason and   
            Jan W. H. Swanepoel   Erratum to: ``A general result on the
                                  uniform in bandwidth consistency of
                                  kernel-type function estimators''  . . . 205--206

TEST
Volume 24, Number 2, June, 2015

             Laurent Gardes and   
                Gilles Stupfler   Estimating extreme quantiles under
                                  random truncation  . . . . . . . . . . . 207--227
             Laurent Gardes and   
                Gilles Stupfler   Erratum to: ``Estimating extreme
                                  quantiles under random truncation''  . . 228--228
        Krzysztof D\kebicki and   
          Enkelejd Hashorva and   
                 Lanpeng Ji and   
                  Chengxiu Ling   Extremes of order statistics of
                                  stationary processes . . . . . . . . . . 229--248
            Daniel Hlubinka and   
                 Miroslav Siman   On generalized elliptical quantiles in
                                  the nonlinear quantile regression setup  249--264
Guillermo Martínez-Flórez and   
           Heleno Bolfarine and   
  Héctor W. Gómez   Doubly censored power-normal regression
                                  models with inflation  . . . . . . . . . 265--286
               Daniel Yekutieli   Bayesian tests for composite alternative
                                  hypotheses in cross-tabulated data . . . 287--301
          Raúl Gouet and   
     F. Javier López and   
                   Gerardo Sanz   On the point process of near-record
                                  values . . . . . . . . . . . . . . . . . 302--321
       Fernanda De Bastiani and   
Audrey Helen Mariz de Aquino Cysneiros and   
   Miguel Angel Uribe-Opazo and   
                   Manuel Galea   Influence diagnostics in elliptical
                                  spatial linear models  . . . . . . . . . 322--340
            Romain Aza\"\is and   
              Alexandre Genadot   Semi-parametric inference for the
                                  absorption features of a
                                  growth-fragmentation model . . . . . . . 341--360
             Tristan Launay and   
              Anne Philippe and   
                Sophie Lamarche   Construction of an informative
                                  hierarchical prior for a small sample
                                  with the help of historical data and
                                  application to electricity load
                                  forecasting  . . . . . . . . . . . . . . 361--385
           Carlos A. Coelho and   
            Barry C. Arnold and   
              Filipe J. Marques   The exact and near-exact distributions
                                  of the main likelihood ratio test
                                  statistics used in the complex
                                  multivariate normal setting  . . . . . . 386--416
                Jinhong You and   
             Alan T. K. Wan and   
                    Shu Liu and   
                      Yong Zhou   A varying-coefficient approach to
                                  estimating multi-level clustered data
                                  models . . . . . . . . . . . . . . . . . 417--440

TEST
Volume 24, Number 3, September, 2015

        Claudio Agostinelli and   
                 Andy Leung and   
            Victor J. Yohai and   
                 Ruben H. Zamar   Robust estimation of multivariate
                                  location and scatter in the presence of
                                  cellwise and casewise contamination  . . 441--461
           Christophe Croux and   
          Viktoria Öllerer   Comments on: ```Robust estimation of
                                  multivariate location and scatter in the
                                  presence of cellwise and casewise
                                  contamination''  . . . . . . . . . . . . 462--466
              Alessio Farcomeni   Comments on: ``Robust estimation of
                                  multivariate location and scatter in the
                                  presence of cellwise and casewise
                                  contamination''  . . . . . . . . . . . . 467--470
             Ricardo A. Maronna   Comments on: ``Robust estimation of
                                  multivariate location and scatter in the
                                  presence of cellwise and casewise
                                  contamination''  . . . . . . . . . . . . 471--472
         Peter J. Rousseeuw and   
         Wannes Van den Bossche   Comments on: ``Robust estimation of
                                  multivariate location and scatter in the
                                  presence of cellwise and casewise
                                  contamination''  . . . . . . . . . . . . 473--477
               Stefan Van Aelst   Comments on: ``Robust estimation of
                                  multivariate location and scatter in the
                                  presence of cellwise and casewise
                                  contamination''  . . . . . . . . . . . . 478--481
                  Roy E. Welsch   Comments on: ``Robust estimation of
                                  multivariate location and scatter in the
                                  presence of cellwise and casewise
                                  contamination''  . . . . . . . . . . . . 482--483
        Claudio Agostinelli and   
                 Andy Leung and   
            Victor J. Yohai and   
                 Ruben H. Zamar   Rejoinder on: ``Robust estimation of
                                  multivariate location and scatter in the
                                  presence of cellwise and casewise
                                  contamination''  . . . . . . . . . . . . 484--488
         Elena Stanghellini and   
                Eduwin Pakpahan   Identification of causal effects in
                                  linear models: beyond instrumental
                                  variables  . . . . . . . . . . . . . . . 489--509
                Tsung-I Lin and   
                  Pal H. Wu and   
      Geoffrey J. McLachlan and   
                  Sharon X. Lee   A robust factor analysis model using the
                                  restricted skew-$t$ distribution . . . . 510--531
              Tomoya Yamada and   
             Megan M. Romer and   
         Donald St. P. Richards   Kurtosis tests for multivariate
                                  normality with monotone incomplete data  532--557
Fernando López-Blázquez and   
Begoña Salamanca-Miño   Distribution theory of $ \delta $-record
                                  values: case $ \delta \ge 0$ . . . . . . 558--582
                Linjun Tang and   
                  Zhangong Zhou   Weighted local linear CQR for
                                  varying-coefficient models with missing
                                  covariates . . . . . . . . . . . . . . . 583--604
         Gaëlle Chagny and   
                  Claire Lacour   Optimal adaptive estimation of the
                                  relative density . . . . . . . . . . . . 605--631
                     Li Cai and   
                    Lijian Yang   A smooth simultaneous confidence band
                                  for conditional variance function  . . . 632--655

TEST
Volume 24, Number 4, December, 2015

             Rosa M. Espejo and   
        Nikolai N. Leonenko and   
              Andriy Olenko and   
    María D. Ruiz-Medina   On a class of minimum contrast
                                  estimators for Gegenbauer random fields  657--680
       Daniela Jarusková   Detecting non-simultaneous changes in
                                  means of vectors . . . . . . . . . . . . 681--700
Víctor Casero-Alonso and   
Jesús López-Fidalgo   Optimal designs subject to cost
                                  constraints in simultaneous equations
                                  models . . . . . . . . . . . . . . . . . 701--713
            Armengol Gasull and   
José A. López-Salcedo and   
                 Frederic Utzet   Maxima of Gamma random variables and
                                  other Weibull-like distributions and the
                                  Lambert $ \varvec {W} $ function . . . . 714--733
                   T. Emura and   
                    K. Murotani   An algorithm for estimating survival
                                  under a copula-based dependent
                                  truncation model . . . . . . . . . . . . 734--751
         Guillermo Ferreira and   
Jorge I. Figueroa-Zúñiga and   
         Mário de Castro   Partially linear beta regression model
                                  with autoregressive errors . . . . . . . 752--775
      Fábio M. Bayer and   
         Francisco Cribari-Neto   Bootstrap-based model selection criteria
                                  for beta regressions . . . . . . . . . . 776--795
                Salvador Flores   Sharp non-asymptotic performance bounds
                                  for $ \ell_1 $ and Huber robust
                                  regression estimators  . . . . . . . . . 796--812
      Félix Belzunce and   
               Julio Mulero and   
José María Ruíz and   
  Alfonso Suárez-Llorens   On relative skewness for multivariate
                                  distributions  . . . . . . . . . . . . . 813--834
              Zhanfeng Wang and   
                 Wenxin Liu and   
                   Yuanyuan Lin   A change-point problem in relative
                                  error-based regression . . . . . . . . . 835--856
     Gustavo H. M. A. Rocha and   
 Reinaldo B. Arellano-Valle and   
            Rosangela H. Loschi   Maximum likelihood methods in a robust
                                  censored errors-in-variables model . . . 857--877


TEST
Volume 25, Number 1, March, 2016

                   Fang Yao and   
                  Yichao Wu and   
                     Jialin Zou   Probability-enhanced effective dimension
                                  reduction for classifying sparse
                                  functional data  . . . . . . . . . . . . 1--22
                Ana M. Aguilera   Comments on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 23--26
      Germán Aneiros and   
                  Philippe Vieu   Comments on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 27--32
                Peijun Sang and   
                Yunlong Nie and   
                      Jiguo Cao   Comments on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 33--34
           Manuel Febrero-Bande   Comments on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 35--40
         Gérard Biau and   
         Clément Levrard   Comments on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 41--43
                Chong Zhang and   
                     Yufeng Liu   Comments on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 44--46
                Hao Helen Zhang   Comments on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 47--51
                   Fang Yao and   
                  Yichao Wu and   
                     Jialin Zou   Rejoinder on: ``Probability-enhanced
                                  effective dimension reduction for
                                  classifying sparse functional data'' . . 52--58
                  Xuhua Liu and   
                   Xingzhong Xu   Confidence distribution inferences in
                                  one-way random effects model . . . . . . 59--74
         Patric Müller and   
               Sara van de Geer   Censored linear model in high dimensions 75--92
                  Ming Chen and   
                  Qiongxia Song   Semi-parametric estimation and
                                  forecasting for exogenous log-GARCH
                                  models . . . . . . . . . . . . . . . . . 93--112
             Antonio Canale and   
                   Bruno Scarpa   Bayesian nonparametric
                                  location-scale-shape mixtures  . . . . . 113--130
Fernando Ferraz do Nascimento and   
              Dani Gamerman and   
         Hedibert Freitas Lopes   Time-varying extreme pattern with
                                  dynamic models . . . . . . . . . . . . . 131--149
                  Jorge Navarro   Stochastic comparisons of generalized
                                  mixtures and coherent systems  . . . . . 150--169
                    Eva Boj and   
     Adri\`a Caballé and   
             Pedro Delicado and   
                Anna Esteve and   
                 Josep Fortiana   Global and local distance-based
                                  generalized linear models  . . . . . . . 170--195

TEST
Volume 25, Number 2, June, 2016

         Gérard Biau and   
                  Erwan Scornet   A random forest guided tour  . . . . . . 197--227
              Sylvain Arlot and   
                   Robin Genuer   Comments on: ``A random forest guided
                                  tour'' . . . . . . . . . . . . . . . . . 228--238
        Peter Bühlmann and   
             Florencia Leonardi   Comments on: ``A random forest guided
                                  tour'' . . . . . . . . . . . . . . . . . 239--246
              Pierre Geurts and   
                 Louis Wehenkel   Comments on: ``A random forest guided
                                  tour'' . . . . . . . . . . . . . . . . . 247--253
               Giles Hooker and   
                   Lucas Mentch   Comments on: ``A random forest guided
                                  tour'' . . . . . . . . . . . . . . . . . 254--260
                   Stefan Wager   Comments on: ``A random forest guided
                                  tour'' . . . . . . . . . . . . . . . . . 261--263
         Gérard Biau and   
                  Erwan Scornet   Rejoinder on: ``A random forest guided
                                  tour'' . . . . . . . . . . . . . . . . . 264--268
                Abhik Ghosh and   
             Ayanendranath Basu   Robust estimation in generalized linear
                                  models: the density power divergence
                                  approach . . . . . . . . . . . . . . . . 269--290
           Benjamin Colling and   
            Ingrid Van Keilegom   Goodness-of-fit tests in semiparametric
                                  transformation models  . . . . . . . . . 291--308
        Ritwik Bhattacharya and   
         Biswabrata Pradhan and   
                   Anup Dewanji   On optimum life-testing plans under
                                  Type--II progressive censoring scheme
                                  using variable neighborhood search
                                  algorithm  . . . . . . . . . . . . . . . 309--330
      Gianluca Mastrantonio and   
      Giovanna Jona Lasinio and   
                Alan E. Gelfand   Spatio-temporal circular models with
                                  non-separable covariance structure . . . 331--350
               Paul Janssen and   
              Jan Swanepoel and   
          Noël Veraverbeke   Bernstein estimation for a copula
                                  derivative with application to
                                  conditional distribution and regression
                                  functionals  . . . . . . . . . . . . . . 351--374
           Camila B. Zeller and   
         Celso R. B. Cabral and   
        Víctor H. Lachos   Robust mixture regression modeling based
                                  on scale mixtures of skew-normal
                                  distributions  . . . . . . . . . . . . . 375--396

TEST
Volume 25, Number 3, September, 2016

             Guido Consonni and   
                 Laura Deldossi   Objective Bayesian model discrimination
                                  in follow-up experimental designs  . . . 397--412
                 Peirong Xu and   
                  Jun Zhang and   
             Xingfang Huang and   
                       Tao Wang   Efficient estimation for marginal
                                  generalized partially linear
                                  single-index models with longitudinal
                                  data . . . . . . . . . . . . . . . . . . 413--431
          Ludwig Baringhaus and   
                  Norbert Henze   Revisiting the two-sample runs test  . . 432--448
                 Luca Greco and   
              Alessio Farcomeni   A plug-in approach to sparse and robust
                                  principal component analysis . . . . . . 449--481
             Marco Ferrante and   
        Elisabetta Ferraris and   
                  Carles Rovira   On a stochastic epidemic SEIHR model and
                                  its diffusion approximation  . . . . . . 482--502
          Sebastian Schweer and   
        Christian H. Weiß   Testing for Poisson arrivals in INAR(1)
                                  processes  . . . . . . . . . . . . . . . 503--524
              Anil K. Ghosh and   
                  Munmun Biswas   Distribution-free high-dimensional
                                  two-sample tests based on discriminating
                                  hyperplanes  . . . . . . . . . . . . . . 525--547
             Miguel Boubeta and   
María José Lombardía and   
                Domingo Morales   Empirical best prediction under
                                  area-level Poisson mixed models  . . . . 548--569
              Elodie Brunel and   
             Fabienne Comte and   
        Valentine Genon-Catalot   Nonparametric density and survival
                                  function estimation in the
                                  multiplicative censoring model . . . . . 570--590

TEST
Volume 25, Number 4, December, 2016

                Marco Munda and   
          Catherine Legrand and   
              Luc Duchateau and   
                   Paul Janssen   Testing for decreasing heterogeneity in
                                  a new time-varying frailty model . . . . 591--606
             Shuzhuan Zheng and   
                   Rong Liu and   
                Lijian Yang and   
        Wolfgang K. Härdle   Statistical inference for generalized
                                  additive models: simultaneous confidence
                                  corridors and variable selection . . . . 607--626
           Larissa A. Matos and   
             Luis M. Castro and   
        Víctor H. Lachos   Censored mixed-effects models for
                                  irregularly observed repeated measures
                                  with applications to HIV viral loads . . 627--653
            Maciej Pietrzak and   
        Grzegorz A. Rempala and   
             Michal Seweryn and   
               Jacek Wesolowski   Limit theorems for empirical Rényi
                                  entropy and divergence with applications
                                  to molecular diversity analysis  . . . . 654--673
             Hidetoshi Murakami   A moment generating function of a
                                  combination of linear rank tests and its
                                  asymptotic efficiency  . . . . . . . . . 674--691
              Jiangyan Wang and   
                Suojin Wang and   
                    Lijian Yang   Simultaneous confidence bands for the
                                  distribution function of a finite
                                  population and of its superpopulation    692--709
         Elaheh Torkashvand and   
     Mohammad Jafari Jozani and   
                 Mahmoud Torabi   Constrained Bayes estimation in small
                                  area models with functional measurement
                                  error  . . . . . . . . . . . . . . . . . 710--730
             Maria Iannario and   
           Anna Clara Monti and   
               Domenico Piccolo   Robustness issues for cub models . . . . 731--750
P. C. Álvarez-Esteban and   
              E. del Barrio and   
      J. A. Cuesta-Albertos and   
               C. Matrán   A contamination model for the stochastic
                                  order  . . . . . . . . . . . . . . . . . 751--774
          Georgios Afendras and   
             Marianthi Markatou   Uniform integrability of the OLS
                                  estimators, and the convergence of their
                                  moments  . . . . . . . . . . . . . . . . 775--784


TEST
Volume 26, Number 1, March, 2017

             Karim Benhenni and   
         Sonia Hedli-Griche and   
                Mustapha Rachdi   Regression models with correlated errors
                                  based on functional random design  . . . 1--21
              Kangning Wang and   
                         Lu Lin   Robust and efficient direction
                                  identification for groupwise additive
                                  multiple-index models and its
                                  applications . . . . . . . . . . . . . . 22--45
              Xin-Bing Kong and   
                    Zhi Liu and   
                   Yuan Yao and   
                      Wang Zhou   Sure screening by ranking the canonical
                                  correlations . . . . . . . . . . . . . . 46--70
           Ery Arias-Castro and   
                      Meng Wang   Distribution-free tests for sparse
                                  heterogeneous mixtures . . . . . . . . . 71--94
                Cristiano Villa   Bayesian estimation of the threshold of
                                  a generalised Pareto distribution for
                                  heavy-tailed observations  . . . . . . . 95--118
      J. A. Cuesta-Albertos and   
           M. Febrero-Bande and   
         M. Oviedo de la Fuente   The $ \hbox {DD}^G $-classifier in the
                                  functional setting . . . . . . . . . . . 119--142
        Jana Janková and   
               Sara van de Geer   Honest confidence regions and optimality
                                  in high-dimensional precision matrix
                                  estimation . . . . . . . . . . . . . . . 143--162
            Stephanie Aerts and   
            Gentiane Haesbroeck   Robust asymptotic tests for the equality
                                  of multivariate coefficients of
                                  variation  . . . . . . . . . . . . . . . 163--187
                  Huiqin Li and   
                   Jiang Hu and   
                Zhidong Bai and   
                Yanqing Yin and   
                      Kexin Zou   Test on the linear combinations of mean
                                  vectors in high-dimensional data . . . . 188--208
        Cristiano C. Santos and   
            Rosangela H. Loschi   Maximum likelihood estimation and
                                  parameter interpretation in elliptical
                                  mixed logistic regression  . . . . . . . 209--230

TEST
Volume 26, Number 2, June, 2017

            Graciela Boente and   
      Alejandra Martínez   Marginal integration $M$-estimators for
                                  additive models  . . . . . . . . . . . . 231--260
                Wenzhi Yang and   
              Zhangrui Zhao and   
               Xinghui Wang and   
                       Shuhe Hu   The large deviation results for the
                                  nonlinear regression model with
                                  dependent errors . . . . . . . . . . . . 261--283
        Mikael Escobar-Bach and   
             Yuri Goegebeur and   
            Armelle Guillou and   
                  Alexandre You   Bias-corrected and robust estimation of
                                  the bivariate stable tail dependence
                                  function . . . . . . . . . . . . . . . . 284--307
           Carlos A. Coelho and   
                   Anuradha Roy   Testing the hypothesis of a block
                                  compound symmetric covariance matrix for
                                  elliptically contoured distributions . . 308--330
              Pedro Galeano and   
                   Dominik Wied   Dating multiple change points in the
                                  correlation matrix . . . . . . . . . . . 331--352
     Ana López-Cheda and   
    M. Amalia Jácome and   
                    Ricardo Cao   Nonparametric latency estimation for
                                  mixture cure models  . . . . . . . . . . 353--376
       Minerva Mukhopadhyay and   
                  Tapas Samanta   A mixture of $g$-priors for variable
                                  selection when the number of regressors
                                  grows with the sample size . . . . . . . 377--404
      Luis Hernando Vanegas and   
              Gilberto A. Paula   Log-symmetric regression models under
                                  the presence of non-informative left- or
                                  right-censored observations  . . . . . . 405--428
                   M. Ahkim and   
                 I. Gijbels and   
                  A. Verhasselt   Shape testing in varying coefficient
                                  models . . . . . . . . . . . . . . . . . 429--450
     Andréa V. Rocha and   
         Francisco Cribari-Neto   Erratum to: ``Beta autoregressive moving
                                  average models'' . . . . . . . . . . . . 451--459

TEST
Volume 26, Number 3, September, 2017

        Hervé Cardot and   
      Antoine Godichon-Baggioni   Fast estimation of the median
                                  covariation matrix with application to
                                  online robust principal components
                                  analysis . . . . . . . . . . . . . . . . 461--480
     Arun Kumar Kuchibhotla and   
             Ayanendranath Basu   On the asymptotics of minimum disparity
                                  estimation . . . . . . . . . . . . . . . 481--502
         R. Bárcenas and   
                  J. Ortega and   
                   A. J. Quiroz   Quadratic forms of the empirical
                                  processes for the two-sample problem for
                                  functional data  . . . . . . . . . . . . 503--526
               Miguel Reyes and   
Mario Francisco-Fernández and   
                    Ricardo Cao   Bandwidth selection in kernel density
                                  estimation for interval-grouped data . . 527--545
             Daniel Fraiman and   
            Nicolas Fraiman and   
                Ricardo Fraiman   Nonparametric statistics of dynamic
                                  networks with distinguishable nodes  . . 546--573
              Yan-Yong Zhao and   
               Jin-Guan Lin and   
              Hong-Xia Wang and   
                Xing-Fang Huang   Jump-detection-based estimation in
                                  time-varying coefficient models and
                                  empirical applications . . . . . . . . . 574--599
                      Di Hu and   
               Pingyan Chen and   
                   Soo Hak Sung   Strong laws for weighted sums of $ \psi
                                  $-mixing random variables and
                                  applications in errors-in-variables
                                  regression models  . . . . . . . . . . . 600--617
J. M. Fernández-Ponce and   
M. R. Rodríguez-Griñolo   New properties of the orthant
                                  convex-type stochastic orders  . . . . . 618--637
                Samuel Rosa and   
                Radoslav Harman   Optimal approximate designs for
                                  comparison with control in
                                  dose-escalation studies  . . . . . . . . 638--660
                Haiyan Wang and   
                    Bo Tong and   
               Huaiyu Zhang and   
                       Xukun Li   New two-sample tests for skewed
                                  populations and their connection to
                                  theoretical power of Bootstrap-$t$ test  661--683

TEST
Volume 26, Number 4, December, 2017

              Ruben Dezeure and   
        Peter Bühlmann and   
                  Cun-Hui Zhang   High-dimensional simultaneous inference
                                  with the bootstrap . . . . . . . . . . . 685--719
              Jelena Bradic and   
                     Yinchu Zhu   Comments on: ``High-dimensional
                                  simultaneous inference with the
                                  bootstrap''  . . . . . . . . . . . . . . 720--728
             Arindam Chatterjee   Comments on: ``High-dimensional
                                  simultaneous inference with the
                                  bootstrap''  . . . . . . . . . . . . . . 729--730
      Matthias Löffler and   
                  Richard Nickl   Comments on: ``High-dimensional
                                  simultaneous inference with the
                                  bootstrap''  . . . . . . . . . . . . . . 731--733
        Richard A. Lockhart and   
            Richard J. Samworth   Comments on: ``High-dimensional
                                  simultaneous inference with the
                                  bootstrap''  . . . . . . . . . . . . . . 734--739
               Hanzhong Liu and   
                         Bin Yu   Comments on: ``High-dimensional
                                  simultaneous inference with the
                                  bootstrap''  . . . . . . . . . . . . . . 740--750
              Ruben Dezeure and   
        Peter Bühlmann and   
                  Cun-Hui Zhang   Rejoinder on: ``High-dimensional
                                  simultaneous inference with the
                                  bootstrap''  . . . . . . . . . . . . . . 751--758
                     Zaixing Li   Inference of nonlinear mixed models for
                                  clustered data under moment conditions   759--781
                        Yin Xia   Testing and support recovery of multiple
                                  high-dimensional covariance matrices
                                  with false discovery rate control  . . . 782--801
        Ritwik Bhattacharya and   
             Biswabrata Pradhan   Computation of optimum Type--II
                                  progressively hybrid censoring schemes
                                  using variable neighborhood search
                                  algorithm  . . . . . . . . . . . . . . . 802--821
              Jorge Navarro and   
           Maria Longobardi and   
                Franco Pellerey   Comparison results for inactivity times
                                  of $k$-out-of-$n$ and general coherent
                                  systems with dependent components  . . . 822--846
        Marcelo Bourguignon and   
        Christian H. Weiß   An INAR(1) process for modeling count
                                  time series with equidispersion,
                                  underdispersion and overdispersion . . . 847--868
        Anthony C. Atkinson and   
            Aldo Corbellini and   
                    Marco Riani   Robust Bayesian regression with the
                                  forward search: theory and data analysis 869--886


TEST
Volume 27, Number 1, March, 2018

            S. G. Meintanis and   
          M. Husková and   
    M. D. Jiménez-Gamero   Editorial  . . . . . . . . . . . . . . . 1--2
              Kilani Ghoudi and   
         Bruno Rémillard   Serial independence tests for
                                  innovations of conditional mean and
                                  variance models  . . . . . . . . . . . . 3--26
           Christian Francq and   
       Olivier Wintenberger and   
         Jean-Michel Zako\"\ian   Goodness-of-fit tests for Log--GARCH and
                                  EGARCH models  . . . . . . . . . . . . . 27--51
                Youngmi Lee and   
               Sangyeol Lee and   
           Dag Tjòstheim   Asymptotic normality and parameter
                                  change test for bivariate Poisson
                                  INGARCH models . . . . . . . . . . . . . 52--69
              J. S. Allison and   
          M. Husková and   
                S. G. Meintanis   Testing the adequacy of semiparametric
                                  transformation models  . . . . . . . . . 70--94
M. D. Jiménez-Gamero and   
       J. L. Moreno-Rebollo and   
            J. A. Mayor-Gallego   On the estimation of the characteristic
                                  function in finite populations with
                                  applications . . . . . . . . . . . . . . 95--121
María Concepción López-Díaz and   
Miguel López-Díaz and   
Sergio Martínez-Fernández   Stochastic orders to approach
                                  investments in condor financial
                                  derivatives  . . . . . . . . . . . . . . 122--146
                  Arthur Pewsey   Parametric bootstrap edf-based
                                  goodness-of-fit testing for sinh-arcsinh
                                  distributions  . . . . . . . . . . . . . 147--172
            Nil Kamal Hazra and   
          Maxim Finkelstein and   
                    Ji Hwan Cha   Stochastic ordering for populations of
                                  manufactured items . . . . . . . . . . . 173--196
             Michail Papathomas   On the correspondence from Bayesian
                                  log-linear modelling to logistic
                                  regression modelling with $g$-priors . . 197--220
         Guillermo Ferreira and   
                Jorge Mateu and   
                   Emilio Porcu   Spatio-temporal analysis with short- and
                                  long-memory dependence: a state-space
                                  approach . . . . . . . . . . . . . . . . 221--245

TEST
Volume 27, Number 2, June, 2018

             Yuanyuan Zhang and   
                    Lijian Yang   A smooth simultaneous confidence band
                                  for correlation curve  . . . . . . . . . 247--269
         Tomás Hobza and   
            Domingo Morales and   
     Laureano Santamaría   Small area estimation of poverty
                                  proportions under unit-level temporal
                                  binomial-logit mixed models  . . . . . . 270--294
                   Weiyu Li and   
               Valentin Patilea   A dimension reduction approach for
                                  conditional Kaplan--Meier estimators . . 295--315
               Haibing Zhao and   
                  Wing Kam Fung   Controlling mixed directional false
                                  discovery rate in multidimensional
                                  decisions with applications to
                                  microarray studies . . . . . . . . . . . 316--337
             Fabienne Comte and   
             Adeline Samson and   
           Julien J. Stirnemann   Hazard estimation with censoring and
                                  measurement error: application to length
                                  of pregnancy . . . . . . . . . . . . . . 338--359
                Ivan Zezula and   
               Daniel Klein and   
                   Anuradha Roy   Testing of multivariate repeated
                                  measures data with block exchangeable
                                  covariance structure . . . . . . . . . . 360--378
                      Yi Wu and   
                Xuejun Wang and   
                   Shuhe Hu and   
                 Lianqiang Yang   Weighted version of strong law of large
                                  numbers for a class of random variables
                                  and its applications . . . . . . . . . . 379--406
         Shonosuke Sugasawa and   
           Tatsuya Kubokawa and   
                   J. N. K. Rao   Small area estimation via unmatched
                                  sampling and linking models  . . . . . . 407--427
                    Yan Cui and   
                     Fukang Zhu   A new bivariate integer-valued GARCH
                                  model allowing for negative
                                  cross-correlation  . . . . . . . . . . . 428--452
               Jingxin Zhao and   
                  Heng Peng and   
                      Tao Huang   Variance estimation for semiparametric
                                  regression models by local averaging . . 453--476
      João Lita da Silva   On the rates of convergence for moments
                                  convergence in regression models . . . . 477--495

TEST
Volume 27, Number 3, September, 2018

                 Ying C. MacNab   Some recent work on multivariate
                                  Gaussian Markov random fields  . . . . . 497--541
     Miguel A. Martinez-Beneito   Comments on: ``Some recent work on
                                  multivariate Gaussian Markov random
                                  fields'' . . . . . . . . . . . . . . . . 542--544
            Stephan R. Sain and   
                Reinhard Furrer   Comments on: ``Some recent work on
                                  multivariate Gaussian Markov random
                                  fields'' . . . . . . . . . . . . . . . . 545--548
               Fedele Greco and   
                Carlo Trivisano   Comments on: ``Some recent work on
                                  multivariate Gaussian Markov random
                                  fields'' . . . . . . . . . . . . . . . . 549--553
                 Ying C. MacNab   Rejoinder on: ``Some recent work on
                                  multivariate Gaussian Markov random
                                  fields'' . . . . . . . . . . . . . . . . 554--569
                 Mingzhe Wu and   
                 Ming Zheng and   
                     Wen Yu and   
                      Ruofan Wu   Estimation and variable selection for
                                  semiparametric transformation models
                                  under a more efficient cohort sampling
                                  design . . . . . . . . . . . . . . . . . 570--596
           Artur J. Lemonte and   
          Jorge L. Bazán   New links for binary regression: an
                                  application to coca cultivation in Peru  597--617
            Marco Burkschat and   
                 Tomasz Rychlik   Sharp inequalities for quantiles of
                                  system lifetime distributions from
                                  failure-dependent proportional hazard
                                  model  . . . . . . . . . . . . . . . . . 618--638
              Dennis Dobler and   
                   Markus Pauly   Bootstrap- and permutation-based
                                  inference for the Mann--Whitney effect
                                  for right-censored and tied data . . . . 639--658
      Germán Aneiros and   
          Paula Raña and   
              Philippe Vieu and   
                     Juan Vilar   Bootstrap in semi-functional partial
                                  linear regression under dependence . . . 659--679
              Masashi Hyodo and   
             Takahiro Nishiyama   A simultaneous testing of the mean
                                  vector and the covariance matrix among
                                  two populations for high-dimensional
                                  data . . . . . . . . . . . . . . . . . . 680--699
              Chuanlong Xie and   
                     Lixing Zhu   A minimum projected-distance test for
                                  parametric single-index Berkson models   700--715
            Roger S. Bivand and   
               David W. S. Wong   Comparing implementations of global and
                                  local indicators of spatial association  716--748

TEST
Volume 27, Number 4, December, 2018

                Fangpo Wang and   
       Anirban Bhattacharya and   
                Alan E. Gelfand   Process modeling for slope and aspect
                                  with application to elevation data maps  749--772
               Sudipto Banerjee   Comments on: ``Process modeling for
                                  slope and aspect with application to
                                  elevation data maps''  . . . . . . . . . 773--775
      Giovanna Jona Lasinio and   
          Gianluca Mastrantonio   Comments on: ``Process modeling for
                                  slope and aspect with application to
                                  elevation data maps''  . . . . . . . . . 776--777
                Erin M. Schliep   Comments on: ``Process modeling for
                                  slope and aspect with application to
                                  elevation data maps''  . . . . . . . . . 778--782
                Fangpo Wang and   
       Anirban Bhattacharya and   
                Alan E. Gelfand   Rejoinder on: ``Process modeling for
                                  slope and aspect with application to
                                  elevation data maps''  . . . . . . . . . 783--786
                M. Hermanns and   
                      E. Cramer   Inference with progressively censored
                                  $k$-out-of-$n$ system lifetime data  . . 787--810
              Jesse Hemerik and   
                   Jelle Goeman   Exact testing with random permutations   811--825
     Sergio Alvarez-Andrade and   
             Salim Bouzebda and   
             Aimé Lachal   Strong approximations for the $p$-fold
                                  integrated empirical process with
                                  applications to statistical tests  . . . 826--849
           Manuel G. Scotto and   
    Christian H. Weiß and   
      Tobias A. Möller and   
           Sónia Gouveia   The max-INAR(1) model for count
                                  processes  . . . . . . . . . . . . . . . 850--870
               K. Hendrickx and   
                 P. Janssen and   
                  A. Verhasselt   Penalized spline estimation in varying
                                  coefficient models with censored data    871--895
                Zhidong Bai and   
              Guangming Pan and   
                    Yanqing Yin   A central limit theorem for sums of
                                  functions of residuals in a
                                  high-dimensional regression model with
                                  an application to variance
                                  homoscedasticity test  . . . . . . . . . 896--920
            Marco Di Marzio and   
           Stefania Fensore and   
             Agnese Panzera and   
              Charles C. Taylor   Circular local likelihood  . . . . . . . 921--945
           Andrew R. Barron and   
             Mirta Bensi\'c and   
                  Kristian Sabo   A note on weighted least square
                                  distribution fitting and full
                                  standardization of the empirical
                                  distribution function  . . . . . . . . . 946--967
                 J. A. Cano and   
                 M. Iniesta and   
             D. Salmerón   Integral priors for Bayesian model
                                  selection: how they operate from simple
                                  to complex cases . . . . . . . . . . . . 968--987
            Nil Kamal Hazra and   
              Maxim Finkelstein   On stochastic comparisons of finite
                                  mixtures for some semiparametric
                                  families of distributions  . . . . . . . 988--1006


TEST
Volume 28, Number 1, March, 2019

               Thomas Kneib and   
                Nadja Klein and   
                Stefan Lang and   
                Nikolaus Umlauf   Modular regression --- a Lego system for
                                  building structured additive
                                  distributional regression models with
                                  tensor product interactions  . . . . . . 1--39
                      T. Goicoa   Comments on: Modular regression --- a
                                  Lego system for building structured
                                  additive distributional regression
                                  models with tensor product interactions  40--42
               Matthew Reimherr   Comments on: Modular regression --- a
                                  Lego system for building structured
                                  additive distributional regression
                                  models with tensor product interactions  43--45
                Patrick Schnell   Comments on: Modular regression --- a
                                  Lego system for building structured
                                  additive distributional regression
                                  models with tensor product interactions  46--51
        M. D. Stasinopoulos and   
                R. A. Rigby and   
               G. Z. Heller and   
                 F. De Bastiani   Comments on: Modular regression --- a
                                  Lego system for building structured
                                  additive distributional regression
                                  models with tensor product interactions  52--54
               Thomas Kneib and   
                Nadja Klein and   
                Stefan Lang and   
                Nikolaus Umlauf   Rejoinder on: Modular regression --- a
                                  Lego system for building structured
                                  additive distributional regression
                                  models with tensor product interactions  55--59
              Chaofeng Yuan and   
               Wensheng Zhu and   
                  Xuming He and   
                    Jianhua Guo   A mixture factor model with applications
                                  to microarray data . . . . . . . . . . . 60--76
                 Fode Zhang and   
          Hon Keung Tony Ng and   
                  Yimin Shi and   
                   Ruibing Wang   Amari--Chentsov structure on the
                                  statistical manifold of models for
                                  accelerated life tests . . . . . . . . . 77--105
              Ana M. Bianco and   
            Graciela Boente and   
Wenceslao González-Manteiga and   
Ana Pérez-González   Plug-in marginal estimation under a
                                  general regression model with missing
                                  responses and covariates . . . . . . . . 106--146
             Laura Deldossi and   
      Silvia Angela Osmetti and   
                 Chiara Tommasi   Optimal design to discriminate between
                                  rival copula models for a bivariate
                                  binary response  . . . . . . . . . . . . 147--165
                 Tomasz Rychlik   Sharp bounds on distribution functions
                                  and expectations of mixtures of ordered
                                  families of distributions  . . . . . . . 166--195
                   Wan-Lun Wang   Mixture of multivariate $t$ nonlinear
                                  mixed models for multiple longitudinal
                                  data with heterogeneity and missing
                                  values . . . . . . . . . . . . . . . . . 196--222
              Alfio Marazzi and   
             Marina Valdora and   
               Victor Yohai and   
                Michael Amiguet   A robust conditional maximum likelihood
                                  estimator for generalized linear models
                                  with a dispersion parameter  . . . . . . 223--241
                  Jun Zhang and   
                Junpeng Zhu and   
                  Zhenghui Feng   Estimation and hypothesis test for
                                  single-index multiplicative models . . . 242--268
                     Xue Yu and   
                   Yichuan Zhao   Jackknife empirical likelihood inference
                                  for the accelerated failure time model   269--288

TEST
Volume 28, Number 2, June, 2019

              Pedro Galeano and   
             Daniel Peña   Data science, big data and statistics    289--329
            Peter Bühlmann   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 330--333
                 Pedro Delicado   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 334--337
             Marc G. Genton and   
                       Ying Sun   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 338--341
                   J. S. Marron   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 342--344
      Abigael C. Nachtsheim and   
                   John Stufken   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 345--348
                Marco Riani and   
        Anthony C. Atkinson and   
             Andrea Cerioli and   
                Aldo Corbellini   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 349--352
              Jian Qing Shi and   
                 Shane Halloran   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 353--356
                   Ruey S. Tsay   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 357--359
           Stefan Van Aelst and   
                 Ruben H. Zamar   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 360--362
              Pedro Galeano and   
             Daniel Peña   Rejoinder on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 363--368
              Ana M. Bianco and   
                 Paula M. Spano   Robust inference for nonlinear
                                  regression models  . . . . . . . . . . . 369--398
                   Luigi Spezia   Modelling covariance matrices by the
                                  trigonometric separation strategy with
                                  application to hidden Markov models  . . 399--422
     Mercedes Conde-Amboage and   
César Sánchez-Sellero   A plug-in bandwidth selector for
                                  nonparametric quantile regression  . . . 423--450
                 Jacob Bien and   
            Irina Gaynanova and   
           Johannes Lederer and   
       Christian L. Müller   Prediction error bounds for linear
                                  regression with the TREX . . . . . . . . 451--474
        Jorge M. Arevalillo and   
                Hilario Navarro   A stochastic ordering based on the
                                  canonical transformation of skew-normal
                                  vectors  . . . . . . . . . . . . . . . . 475--498
              Norbert Henze and   
María Dolores Jiménez-Gamero   A new class of tests for multinormality
                                  with i.i.d. and GARCH data based on the
                                  empirical moment generating function . . 499--521
                   Hezhi Lu and   
                    Hua Jin and   
               Zhining Wang and   
                  Chao Chen and   
                        Ying Lu   Prior-free probabilistic interval
                                  estimation for binomial proportion . . . 522--542
              Mohsen Maleki and   
              Darren Wraith and   
     Reinaldo B. Arellano-Valle   A flexible class of parametric
                                  distributions for Bayesian linear mixed
                                  models . . . . . . . . . . . . . . . . . 543--564
               Monique Graf and   
     J. Miguel Marín and   
                  Isabel Molina   A generalized mixed model for skewed
                                  distributions applied to small area
                                  estimation . . . . . . . . . . . . . . . 565--597

TEST
Volume 28, Number 3, September, 2019

   Juan José Egozcue and   
           Vera Pawlowsky-Glahn   Compositional data: the sample space and
                                  its structure  . . . . . . . . . . . . . 599--638
            Peter Filzmoser and   
                     Karel Hron   Comments on: Compositional data: the
                                  sample space and its structure . . . . . 639--643
              Michael Greenacre   Comments on: Compositional data: the
                                  sample space and its structure . . . . . 644--652
J. A. Martín-Fernández   Comments on: Compositional data: the
                                  sample space and its structure . . . . . 653--657
   Juan José Egozcue and   
           Vera Pawlowsky-Glahn   Rejoinder on: Compositional data: the
                                  sample space and its structure . . . . . 658--663
                    Ricardo Cao   Comments on: Data science, big data and
                                  statistics . . . . . . . . . . . . . . . 664--670
            Sakineh Dehghan and   
      Mohammad Reza Faridrohani   Affine invariant depth-based tests for
                                  the multivariate one-sample location
                                  problem  . . . . . . . . . . . . . . . . 671--693
                   Na Huang and   
               Piotr Fryzlewicz   NOVELIST estimator of large correlation
                                  and covariance matrices and their
                                  inverses . . . . . . . . . . . . . . . . 694--727
              F. Giummol\`e and   
                  V. Mameli and   
                    E. Ruli and   
                     L. Ventura   Objective Bayesian inference with proper
                                  scoring rules  . . . . . . . . . . . . . 728--755
        Claudio Agostinelli and   
                     Luca Greco   Weighted likelihood estimation of
                                  multivariate location and scatter  . . . 756--784
              Italo R. Lima and   
                Guanqun Cao and   
                  Nedret Billor   Robust simultaneous inference for the
                                  mean function of functional data . . . . 785--803
            Amanda Plunkett and   
                   Junyong Park   Two-sample test for sparse
                                  high-dimensional multinomial
                                  distributions  . . . . . . . . . . . . . 804--826
                    Shun Yu and   
                Xianzheng Huang   Link misspecification in generalized
                                  linear mixed models with a random
                                  intercept for binary responses . . . . . 827--843
           Larissa A. Matos and   
    Víctor H. Lachos and   
                Tsung-I Lin and   
                 Luis M. Castro   Heavy-tailed longitudinal regression
                                  models for censored data: a robust
                                  parametric approach  . . . . . . . . . . 844--878
                   Pei Geng and   
                   Hira L. Koul   Minimum distance model checking in
                                  Berkson measurement error models with
                                  validation data  . . . . . . . . . . . . 879--899
     Jose Ameijeiras-Alonso and   
          Rosa M. Crujeiras and   
 Alberto Rodríguez-Casal   Mode testing, critical bandwidth and
                                  excess mass  . . . . . . . . . . . . . . 900--919
            Alejandra Tapia and   
               Victor Leiva and   
       Maria del Pilar Diaz and   
              Viviana Giampaoli   Influence diagnostics in mixed effects
                                  logistic regression models . . . . . . . 920--942
          M. D. Ruiz-Medina and   
                 D. Miranda and   
                   R. M. Espejo   Dynamical multiple regression in
                                  function spaces, under kernel
                                  regressors, with ARH(1) errors . . . . . 943--968
       Miroslav M. Risti\'c and   
            Yuvraj Sunecher and   
        Naushad Mamode Khan and   
                Vandna Jowaheer   A GQL-based inference in non-stationary
                                  BINMA(1) time series . . . . . . . . . . 969--998
                    Jing Lv and   
                Chaohui Guo and   
                        Jibo Wu   Smoothed empirical likelihood inference
                                  via the modified Cholesky decomposition
                                  for quantile varying coefficient models
                                  with longitudinal data . . . . . . . . . 999--1032

TEST
Volume 28, Number 4, December, 2019

               Denis Devaud and   
              Yves Tillé   Deville and Särndal's calibration:
                                  revisiting a 25-years-old successful
                                  optimization problem . . . . . . . . . . 1033--1065
                Phillip S. Kott   Comments on: Deville and Särndal's
                                  Calibration: revisiting a 25-years-old
                                  successful optimization problem  . . . . 1066--1067
                Domingo Morales   Comments on: Deville and Särndal's
                                  Calibration: revisiting a 25-years-old
                                  successful optimization problem  . . . . 1068--1070
     Jean-Francois Beaumont and   
                   J. N. K. Rao   Comments on: Deville and Särndal's
                                  Calibration: revisiting a 25-years-old
                                  successful optimization problem  . . . . 1071--1076
            Maria del Mar Rueda   Comments on: Deville and Särndal's
                                  Calibration: revisiting a 25-years-old
                                  successful optimization problem  . . . . 1077--1081
                Changbao Wu and   
                  Shixiao Zhang   Comments on: Deville and Särndal's
                                  Calibration: revisiting a 25-years-old
                                  successful optimization problem  . . . . 1082--1086
               Denis Devaud and   
              Yves Tillé   Rejoinder on: Deville and Särndal's
                                  calibration: revisiting a 25-year-old
                                  successful optimization problem  . . . . 1087--1091
                    Jia Guo and   
                    Bu Zhou and   
               Jianwei Chen and   
                 Jin-Ting Zhang   An $ \varvec {L}^2 $-norm-based test for
                                  equality of several covariance
                                  functions: a further study . . . . . . . 1092--1112
                    Omer Ozturk   Statistical inference using rank-based
                                  post-stratified samples in a finite
                                  population . . . . . . . . . . . . . . . 1113--1143
                Xuejun Wang and   
                      Yi Wu and   
                     Wei Yu and   
                Wenzhi Yang and   
                       Shuhe Hu   Asymptotics for the linear kernel
                                  quantile estimator . . . . . . . . . . . 1144--1174
            Roberto Colombi and   
               Sabrina Giordano   Likelihood-based tests for a class of
                                  misspecified finite mixture models for
                                  ordinal categorical data . . . . . . . . 1175--1202
        Marta Cousido-Rocha and   
Jacobo de Uña-Álvarez and   
                Jeffrey D. Hart   Testing equality of a large number of
                                  densities under mixing conditions  . . . 1203--1228
           F. Corpas-Burgos and   
        P. Botella-Rocamora and   
         M. A. Martinez-Beneito   On the convenience of heteroscedasticity
                                  in highly multivariate disease mapping   1229--1250
                   Lili Yue and   
                 Gaorong Li and   
                      Heng Lian   Identification and estimation in
                                  quantile varying-coefficient models with
                                  unknown link function  . . . . . . . . . 1251--1275


TEST
Volume 29, Number 1, March, 2020

                    Hang Li and   
       Enrique Del Castillo and   
                  George Runger   On active learning methods for manifold
                                  data . . . . . . . . . . . . . . . . . . 1--33
                    Abhik Ghosh   Comments on: On active learning methods
                                  for manifold data  . . . . . . . . . . . 34--37
     Mostafa Reisi Gahrooei and   
                    Hao Yan and   
                Kamran Paynabar   Comments on: On Active Learning Methods
                                  for Manifold Data  . . . . . . . . . . . 38--41
                    Hang Li and   
       Enrique Del Castillo and   
                  George Runger   Rejoinder on: ``On active learning
                                  methods for manifold data''  . . . . . . 42--49
            Graciela Boente and   
          Daniela Rodriguez and   
                     Pablo Vena   Robust estimators in a generalized
                                  partly linear regression model under
                                  monotony constraints . . . . . . . . . . 50--89
                Ji Hwan Cha and   
              Maxim Finkelstein   Is perfect repair always perfect?  . . . 90--104
             Steffen Betsch and   
                    Bruno Ebner   Testing normality via a distributional
                                  fixed point property in the Stein
                                  characterization . . . . . . . . . . . . 105--138
             Roberta Paroli and   
                 Guido Consonni   Objective Bayesian comparison of
                                  order-constrained models in contingency
                                  tables . . . . . . . . . . . . . . . . . 139--165
          Jan Pablo Burgard and   
María Dolores Esteban and   
            Domingo Morales and   
    Agustín Pérez   A Fay--Herriot model when auxiliary
                                  variables are measured with error  . . . 166--195
          Boris Aleksandrov and   
        Christian H. Weiß   Parameter estimation and diagnostic
                                  tests for INMA(1) processes  . . . . . . 196--232
                    Maryna Prus   Optimal designs in multiple group random
                                  coefficient regression models  . . . . . 233--254
              Jorge Navarro and   
                   Julio Mulero   Comparisons of coherent systems under
                                  the time-transformed exponential model   255--281
                     Li Cai and   
                   Lisha Li and   
                Simin Huang and   
                   Liang Ma and   
                    Lijian Yang   Oracally efficient estimation for dense
                                  functional data with holiday effects . . 282--306

TEST
Volume 29, Number 2, June, 2020

                  Simon N. Wood   Inference and computation with
                                  generalized additive models and their
                                  extensions . . . . . . . . . . . . . . . 307--339
                    Paul Eilers   Comments on: Inference and computation
                                  with Generalized Additive Models and
                                  their extensions . . . . . . . . . . . . 340--342
               Sonja Greven and   
                 Fabian Scheipl   Comments on: Inference and computation
                                  with Generalized Additive Models and
                                  their extensions . . . . . . . . . . . . 343--350
                   Thomas Kneib   Comments on: Inference and computation
                                  with Generalized Additive Models and
                                  their extensions . . . . . . . . . . . . 351--353
                  Simon N. Wood   Rejoinder on: Inference and computation
                                  with Generalized Additive Models and
                                  their extensions . . . . . . . . . . . . 354--358
         Alejandro C. Frery and   
                Juliana Gambini   Comparing samples from the $ \mathcal
                                  {G}^0 $ distribution using a geodesic
                                  distance . . . . . . . . . . . . . . . . 359--378
               Michal Pesta and   
                 Martin Wendler   Nuisance-parameter-free changepoint
                                  detection in non-stationary series . . . 379--408
                     Li Xun and   
                     Li Tao and   
                      Yong Zhou   Estimators of quantile difference
                                  between two samples with length-biased
                                  and right-censored data  . . . . . . . . 409--429
        Ritwik Bhattacharya and   
           Baidya Nath Saha and   
Graceila González Far\'ìas and   
     Narayanaswamy Balakrishnan   Multi-criteria-based optimal
                                  life-testing plans under hybrid
                                  censoring scheme . . . . . . . . . . . . 430--453
        S. G. J. Senarathne and   
             C. C. Drovandi and   
                   J. M. McGree   Bayesian sequential design for Copula
                                  models . . . . . . . . . . . . . . . . . 454--478
               A. Abu-Awwad and   
         V. Maume-Deschamps and   
                    P. Ribereau   Fitting spatial max-mixture processes
                                  with unknown extremal dependence class:
                                  an exploratory analysis tool . . . . . . 479--522
Patrícia L. Espinheira and   
      Alisson de Oliveira Silva   Residual and influence analysis to a
                                  general class of simplex regression  . . 523--552
              Qianqian Wang and   
                 Yanyuan Ma and   
                  Guangren Yang   Locally efficient estimation in
                                  generalized partially linear model with
                                  measurement error in nonlinear function  553--572
                Yongli Sang and   
                   Xin Dang and   
                   Yichuan Zhao   Depth-based weighted jackknife empirical
                                  likelihood for non-smooth $U$-structure
                                  equations  . . . . . . . . . . . . . . . 573--598
Wenceslao González Manteiga and   
    Cédric Heuchenne and   
César Sánchez Sellero and   
             Alessandro Beretta   Goodness-of-fit tests for censored
                                  regression based on artificial data
                                  points . . . . . . . . . . . . . . . . . 599--615

TEST
Volume 29, Number 3, September, 2020

            M. Ekström and   
          S. M. Mirakhmedov and   
           S. Rao Jammalamadaka   A class of asymptotically efficient
                                  estimators based on sample spacings  . . 617--636
                S. Barahona and   
                P. Centella and   
                 A. Simó   Supervised classification of geometrical
                                  objects by integrating currents and
                                  functional data analysis . . . . . . . . 637--660
        Aline B. Tsuyuguchi and   
          Gilberto A. Paula and   
                Michelli Barros   Analysis of correlated
                                  Birnbaum--Saunders data based on
                                  estimating equations . . . . . . . . . . 661--681
M. Dolores Jiménez-Gamero and   
               Sangyeol Lee and   
             Simos G. Meintanis   Goodness-of-fit tests for parametric
                                  specifications of conditionally
                                  heteroscedastic models . . . . . . . . . 682--703
                Arthur Berg and   
           Dimitris Politis and   
                       Hui Zeng   Reduced bias nonparametric lifetime
                                  density and hazard estimation  . . . . . 704--727
  Andrea Meilán-Vila and   
            Jean D. Opsomer and   
              Rosa M. Crujeiras   A goodness-of-fit test for regression
                                  models with spatially correlated errors  728--749
           E. Lázaro and   
                  C. Armero and   
          V. Gómez-Rubio   Approximate Bayesian inference for
                                  mixture cure models  . . . . . . . . . . 750--767
           Candida Geerdens and   
               Paul Janssen and   
            Ingrid Van Keilegom   Goodness-of-fit test for a parametric
                                  survival function with cure fraction . . 768--792
María Dolores Esteban and   
María José Lombardía and   
    Agustín Pérez   Small area estimation of proportions
                                  under area-level compositional mixed
                                  models . . . . . . . . . . . . . . . . . 793--818
               Mariela Sued and   
             Marina Valdora and   
            Víctor Yohai   Robust doubly protected estimators for
                                  quantiles with missing data  . . . . . . 819--843

TEST
Volume 29, Number 4, December, 2020

                Bruno Ebner and   
                  Norbert Henze   Tests for multivariate normality --- a
                                  critical review with emphasis on
                                  weighted $ L^2 $-statistics  . . . . . . 845--892
M. Dolores Jiménez-Gamero   Comments on: Tests for multivariate
                                  normality --- a critical review with
                                  emphasis on weighted $ L^2$-statistics   893--897
             Simos G. Meintanis   Comments on: Tests for multivariate
                                  normality --- a critical review with
                                  emphasis on weighted $ L^2$-statistics   898--902
                Donald Richards   Comments on: Tests for multivariate
                                  normality --- a critical review with
                                  emphasis on weighted $ L^2$-statistics   903--906
Gábor J. Székely and   
                 Maria L. Rizzo   Comments on: Tests for multivariate
                                  normality --- a critical review with
                                  emphasis on weighted $ L^2 $-statistics  907--910
                Bruno Ebner and   
                  Norbert Henze   Rejoinder on: Tests for multivariate
                                  normality --- a critical review with
                                  emphasis on weighted $ L^2$-statistics   911--913
             A. Cholaquidis and   
                 R. Fraiman and   
                        M. Sued   On semi-supervised learning  . . . . . . 914--937
              E. del Barrio and   
                 H. Inouzhe and   
               C. Matrán   On approximate validation of models: a
                                  Kolmogorov--Smirnov-based approach . . . 938--965
                Francesco Bravo   Robust estimation and inference for
                                  general varying coefficient models with
                                  missing observations . . . . . . . . . . 966--988
          Alessio Farcomeni and   
                  Antonio Punzo   Robust model-based clustering with mild
                                  and gross outliers . . . . . . . . . . . 989--1007
               Justin Chown and   
    Cédric Heuchenne and   
            Ingrid Van Keilegom   The nonparametric location-scale mixture
                                  cure model . . . . . . . . . . . . . . . 1008--1028
            Ritwik Bhattacharya   Implementation of compound optimal
                                  design strategy in censored life-testing
                                  experiment . . . . . . . . . . . . . . . 1029--1050
             Guilherme Pumi and   
            Cristine Rauber and   
          Fábio M. Bayer   Kumaraswamy regression model with
                                  Aranda--Ordaz link function  . . . . . . 1051--1071
         Grigoriy Volovskiy and   
                      Udo Kamps   Maximum observed likelihood prediction
                                  of future record values  . . . . . . . . 1072--1097
               Wan-Lun Wang and   
                    Tsung-I Lin   Automated learning of mixtures of factor
                                  analysis models with missing information 1098--1124
           Charles Fontaine and   
             Ron D. Frostig and   
                 Hernando Ombao   Modeling dependence via copula of
                                  functionals of Fourier coefficients  . . 1125--1144


TEST
Volume 30, Number 1, March, 2021

              Arthur Pewsey and   
Eduardo García-Portugués   Recent advances in directional
                                  statistics . . . . . . . . . . . . . . . 1--58
                Kanti V. Mardia   Comments on: Recent advances in
                                  directional statistics . . . . . . . . . 59--63
          Rosa M. Crujeiras and   
          Paula Saavedra-Nieves   Comments on: Recent advances in
                                  directional statistics . . . . . . . . . 64--67
               Janice L. Scealy   Comments on: Recent advances in
                                  directional statistics . . . . . . . . . 68--70
           Stephan F. Huckemann   Comments on: Recent advances in
                                  directional statistics . . . . . . . . . 71--75
              Arthur Pewsey and   
Eduardo García-Portugués   Rejoinder on: Recent advances in
                                  directional statistics . . . . . . . . . 76--82
Manuel Ordóñez Cabrera and   
            Andrew Rosalsky and   
                 Andrei Volodin   On the concept of $B$-statistical
                                  uniform integrability of weighted sums
                                  of random variables and the law of large
                                  numbers with mean convergence in the
                                  statistical sense  . . . . . . . . . . . 83--102
               Joris Mulder and   
            James O. Berger and   
                  M. J. Bayarri   On the prevalence of information
                                  inconsistency in normal linear models    103--132
      Elizabeth D. Schifano and   
              Himchan Jeong and   
                   Dipak K. Dey   Fully and empirical Bayes approaches to
                                  estimating copula-based models for
                                  bivariate mixed outcomes using
                                  Hamiltonian Monte Carlo  . . . . . . . . 133--152
 W. V. Félix de Lima and   
        A. D. C. Nascimento and   
                G. J. A. Amaral   Entropy-based pivotal statistics for
                                  multi-sample problems in planar shape    153--178
              Isabel Molina and   
                    Malay Ghosh   Accounting for dependent informative
                                  sampling in model-based finite
                                  population inference . . . . . . . . . . 179--197
            Helena Ferreira and   
                 Marta Ferreira   Tail dependence and smoothness of time
                                  series . . . . . . . . . . . . . . . . . 198--210
      Félix Belzunce and   
Carolina Martínez-Riquelme and   
            José M. Ruiz   Comparisons of policies based on
                                  relevation and replacement by a new one
                                  unit in reliability  . . . . . . . . . . 211--227
María José Lombardía and   
Esther López-Vizcaíno and   
                 Cristina Rueda   Selection model for domains across time:
                                  application to labour force survey by
                                  economic activities  . . . . . . . . . . 228--254
        Elías Moreno and   
     Carmen Martínez and   
Francisco-José Vázquez-Polo   Objective Bayesian model choice for
                                  non-nested families: the case of the
                                  Poisson and the negative binomial  . . . 255--273
Rafael de Carvalho Ceregatti and   
             Rafael Izbicki and   
     Luis Ernesto Bueno Salasar   WIKS: a general Bayesian nonparametric
                                  index for quantifying differences
                                  between two populations  . . . . . . . . 274--291

TEST
Volume 30, Number 2, June, 2021

                 Lijuan Huo and   
                    Jin Seo Cho   Testing for the sandwich-form covariance
                                  matrix of the quasi-maximum likelihood
                                  estimator  . . . . . . . . . . . . . . . 293--317
           Matthias Eckardt and   
                    Jorge Mateu   Second-order and local characteristics
                                  of network intensity functions . . . . . 318--340
         Guillermo Ferreira and   
                Jorge Mateu and   
              Joel Muñoz   Bootstrapping regression models with
                                  locally stationary disturbances  . . . . 341--363
           Andreia Monteiro and   
             Raquel Menezes and   
            Maria Eduarda Silva   Modelling informative time points: an
                                  evolutionary process approach  . . . . . 364--382
Rebeca Peláez Suárez and   
           Ricardo Cao Abad and   
 Juan M. Vilar Fernández   Probability of default estimation in
                                  credit risk using a nonparametric
                                  approach . . . . . . . . . . . . . . . . 383--405
Rebeca Peláez Suárez and   
           Ricardo Cao Abad and   
 Juan M. Vilar Fernández   Correction to: Probability of default
                                  estimation in credit risk using a
                                  nonparametric approach . . . . . . . . . 406--406
            Anna Dembi'nska and   
            Krzysztof Jasi'nski   Maximum likelihood estimators based on
                                  discrete component lifetimes of a
                                  $k$-out-of-$n$ system  . . . . . . . . . 407--428
                 Yanyuan Ma and   
                Shaoli Wang and   
                     Weixin Yao   Semiparametric mixture regression with
                                  unspecified error distributions  . . . . 429--444
     José J. Quinlan and   
       Fernando A. Quintana and   
                Garritt L. Page   On a class of repulsive mixture models   445--461
          Alessio Farcomeni and   
              Monia Ranalli and   
                   Sara Viviani   Dimension reduction for longitudinal
                                  multivariate data by optimizing class
                                  separation of projected latent Markov
                                  models . . . . . . . . . . . . . . . . . 462--480
                Silvia Novo and   
      Germán Aneiros and   
                  Philippe Vieu   Sparse semiparametric regression when
                                  predictors are mixture of functional and
                                  high-dimensional variables . . . . . . . 481--504
            Geurt Jongbloed and   
      Kimberly S. McGarrity and   
                   Jilt Sietsma   Smooth estimation of size distributions
                                  in an oriented cylinder model  . . . . . 505--526
María Dolores Esteban and   
María José Lombardía and   
    Agustín Pérez   Correction to: Small area estimation of
                                  proportions under area-level
                                  compositional mixed models . . . . . . . 527--528

TEST
Volume 30, Number 3, September, 2021

          Mohammad Ghorbani and   
              Ottmar Cronie and   
                         Jun Yu   Functional marked point processes: a
                                  natural structure to unify
                                  spatio-temporal frameworks and to
                                  analyse dependent functional data  . . . 529--568
                   Rong Liu and   
                   Yichuan Zhao   Empirical likelihood inference for
                                  generalized additive partially linear
                                  models . . . . . . . . . . . . . . . . . 569--585
            Philip A. White and   
                Alan E. Gelfand   Multivariate functional data modeling
                                  with time-varying clustering . . . . . . 586--602
       Zdenek Hlávka and   
       Marie Husková and   
             Simos G. Meintanis   Testing serial independence with
                                  functional data  . . . . . . . . . . . . 603--629
               Carlo Sguera and   
      Sara López-Pintado   A notion of depth for sparse functional
                                  data . . . . . . . . . . . . . . . . . . 630--649
  Andrea Meilán-Vila and   
Mario Francisco-Fernández and   
                 Agnese Panzera   Nonparametric multiple regression
                                  estimation for circular response . . . . 650--672
                Xiaohui Liu and   
                Yuanyuan Li and   
                   Jiming Jiang   Simple measures of uncertainty for model
                                  selection  . . . . . . . . . . . . . . . 673--692
                Kevin Burke and   
               Valentin Patilea   A likelihood-based approach for cure
                                  regression models  . . . . . . . . . . . 693--712
             Stefano Cabras and   
María Eugenia Castellanos and   
                 Oliver Ratmann   Goodness of fit for models with
                                  intractable likelihood . . . . . . . . . 713--736
               Tingting Cui and   
               Pengfei Wang and   
                   Wensheng Zhu   Covariate-adjusted multiple testing in
                                  genome-wide association studies via
                                  factorial hidden Markov models . . . . . 737--757
            Andrea Bergesio and   
María Eugenia Szretter Noste and   
         Víctor J. Yohai   A robust proposal of estimation for the
                                  sufficient dimension reduction problem   758--783
       Niels Lundtorp Olsen and   
               Alessia Pini and   
                 Simone Vantini   False discovery rate for functional data 784--809

TEST
Volume 30, Number 4, December, 2021

          Shakhawat Hossain and   
                      Le An Lac   Optimal shrinkage estimations in
                                  partially linear single-index models for
                                  binary longitudinal data . . . . . . . . 811--835
         Galatia Cleanthous and   
               Emilio Porcu and   
                   Philip White   Regularity and approximation of Gaussian
                                  random fields evolving temporally over
                                  compact two-point homogeneous spaces . . 836--860
              Laura Borrajo and   
                    Ricardo Cao   Nonparametric estimation for
                                  big-but-biased data  . . . . . . . . . . 861--883
             Laurent Gardes and   
         Stéphane Girard   On the estimation of the variability in
                                  the distribution tail  . . . . . . . . . 884--907
         P. Navarro-Esteban and   
          J. A. Cuesta-Albertos   High-dimensional outlier detection using
                                  random projections . . . . . . . . . . . 908--934
          Giovanni Saraceno and   
            Claudio Agostinelli   Robust multivariate estimation based on
                                  statistical depth filters  . . . . . . . 935--959
              Marc Ditzhaus and   
               Roland Fried and   
                   Markus Pauly   QANOVA: quantile-based permutation
                                  methods for general factorial designs    960--979
                Nick Kloodt and   
           Natalie Neumeyer and   
            Ingrid Van Keilegom   Specification testing in semi-parametric
                                  transformation models  . . . . . . . . . 980--1003
             Fritjof Freise and   
      Ulrike Graßhoff and   
                 Rainer Schwabe   $D$-optimal designs for Poisson
                                  regression with synergetic interaction
                                  effect . . . . . . . . . . . . . . . . . 1004--1025
          Maxim Finkelstein and   
                    Ji Hwan Cha   On degradation-based imperfect repair
                                  and induced generalized renewal
                                  processes  . . . . . . . . . . . . . . . 1026--1045
 Jonatan A. González and   
Bernardo M. Lagos-Álvarez and   
                    Jorge Mateu   Two-way layout factorial experiments of
                                  spatial point pattern responses in
                                  mineral flotation  . . . . . . . . . . . 1046--1075
Manuel Ordóñez Cabrera and   
            Andrew Rosalsky and   
                 Andrei Volodin   Correction to: On the concept of
                                  $B$-statistical uniform integrability of
                                  weighted sums of random variables and
                                  the law of large numbers with mean
                                  convergence in the statistical sense . . 1076--1077


TEST
Volume 31, Number 1, March, 2022

M. D. Jiménez-Gamero and   
           M. Cousido-Rocha and   
F. Jiménez-Jiménez   Testing the equality of a large number
                                  of populations . . . . . . . . . . . . . 1--21
               Wan-Lun Wang and   
                    Tsung-I Lin   Robust clustering of multiply censored
                                  data via mixtures of $t$ factor
                                  analyzers  . . . . . . . . . . . . . . . 22--53
                       Zhu Wang   MM for penalized estimation  . . . . . . 54--75
               Jiming Jiang and   
                 Mahmoud Torabi   Goodness-of-fit test with a robustness
                                  feature  . . . . . . . . . . . . . . . . 76--100
         Shonosuke Sugasawa and   
            Kosuke Morikawa and   
               Keisuke Takahata   Bayesian semiparametric modeling of
                                  response mechanism for nonignorable
                                  missing data . . . . . . . . . . . . . . 101--117
                    Abhik Ghosh   Robust parametric inference for finite
                                  Markov chains  . . . . . . . . . . . . . 118--147
                    Zhigen Zhao   Where to find needles in a haystack? . . 148--174
María P. Frías and   
       Antoni Torres-Signes and   
                    Jorge Mateu   Spatial Cox processes in an
                                  infinite-dimensional framework . . . . . 175--203
          Jan Pablo Burgard and   
              Joscha Krause and   
                Domingo Morales   A measurement error Rao--Yu model for
                                  regional prevalence estimation over time
                                  using uncertain data obtained from
                                  dependent survey estimates . . . . . . . 204--234
 Alessandro Baldi Antognini and   
              Marco Novelli and   
             Maroussa Zagoraiou   A new inferential approach for
                                  response-adaptive clinical trials: the
                                  variance-stabilized bootstrap  . . . . . 235--254
                  Siwei Xia and   
                Yuehan Yang and   
                        Hu Yang   Sparse Laplacian Shrinkage with the
                                  Graphical Lasso Estimator for Regression
                                  Problems . . . . . . . . . . . . . . . . 255--277
        Elías Moreno and   
         Carmen Martínez   Bayesian and frequentist evidence in
                                  one-sided hypothesis testing . . . . . . 278--297

TEST
Volume 31, Number 2, June, 2022

              David Atienza and   
     Pedro Larrañaga and   
                  Concha Bielza   Hybrid semiparametric Bayesian networks  299--327
                  Marco Scutari   Comments on: Hybrid semiparametric
                                  Bayesian networks  . . . . . . . . . . . 328--330
        Antonio Salmerón   Comments on: Hybrid semiparametric
                                  Bayesian networks  . . . . . . . . . . . 331--334
                Stefan Sperlich   Comments on: Hybrid semiparametric
                                  Bayesian networks  . . . . . . . . . . . 335--339
           Serafín Moral   Comments on: Hybrid semiparametric
                                  Bayesian networks  . . . . . . . . . . . 340--343
              David Atienza and   
     Pedro Larrañaga and   
                  Concha Bielza   Rejoinder on: Hybrid semiparametric
                                  Bayesian networks  . . . . . . . . . . . 344--347
                   Jun Wang and   
              Dianpeng Wang and   
                     Yubin Tian   Multidimensional specification test
                                  based on non-stationary time series  . . 348--372
             Ioannis Kalogridis   Asymptotics for M-type smoothing splines
                                  with non-smooth objective functions  . . 373--389
             Tzviel Frostig and   
                 Yoav Benjamini   Testing the equality of multivariate
                                  means when $ p > n $ by combining the
                                  Hotelling and Simes tests  . . . . . . . 390--415
Alberto Rodríguez-Casal and   
          Paula Saavedra-Nieves   Spatial distribution of invasive
                                  species: an extent of occurrence
                                  approach . . . . . . . . . . . . . . . . 416--441
Alberto Rodríguez-Casal and   
          Paula Saavedra-Nieves   Correction to: Spatial distribution of
                                  invasive species: an extent of
                                  occurrence approach  . . . . . . . . . . 442--442
                 Rong Jiang and   
                   Mengxian Sun   Single-index composite quantile
                                  regression for ultra-high-dimensional
                                  data . . . . . . . . . . . . . . . . . . 443--460
           Marija Cupari\'c and   
             Bojana Milosevi\'c   New characterization-based
                                  exponentiality tests for randomly
                                  censored data  . . . . . . . . . . . . . 461--487
              Norbert Henze and   
  Pierre Lafaye De Micheaux and   
             Simos G. Meintanis   Tests for circular symmetry of
                                  complex-valued random vectors  . . . . . 488--518
              James Cameron and   
                 Pramita Bagchi   A test for heteroscedasticity in
                                  functional linear models . . . . . . . . 519--542
            Franco Pellerey and   
                  Jorge Navarro   Stochastic monotonicity of dependent
                                  variables given their sum  . . . . . . . 543--561

TEST
Volume 31, Number 3, September, 2022

              Ana M. Bianco and   
            Graciela Boente and   
                  Gonzalo Chebi   Penalized robust estimators in sparse
                                  logistic regression  . . . . . . . . . . 563--594
                 Shogo Kato and   
              Arthur Pewsey and   
                    M. C. Jones   Tractable circula densities from Fourier
                                  series . . . . . . . . . . . . . . . . . 595--618
Ramón Ferri-Garc\'ìa and   
Jean-François Beaumont and   
                 Keven Bosa and   
          Joanne Charlebois and   
                    Kenneth Chu   Weight smoothing for nonprobability
                                  surveys  . . . . . . . . . . . . . . . . 619--643
          Moreno Bevilacqua and   
Christian Caamaño-Carrillo and   
 Reinaldo B. Arellano-Valle and   
            Camilo Gómez   A class of random fields with two-piece
                                  marginal distributions for modeling
                                  point-referenced data with spatial
                                  outliers . . . . . . . . . . . . . . . . 644--674
           Roberto Baragona and   
        Francesco Battaglia and   
                Domenico Cucina   Data-driven portmanteau tests for time
                                  series . . . . . . . . . . . . . . . . . 675--698
         Luis Nieto-Barajas and   
Eduardo Gutiérrez-Peña   General dependence structures for some
                                  models based on exponential families
                                  with quadratic variance functions  . . . 699--716
                Carlos Tenreiro   On automatic kernel density
                                  estimate-based tests for goodness-of-fit 717--748
              Marc Ditzhaus and   
                 Daniel Gaigall   Testing marginal homogeneity in Hilbert
                                  spaces with applications to stock market
                                  returns  . . . . . . . . . . . . . . . . 749--770
            D. Vélez and   
         M. E. Pérez and   
                 L. R. Pericchi   Increasing the replicability for linear
                                  models via adaptive significance levels  771--789
        Marcelo Bourguignon and   
      Rodrigo M. R. de Medeiros   A simple and useful regression model for
                                  fitting count data . . . . . . . . . . . 790--827
                 Rosaria Simone   On finite mixtures of Discretized Beta
                                  model for ordered responses  . . . . . . 828--855
                   Juan Baz and   
        Irene D\'ìaz and   
              Susana Montes and   
Raúl Pérez-Fernández   Some results on the Gaussian Markov
                                  Random Field construction problem based
                                  on the use of invariant subgraphs  . . . 856--874
           Matthias Eckardt and   
                    Jorge Mateu   Correction to: Second-order and local
                                  characteristics of network intensity
                                  functions  . . . . . . . . . . . . . . . 875--876
           Carlos A. Coelho and   
                   Anuradha Roy   Correction to: Testing the hypothesis of
                                  a block compound symmetric covariance
                                  matrix for elliptically contoured
                                  distributions  . . . . . . . . . . . . . 877--878

TEST
Volume 31, Number 4, December, 2022

              Jorge Navarro and   
            Franco Pellerey and   
                   Julio Mulero   On sums of dependent random lifetimes
                                  under the time-transformed exponential
                                  model  . . . . . . . . . . . . . . . . . 879--900
            Barry C. Arnold and   
             Tomasz Rychlik and   
           Magdalena Szymkowiak   Preservation of distributional
                                  properties of component lifetimes by
                                  system lifetimes . . . . . . . . . . . . 901--930
         Jone Ascorbebeitia and   
               Eva Ferreira and   
                     Susan Orbe   Testing conditional multivariate rank
                                  correlations: the effect of
                                  institutional quality on factors
                                  influencing competitiveness  . . . . . . 931--949
                   Vahe Avagyan   Precision matrix estimation using
                                  penalized Generalized Sylvester matrix
                                  equation . . . . . . . . . . . . . . . . 950--967
                  Kaida Cai and   
                   Hua Shen and   
                      Xuewen Lu   Adaptive bi-level variable selection for
                                  multivariate failure time model with a
                                  diverging number of covariates . . . . . 968--993
              Dheeraj Goyal and   
            Nil Kamal Hazra and   
              Maxim Finkelstein   On the general $ \delta $-shock model    994--1029
                 Jiawei Hou and   
                   Yunquan Song   Interquantile shrinkage in spatial
                                  additive autoregressive models . . . . . 1030--1057
          Maxim Finkelstein and   
                    Ji Hwan Cha   Reducing degradation and age of items in
                                  imperfect repair modeling  . . . . . . . 1058--1081
Lluís Bermúdez and   
                Dimitris Karlis   Copula-based bivariate finite mixture
                                  regression models with an application
                                  for insurance claim count data . . . . . 1082--1099
                  Kun Huang and   
                Sijie Zheng and   
                    Lijian Yang   Inference for dependent error functional
                                  data with application to event-related
                                  potentials . . . . . . . . . . . . . . . 1100--1120
               Alexander Ly and   
           Eric-Jan Wagenmakers   Bayes factors for peri-null hypotheses   1121--1142
              Isabel Molina and   
                Paul Corral and   
                    Minh Nguyen   Estimation of poverty and inequality in
                                  small areas: review and discussion . . . 1143--1166
         Jone Ascorbebeitia and   
               Eva Ferreira and   
                     Susan Orbe   Correction to: Testing conditional
                                  multivariate rank correlations: the
                                  effect of institutional quality on
                                  factors influencing competitiveness  . . 1167--1167


TEST
Volume 32, Number 1, March, 2023

        Mamadou Lamine Diop and   
                 William Kengne   A general procedure for change-point
                                  detection in multivariate time series    1--33
                   Yao Kang and   
                Shuhui Wang and   
                 Dehui Wang and   
                     Fukang Zhu   Analysis of zero-and-one inflated
                                  bounded count time series with
                                  applications to climate and crime data   34--73
         Lê V\uan Th\`anh   On a new concept of stochastic
                                  domination and the laws of large numbers 74--106
             Pedro Delicado and   
             Daniel Peña   Understanding complex predictive models
                                  with ghost variables . . . . . . . . . . 107--145
                 Jad Beyhum and   
            Ingrid Van Keilegom   Robust censored regression with $
                                  \ell_1$-norm regularization  . . . . . . 146--162
                Yuichi Goto and   
             Koichi Arakaki and   
                    Yan Liu and   
             Masanobu Taniguchi   Homogeneity tests for one-way models
                                  with dependent errors under correlated
                                  groups . . . . . . . . . . . . . . . . . 163--183
             Jakob Peterlin and   
              Natasa Kejzar and   
                     Rok Blagus   Correct specification of design matrices
                                  in linear mixed effects models: tests
                                  with graphical representation  . . . . . 184--210
                Rahul Singh and   
                   Neeraj Misra   Some parametric tests based on sample
                                  spacings . . . . . . . . . . . . . . . . 211--231
                 Junmin Liu and   
                   Deli Zhu and   
                  Luoyao Yu and   
                      Xuehu Zhu   Specification testing of partially
                                  linear single-index models: a groupwise
                                  dimension reduction-based
                                  adaptive-to-model approach . . . . . . . 232--262
                 Ying C. MacNab   On coregionalized multivariate Gaussian
                                  Markov random fields: construction,
                                  parameterization, and Bayesian
                                  estimation and inference . . . . . . . . 263--293
              Qingying Zong and   
            Jonathan R. Bradley   Criterion constrained Bayesian
                                  hierarchical models  . . . . . . . . . . 294--320
  José R. Berrendero and   
       Beatriz Bueno-Larraz and   
                 Antonio Cuevas   On functional logistic regression: some
                                  conceptual issues  . . . . . . . . . . . 321--349
Gustavo Alexis Sabillón and   
Luiz Gabriel Fernandes Cotrim and   
      Daiane Aparecida Zuanetti   A data-driven reversible jump for
                                  estimating a finite mixture of
                                  regression models  . . . . . . . . . . . 350--369
                 WenWu Wang and   
                        Ping Yu   Nonequivalence of two
                                  least-absolute-deviation estimators for
                                  mediation effects  . . . . . . . . . . . 370--387
           Youssef Anzarmou and   
           Abdallah Mkhadri and   
                Karim Oualkacha   Sparse overlapped linear discriminant
                                  analysis . . . . . . . . . . . . . . . . 388--417
       Inés Barbeito and   
                Ricardo Cao and   
                Stefan Sperlich   Bandwidth selection for statistical
                                  matching and prediction  . . . . . . . . 418--446
                  Jiayu Lai and   
                Xiaoyi Wang and   
                 Kaige Zhao and   
                  Shurong Zheng   Block-diagonal test for high-dimensional
                                  covariance matrices  . . . . . . . . . . 447--466

TEST
Volume 32, Number 2, June, 2023

     Ana López-Cheda and   
               Yingwei Peng and   
María Amalia Jácome   Nonparametric estimation in mixture cure
                                  models with covariates . . . . . . . . . 467--495
                     Bo Han and   
                 Xiaoguang Wang   Comments on: Nonparametric estimation in
                                  mixture cure models with covariates  . . 496--498
                    Ricardo Cao   Comments on: Nonparametric estimation in
                                  mixture cure models with covariates  . . 499--505
               Philippe Lambert   Comments on: Nonparametric estimation in
                                  mixture cure models with covariates  . . 506--509
César Sánchez-Sellero and   
Wenceslao González-Manteiga   Comments on: Nonparametric estimation in
                                  mixture cure models with covariates  . . 510--512
     Ana López-Cheda and   
               Yingwei Peng and   
María Amalia Jácome   Rejoinder on: Nonparametric estimation
                                  in mixture cure models with covariates   513--520
                      Lu Li and   
                    Kai Tan and   
         Xuerong Meggie Wen and   
                        Zhou Yu   Variable-dependent partial dimension
                                  reduction  . . . . . . . . . . . . . . . 521--541
          Diego Battagliese and   
              Clara Grazian and   
              Brunero Liseo and   
                Cristiano Villa   Copula modelling with penalized
                                  complexity priors: the bivariate case    542--565
              Roxana A. Ion and   
       Chris A. J. Klaassen and   
        Edwin R. van den Heuvel   Sharp inequalities of Bienaymé--Chebyshev
                                  and Gauß type for possibly asymmetric
                                  intervals around the mean  . . . . . . . 566--601
                Zijuan Chen and   
                    Suojin Wang   Inferences for extended partially linear
                                  single-index models  . . . . . . . . . . 602--622
           Jorge G. Adrover and   
               Stella M. Donato   Aspects of robust canonical correlation
                                  analysis, principal components and
                                  association  . . . . . . . . . . . . . . 623--650
Mar\'ìa Dolores Esteban and   
Mar\'ìa José Lombard\'ìa and   
Esther López-Vizca\'ìno and   
            Domingo Morales and   
  Agust\'ìn Pérez   Small area estimation of average
                                  compositions under multivariate nested
                                  error regression models  . . . . . . . . 651--676
               Roy Cerqueti and   
                   Claudio Lupi   Severe testing of Benford's law  . . . . 677--694
       Wagner Barreto-Souza and   
               Sokol Ndreca and   
           Rodrigo B. Silva and   
              Roger W. C. Silva   Non-linear INAR(1) processes under an
                                  alternative geometric thinning operator  695--725
                     Lu Lin and   
                        Feng Li   Global debiased DC estimations for
                                  biased estimators via pro forma
                                  regression . . . . . . . . . . . . . . . 726--758
         Ricardo C. Pedroso and   
        Rosangela H. Loschi and   
Fernando Andrés Quintana   Multipartition model for multiple change
                                  point identification . . . . . . . . . . 759--783

TEST
Volume 32, Number 3, September, 2023

                 Xiumin Liu and   
                     Lu Niu and   
                   Junlong Zhao   Statistical inference on the
                                  significance of rows and columns for
                                  matrix-valued data in an additive model  785--828
            Lorenzo Tedesco and   
            Ingrid Van Keilegom   Comparison of quantile regression curves
                                  with censored data . . . . . . . . . . . 829--864
             Jiandong Zhang and   
                   Yiying Zhang   Stochastic comparisons of relevation
                                  allocation policies in coherent systems  865--907
Laura Freijeiro-González and   
       Manuel Febrero-Bande and   
Wenceslao González-Manteiga   Novel specification tests for
                                  synchronous additive concurrent model
                                  formulation based on martingale
                                  difference divergence  . . . . . . . . . 908--941
             A. Cholaquidis and   
                 R. Fraiman and   
                      L. Moreno   Level sets of depth measures in abstract
                                  spaces . . . . . . . . . . . . . . . . . 942--957
Yacouba Boubacar Ma\"\inassara and   
                     Eugen Ursu   Estimating weak periodic vector
                                  autoregressive time series . . . . . . . 958--997
              Dae Woong Ham and   
                      Jiaze Qiu   Hypothesis testing in adaptively sampled
                                  data: ART to maximize power beyond \em
                                  iid sampling . . . . . . . . . . . . . . 998--1037
                    Murat Ozkut   Reliability and optimal replacement
                                  policy for a generalized mixed shock
                                  model  . . . . . . . . . . . . . . . . . 1038--1054
         Ioannis Kalogridis and   
            Gerda Claeskens and   
               Stefan Van Aelst   Robust and efficient estimation of
                                  nonparametric generalized linear models  1055--1078
              Dheeraj Goyal and   
            Nil Kamal Hazra and   
              Maxim Finkelstein   A general class of shock models with
                                  dependent inter-arrival times  . . . . . 1079--1105
       Federico Ferraccioli and   
          Laura M. Sangalli and   
                    Livio Finos   Nonparametric tests for semiparametric
                                  regression models  . . . . . . . . . . . 1106--1130
Laura Freijeiro-González and   
       Manuel Febrero-Bande and   
Wenceslao González-Manteiga   Correction: Novel specification tests
                                  for synchronous additive concurrent
                                  model formulation based on martingale
                                  difference divergence  . . . . . . . . . 1131--1131
Yacouba Boubacar Ma\"\inassara and   
                     Eugen Ursu   Correction: Estimating weak periodic
                                  vector autoregressive time series  . . . 1132--1133

TEST
Volume 32, Number 4, December, 2023

                T. Tony Cai and   
                 Zijian Guo and   
                        Yin Xia   Statistical inference and large-scale
                                  multiple testing for high-dimensional
                                  regression models  . . . . . . . . . . . 1135--1171
                    Ye Tian and   
                      Yang Feng   Comments on: Statistical inference and
                                  large-scale multiple testing for
                                  high-dimensional regression models . . . 1172--1176
            Gerda Claeskens and   
                 Maarten Jansen   Comments on: Statistical inference and
                                  large-scale multiple testing for
                                  high-dimensional regression models . . . 1177--1179
                  Ya'acov Ritov   Comments on: Statistical inference and
                                  large-scale multiple testing for
                                  high-dimensional regression models . . . 1180--1183
Jacobo de Uña-Álvarez   Comments on: Statistical inference and
                                  large-scale multiple testing for
                                  high-dimensional regression models . . . 1184--1186
                T. Tony Cai and   
                 Zijian Guo and   
                        Yin Xia   Rejoinder on: Statistical inference and
                                  large-scale multiple testing for
                                  high-dimensional regression models . . . 1187--1194
             Nisreen Shamma and   
       Mehrnaz Mohammadpour and   
             Masoumeh Shirozhan   A threshold modeling for nonlinear time
                                  series of counts: application to
                                  COVID-19 data  . . . . . . . . . . . . . 1195--1229
                Zhaohan Hou and   
                     Wei Ma and   
                       Lei Wang   Sparse and debiased lasso estimation and
                                  inference for high-dimensional composite
                                  quantile regression with distributed
                                  data . . . . . . . . . . . . . . . . . . 1230--1250
José E. Chacón and   
Javier Fernández Serrano   Bump hunting through density curvature
                                  features . . . . . . . . . . . . . . . . 1251--1275
  Basitha K. Hewa Wellalage and   
             Igor Volobouev and   
          A. Alexandre Trindade   High-order asymptotic approximations for
                                  improved inference under exceptionally
                                  low false positive error rates . . . . . 1276--1306
              Jorge Navarro and   
            Jorge M. Arevalillo   On connections between skewed, weighted
                                  and distorted distributions:
                                  applications to model extreme value
                                  distributions  . . . . . . . . . . . . . 1307--1335
             Fulvia Pennoni and   
            Leonard J. Paas and   
           Francesco Bartolucci   A causal hidden Markov model for
                                  assessing effects of multiple direct
                                  mail campaigns . . . . . . . . . . . . . 1336--1364
      Marie Perrot-Dock\`es and   
           Gilles Blanchard and   
             Pierre Neuvial and   
                Etienne Roquain   Selective inference for false discovery
                                  proportion in a hidden Markov model  . . 1365--1391
Mihaela-Catalina Anastasiade-Guinand and   
                Alina Matei and   
              Yves Tillé   Gender wage difference estimation at
                                  quantile levels using sample survey data 1392--1433
              Anjana Mondal and   
              Paavo Sattler and   
                   Somesh Kumar   Testing for trend in two-way crossed
                                  effects model under heteroscedasticity   1434--1458
      Ma\lgorzata Laz\kecka and   
       Bartosz Ko\lodziejek and   
                 Jan Mielniczuk   Analysis of conditional randomisation
                                  and permutation schemes with application
                                  to conditional independence testing  . . 1459--1478
             Lucio Barabesi and   
             Andrea Cerioli and   
                Marco Di Marzio   Statistical models and the Benford
                                  hypothesis: a unified framework  . . . . 1479--1507
Alberto Fernández-de-Marcos and   
Eduardo García-Portugués   On new omnibus tests of uniformity on
                                  the hypersphere  . . . . . . . . . . . . 1508--1529


TEST
Volume 33, Number 1, March, 2024

                 Yuexuan Wu and   
                 Chao Huang and   
                Anuj Srivastava   Shape-based functional data analysis . . 1--47
        Almond Stöcker and   
                Lisa Steyer and   
                   Sonja Greven   Comments on: Shape-based functional data
                                  analysis . . . . . . . . . . . . . . . . 48--58
                  Ian L. Dryden   Comments on: Shape-based functional data
                                  analysis . . . . . . . . . . . . . . . . 59--61
                 Pedro Delicado   Comments on: Shape-based functional data
                                  analysis . . . . . . . . . . . . . . . . 62--65
              J. E. Borgert and   
                   J. S. Marron   Comments on: Shape-based functional data
                                  analysis . . . . . . . . . . . . . . . . 66--70
           Lajos Horváth   Comments on: Shape-based functional data
                                  analysis by Wu, Huang and Srivastava . . 71--72
                 Yuexuan Wu and   
                 Chao Huang and   
                Anuj Srivastava   Rejoinder on: Shape-based functional
                                  data analysis  . . . . . . . . . . . . . 73--80
M. D. Jiménez-Gamero and   
J. de Uña-Álvarez   Testing Poissonity of a large number of
                                  populations  . . . . . . . . . . . . . . 81--105
               Rahul Ghosal and   
                    Arnab Maity   Variable selection in function-on-scalar
                                  single-index model via the alternating
                                  direction method of multipliers  . . . . 106--126
               Samuel Pawel and   
              Frederik Aust and   
              Leonhard Held and   
           Eric-Jan Wagenmakers   Power priors for replication studies . . 127--154
                    Mingao Yuan   On the Randi\'c index and its variants
                                  of network data  . . . . . . . . . . . . 155--179
      Alejandro Cholaquidis and   
            Ricardo Fraiman and   
            Leonardo Moreno and   
   Beatriz Pateiro-López   Statistical analysis of measures of
                                  non-convexity  . . . . . . . . . . . . . 180--203
             Guilherme Pumi and   
     Taiane Schaedler Prass and   
      Cleiton Guollo Taufemback   Unit-Weibull autoregressive moving
                                  average models . . . . . . . . . . . . . 204--229
             Yuri Goegebeur and   
            Armelle Guillou and   
                       Jing Qin   Conditional tail moment and reinsurance
                                  premium estimation under random right
                                  censoring  . . . . . . . . . . . . . . . 230--250
                   Min Wang and   
                  Keying Ye and   
                      Zifei Han   Bayesian analysis of testing general
                                  hypotheses in linear models with
                                  spherically symmetric errors . . . . . . 251--270
             Emilia Siviero and   
             Emilie Chautru and   
Stephan Clémençon   A statistical learning view of simple
                                  Kriging  . . . . . . . . . . . . . . . . 271--296
             Kewin P\kaczek and   
              Damian Jelito and   
              Marcin Pitera and   
        Agnieszka Wy\loma\'nska   Estimation of stability index for
                                  symmetric $ \alpha $-stable distribution
                                  using quantile conditional variance
                                  ratios . . . . . . . . . . . . . . . . . 297--334
       Jorge Castillo-Mateo and   
            Alan E. Gelfand and   
   Jesús Asín and   
      Ana C. Cebrián and   
          Jesús Abaurrea   Bayesian joint quantile autoregression   335--357
             Guilherme Pumi and   
     Taiane Schaedler Prass and   
      Cleiton Guollo Taufemback   Publisher Correction: Unit-Weibull
                                  autoregressive moving average models . . 358--359

TEST
Volume 33, Number 2, June, 2024

                  Xinmin Li and   
               Haozhe Liang and   
       Wolfgang Härdle and   
                      Hua Liang   Model checking for generalized partially
                                  linear models  . . . . . . . . . . . . . 361--378
            Ricardo Fraiman and   
            Leonardo Moreno and   
                Thomas Ransford   Application of the Cramér--Wold theorem
                                  to testing for invariance under group
                                  actions  . . . . . . . . . . . . . . . . 379--399
          B. Cooper Boniece and   
       Lajos Horváth and   
                Peter M. Jacobs   Change point detection in high
                                  dimensional data with $U$-statistics . . 400--452
               Nicola Loperfido   Tensor eigenvectors for projection
                                  pursuit  . . . . . . . . . . . . . . . . 453--472
             Gilles Crommen and   
                 Jad Beyhum and   
            Ingrid Van Keilegom   An instrumental variable approach under
                                  dependent censoring  . . . . . . . . . . 473--495
              Paavo Sattler and   
                   Markus Pauly   Testing hypotheses about correlation
                                  matrices in general MANOVA designs . . . 496--516
         Simos G. Meintanis and   
              John P. Nolan and   
                Charl Pretorius   Specification procedures for
                                  multivariate stable-Paretian laws for
                                  independent and for conditionally
                                  heteroskedastic data . . . . . . . . . . 517--539
              Armine Bagyan and   
                Donald Richards   Complete asymptotic expansions and the
                                  high-dimensional Bingham distributions   540--563
Diana P. Ovalle-Muñoz and   
         M. Dolores Ruiz-Medina   LRD spectral analysis of multifractional
                                  functional time series on manifolds  . . 564--588
          Nikola Surjanovic and   
        Richard A. Lockhart and   
              Thomas M. Loughin   A generalized Hosmer--Lemeshow
                                  goodness-of-fit test for a family of
                                  generalized linear models  . . . . . . . 589--608
                Mai Ghannam and   
Sévérien Nkurunziza   Change-point detection in a tensor
                                  regression model . . . . . . . . . . . . 609--630
Diana P. Ovalle-Muñoz and   
         M. Dolores Ruiz-Medina   Correction to: LRD spectral analysis of
                                  multifractional functional time series
                                  on manifolds . . . . . . . . . . . . . . 631--631