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IDR 2019

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

Artículos publicados en 2017

Total de citas: 40 ( 40 internacionales)

Artículo citado Citas recibidas
High-dimensional simultaneous inference with the bootstrap (2017) Vol. 26 Núm. 4 Pág. 685-719 6
Log-symmetric regression models under the presence of non-informative left- or right-censored observations (2017) Vol. 26 Núm. 2 Pág. 405-428 4
The DDG-classifier in the functional setting (2017) Vol. 26 Núm. 1 Pág. 119-142 4
Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components (2017) Vol. 26 Núm. 4 Pág. 822-846 3
Strong laws for weighted sums of ψ-mixing random variables and applications in errors-in-variables regression models (2017) Vol. 26 Núm. 3 Pág. 600-617 3
An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion (2017) Vol. 26 Núm. 4 Pág. 847-868 2
Fast estimation of the median covariation matrix with application to online robust principal components analysis (2017) Vol. 26 Núm. 3 Pág. 461-480 2
Distribution-free tests for sparse heterogeneous mixtures (2017) Vol. 26 Núm. 1 Pág. 71-94 2
Regression models with correlated errors based on functional random design (2017) Vol. 26 Núm. 1 Pág. 1-21 2
Optimal approximate designs for comparison with control in dose-escalation studies (2017) Vol. 26 Núm. 3 Pág. 638-660 2
Honest confidence regions and optimality in high-dimensional precision matrix estimation (2017) Vol. 26 Núm. 1 Pág. 143-162 1
Nonparametric latency estimation for mixture cure models (2017) Vol. 26 Núm. 2 Pág. 353-376 1
Dating multiple change points in the correlation matrix (2017) Vol. 26 Núm. 2 Pág. 331-352 1
Sure screening by ranking the canonical correlations (2017) Vol. 26 Núm. 1 Pág. 46-70 1
Jump-detection-based estimation in time-varying coefficient models and empirical applications (2017) Vol. 26 Núm. 3 Pág. 574-599 1
Robust asymptotic tests for the equality of multivariate coefficients of variation (2017) Vol. 26 Núm. 1 Pág. 163-187 1
Bias-corrected and robust estimation of the bivariate stable tail dependence function (2017) Vol. 26 Núm. 2 Pág. 284-307 1
Quadratic forms of the empirical processes for the two-sample problem for functional data (2017) Vol. 26 Núm. 3 Pág. 503-526 1
Shape testing in varying coefficient models (2017) Vol. 26 Núm. 2 Pág. 429-450 1
Erratum to: Beta autoregressive moving average models (2017) Vol. 26 Núm. 2 Pág. 451-459 1