Joseph P. Romano

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Person:225776

Available identifiers

zbMath Open romano.joseph-pMaRDI QIDQ225776

List of research outcomes





PublicationDate of PublicationType
Consonance and the closure method in multiple testing2024-11-27Paper
Inference for ranks with applications to mobility across neighbourhoods and academic achievement across countries2024-11-14Paper
Correction to: ``Inference for ranks with applications to mobility across neighbourhoods and academic achievement across countries2024-11-14Paper
Covariate adjustment in experiments with matched pairs2024-06-12Paper
A comment on: ``Invidious comparisons: ranking and selection as compound decisions by Jiaying Gu and Roger Koenker2024-05-13Paper
Permutation testing for dependence in time series2023-08-22Paper
Inference in Experiments With Matched Pairs2023-07-06Paper
Confidence intervals for seroprevalence2022-08-10Paper
Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences2022-03-16Paper
CLT For U-statistics With Growing Dimension2022-03-04Paper
Testing Statistical Hypotheses2021-05-18Paper
Exact tests via multiple data splitting2020-12-18Paper
Control of Directional Errors in Fixed Sequence Multiple Testing2019-08-01Paper
Subsampling Inference with K Populations and a Non‐standard Behrens–Fisher Problem2019-06-20Paper
Randomization Tests Under an Approximate Symmetry Assumption2019-02-01Paper
A Practical Two-Step Method for Testing Moment Inequalities2019-01-29Paper
Resurrecting weighted least squares2017-01-30Paper
Multivariate and multiple permutation tests2016-05-18Paper
Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing2016-04-22Paper
Asymptotically valid and exact permutation tests based on two-sample \(U\)-statistics2015-12-22Paper
On stepwise control of directional errors under independence and some dependence2015-09-21Paper
On the uniform asymptotic validity of subsampling and the bootstrap2014-09-15Paper
https://portal.mardi4nfdi.de/entity/Q53268512013-07-31Paper
Exact and asymptotically robust permutation tests2013-07-24Paper
Stepup procedures for control of generalizations of the familywise error rate2012-09-03Paper
Discussion: Controlling the false discovery rate2010-08-13Paper
Inference for the Identified Set in Partially Identified Econometric Models2010-03-18Paper
Balanced control of generalized error rates2010-02-19Paper
\(K\)-sample subsampling in general spaces: the case of independent time series2010-01-12Paper
Optimal testing of multiple hypotheses with common effect direction2009-06-17Paper
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES2009-06-11Paper
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling2009-06-02Paper
Control of the false discovery rate under dependence using the bootstrap and subsampling2009-06-02Paper
Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’2009-05-19Paper
Inference for identifiable parameters in partially identified econometric models2008-06-11Paper
A Generalized Sidak-Holm Procedure and Control of Generalized Error Rates under Independence2008-02-18Paper
Control of generalized error rates in multiple testing2007-10-17Paper
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing2007-08-20Paper
Control of generalized error rates in multiple testing2007-08-01Paper
Stepwise Multiple Testing as Formalized Data Snooping2006-10-24Paper
Improved nonparametric confidence intervals in time series regressions2006-07-13Paper
Generalizations of the familywise error rate2005-10-18Paper
On optimality of stepdown and stepup multiple test procedures2005-10-18Paper
Optimal testing of equivalence hypotheses2005-10-18Paper
Testing Statistical Hypotheses2005-07-19Paper
On Non-parametric Testing, the Uniform Behaviour of the t-test, and Related Problems2005-05-20Paper
Inference for Autocorrelations in the Possible Presence of a Unit Root2004-11-24Paper
EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE2004-02-04Paper
On the asymptotic theory of subsampling2003-03-10Paper
Finite sample nonparametric inference and large sample efficiency.2002-11-14Paper
On Subsampling Estimators with Unknown Rate of Convergence2002-07-30Paper
Subsampling, symmetrization, and robust interpolation2002-07-28Paper
Subsampling inference for the mean in the heavy-tailed case.2002-01-29Paper
A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)2002-01-24Paper
Large sample inference for irregularly spaced dependent observations based on subsampling.2001-09-11Paper
Multivariate density estimation with general flat-top kernels of infinite order2001-02-18Paper
https://portal.mardi4nfdi.de/entity/Q49390772000-10-29Paper
Weak convergence of dependent empirical measures with application to subsampling in function spaces2000-08-30Paper
Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain2000-05-24Paper
An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation1999-12-19Paper
Subsampling1999-10-12Paper
Subsampling for heteroskedastic time series1997-11-04Paper
Inference For Autocorrelations Under Weak Assumptions1997-06-12Paper
On flat-top kernel spectral density estimators for homogeneous random fields1996-07-18Paper
https://portal.mardi4nfdi.de/entity/Q48695591996-04-22Paper
https://portal.mardi4nfdi.de/entity/Q48443461996-01-24Paper
Large sample confidence regions based on subsamples under minimal assumptions1996-01-02Paper
https://portal.mardi4nfdi.de/entity/Q48393881995-10-31Paper
BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION1995-05-04Paper
The Stationary Bootstrap1995-02-23Paper
Nonparametric resampling for homogeneous strong mixing random fields1994-09-18Paper
A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation1993-05-16Paper
On the sample variance of linear statistics derived from mixing sequences1993-05-16Paper
Bootstrap Technology and Applications1993-04-01Paper
Bootstrap confidence bands for spectra and cross-spectra1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40114581992-09-27Paper
Empirical likelihood is Bartlett-correctable1991-01-01Paper
On the Behavior of Randomization Tests Without a Group Invariance Assumption1990-01-01Paper
Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families1990-01-01Paper
Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles1990-01-01Paper
Bootstrap choice of tuning parameters1990-01-01Paper
Bootstrap and randomization tests of some nonparametric hypotheses1989-01-01Paper
On smoothing and the bootstrap1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38318791989-01-01Paper
Do Bootstrap Confidence Procedures Behave Well Uniformly in P?1989-01-01Paper
Comparison of parametric and empirical likelihood functions1989-01-01Paper
The automatic percentile method: Accurate confidence limits in parametric models1989-01-01Paper
A Bootstrap Revival of Some Nonparametric Distance Tests1988-01-01Paper
On weak convergence and optimality of kernel density estimates of the mode1988-01-01Paper
Bootstrapping the mode1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38259491988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37132331986-01-01Paper
Evaluating inclusion functionals for random convex hulls1985-01-01Paper
Bootstrap confidence cones for directional data1985-01-01Paper
Coverage problems and random convex hulls1982-01-01Paper

Research outcomes over time

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