Juan J. Romo

Available identifiers

zbMath Open romo.juan-jMaRDI QIDQ1087217

List of research outcomes

Publication	Date of Publication	Type
Band depth based initialization of K-means for functional data clustering	2023-06-27	Paper
Homogeneity test for functional data	2022-02-22	Paper
Initializing \(k\)-means clustering by bootstrap and data depth	2021-10-26	Paper
Variable selection with P‐splines in functional linear regression: Application in graft‐versus‐host disease	2021-07-09	Paper
Functional boxplots based on epigraphs and hypographs	2020-12-03	Paper
Robust depth-based tools for the analysis of gene expression data	2020-08-04	Paper
Sieve bootstrap prediction intervals	2020-07-21	Paper
Missing Values Resampling for Time Series	2020-07-15	Paper
A Kendall correlation coefficient between functional data	2020-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q5216408	2020-02-17	Paper
Data learning from big data	2018-06-20	Paper
Robust unit root tests with autoregressive errors	2016-11-09	Paper
Robust functional supervised classification for time series	2016-04-18	Paper
A half-region depth for functional data	2016-01-12	Paper
Comparing quantile residual life functions by confidence bands	2015-10-15	Paper
Discussion of ``Multivariate functional outlier detection	2015-09-25	Paper
On the Concept of Depth for Functional Data	2015-05-29	Paper
Unit root bootstrap tests under infinite variance	2014-11-20	Paper
Portfolio selection through an extremality stochastic order	2014-04-10	Paper
Percentile residual life orders	2013-11-15	Paper
Supervised classification for functional data: a weighted distance approach	2012-12-07	Paper
Robust depth-based estimation in the time warping model	2012-08-08	Paper
The percentile residual life up to time \(t_{0}\): ordering and aging properties	2011-08-01	Paper
Depth-based inference for functional data	2009-05-29	Paper
Bootstrap prediction for returns and volatilities in GARCH models	2008-12-11	Paper
Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods	2007-09-11	Paper
Introducing model uncertainty by moving blocks bootstrap	2007-02-13	Paper
Bootstrap predictive inference for ARIMA processes	2005-05-20	Paper
Resampling time series using missing values techniques	2004-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4461337	2004-03-30	Paper
On sieve bootstrap prediction intervals.	2004-02-14	Paper
Random coefficient regressions: parametric goodness-of-fit tests.	2004-01-06	Paper
Forecasting time series with sieve bootstrap	2003-03-26	Paper
On the explosion rate of maximum-bias functions	2000-08-10	Paper
Bootstrap tests for unit roots based on LAD estimation	2000-06-07	Paper
Goodness of fit tests in random coefficient regression models	1999-01-01	Paper
Stability under contamination of robust regression estimators based on differences of residuals.	1998-01-01	Paper
Unit root bootstrap tests for AR (1) models	1997-11-18	Paper
Differentiable functionals and smoothed bootstrap	1997-10-26	Paper
On the estimation of the influence curve	1995-08-22	Paper
The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach	1995-05-10	Paper
On robustness properties of bootstrap approximations	1994-05-19	Paper
Stable limits for empirical processes on Vapnik-Červonenkis classes of functions	1993-06-29	Paper
On the type hypothesis for the strong law of large numbers	1987-01-01	Paper
Generalizacion del teorema de Hanson y Russo para B-variables aleatorias	1986-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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