# Springer

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

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### 2007, Volume 16, Issue 1

### 2006, Volume 15, Issue 2

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

### 2006, Volume 15, Issue 1

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

### 2005, Volume 14, Issue 2

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

### 2005, Volume 14, Issue 1

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

### 2004, Volume 13, Issue 2

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

### 2004, Volume 13, Issue 1

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

### 2003, Volume 12, Issue 2

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

### 2003, Volume 12, Issue 1

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

### 2002, Volume 11, Issue 2

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

### 2002, Volume 11, Issue 1

**7-54 Skewed multivariate models related to hidden truncation and/or selective reporting***by*Barry Arnold & Robert Beaver & A. Azzalini & N. Balakrishnan & A. Bhaumik & D. Dey & C. Cuadras & J. Sarabia & Barry Arnold & Robert Beaver**55-71 On inference for threshold autoregressive models***by*Osnat Stramer & Yu-Jau Lin**73-88 Optimal cluster selection probabilities to estimate the finite population distribution function under PPS cluster sampling***by*José Mayor**89-107 Goodnes-of-fit tests for location and scale families based on a weighted L 2-Wasserstein distance measure***by*T. Wet**109-125 Product-limit estimation for length-biased censored data***by*Jacobo Uña-Álvarez**127-141 Optimal confidence sets for testing average bioequivalence***by*Yu-Ling Tseng**143-165 A biplot method for multivariate normal populations with unequal covariance matrices***by*Miquel Calvo & Angel Villarroya & Josep Oller**167-189 Incentive contrats and strictly proper scoring rules***by*Robert Clemen**191-217 Divergence-type errors of smooth Barron-type density estimators***by*Jan Beirlant & Alain Berlinet & Gérard Biau & Igor Vajda**219-248 Weighted correlation tests for scale families***by*Sándor Csörgö

### 2001, Volume 10, Issue 2

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

### 2001, Volume 10, Issue 1

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

### 2000, Volume 9, Issue 2

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

### 2000, Volume 9, Issue 1

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

### 1999, Volume 8, Issue 2

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

### 1999, Volume 8, Issue 1

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

### 1998, Volume 7, Issue 2

**217-282 The Kriged Kalman filter***by*Kanti Mardia & Colin Goodall & Edwin Redfern & Francisco Alonso**283-285 Discussion***by*José Angulo & N. Cressie & C. Wikle & P. Soidán & M. Bande & C. Glasbey & John Kent & Ana Militino & Michael Stein**287-294 A note on the robust interpretation of regression coefficients***by*M. Wong & D. Cox**295-306 On the subsample bootstrap variance estimation***by*Dragan Radulović**307-324 Characterizations of multivariate spherical distributions inl ∞ -norm***by*Pilar Iglesias & Carlos Pereira & Nelson Tanaka**325-346 A simulation-intensive approach for checking hierarchical models***by*Dipak Dey & Alan Gelfand & Tim Swartz & Pantelis Vlachos**347-360 Optimal designs with respect to Elfving's partial minimax criterion for heteroscedastic polynomial regression***by*Isabel Ortiz & Carmelo Rodríguez**361-376 An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression***by*Kazuhiro Ohtani**377-390 Distributions most nearly compatible with given families of conditional distributions***by*Barry Arnold & D. Gokhale**391-412 Natural exponential families associated to Pick functions***by*Dhafer Malouche**413-426 Choosing the smoothing parameter for unordered multinomial data***by*M. Jones & S. Vines**427-429 A note on an assertion by E. Gutiérrez-Peña and A.F.M. Smith (Test, 1997, p.87)***by*F. Girón & Elías Moreno

### 1998, Volume 7, Issue 1

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

### 1997, Volume 6, Issue 2

**223-320 Universal smoothing factor selection in density estimation: theory and practice***by*Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye**321-350 Performance study of marginal posterior density estimation via Kullback-Leibler divergence***by*Ming-Hui Chen & Qi-Man Shao**351-368 On the continuation of the limit distributions of the extreme and central terms of a sample***by*H. Barakat**369-377 A new algorithm for the normal distribution function***by*B. Bunday & S. Bokhari & K. Khan**379-395 Kalman filter with outliers and missing observations***by*T. Cipra & R. Romera**397-418 A fast permutation-based algorithm for block clustering***by*I. Llatas & A. Quiroz & J. Renóm**419-431 Asymptotic efficiency properties of least squares in an ultrastructural model***by*A. Srivastava & Shalabh**433-435 Correction to “Foundations for a Robust Theory of Decision Making: the Simple Case” by David Ríos-Insua***by*Dirk Bültel

### 1997, Volume 6, Issue 1

**1-90 Exponential and bayesian conjugate families: Review and extensions***by*E. Gutiérrez-Peña & A. Smith & José Bernardo & Guido Consonni & Piero Veronese & E. George & F. Girón & M. Martínez & G. Letac & Carl Morris**91-100 On least-squares and naïve extrapolations in a non-linear AR(1) process***by*J. Andel**101-118 Properties of intrinsic and fractional Bayes factors***by*A. O’Hagan**119-126 Simple approximations for location and ANOVA models with non-conjugate priors***by*B. Sansó