The following pages link to Juan J. Romo (Q1087217):
Displayed 46 items.
- Item:Q1087217 (redirect page) (← links)
- Item:Q231061 (redirect page) (← links)
- Robust functional supervised classification for time series (Q269171) (← links)
- Supervised classification for functional data: a weighted distance approach (Q693238) (← links)
- Comparing quantile residual life functions by confidence bands (Q746134) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- A half-region depth for functional data (Q901544) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Depth-based inference for functional data (Q1020158) (← links)
- On the type hypothesis for the strong law of large numbers (Q1087219) (← links)
- Stability under contamination of robust regression estimators based on differences of residuals. (Q1299423) (← links)
- Goodness of fit tests in random coefficient regression models (Q1300761) (← links)
- On robustness properties of bootstrap approximations (Q1314490) (← links)
- The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach (Q1346933) (← links)
- Differentiable functionals and smoothed bootstrap (Q1370555) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- Data learning from big data (Q1642365) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
- Initializing \(k\)-means clustering by bootstrap and data depth (Q2236768) (← links)
- The percentile residual life up to time \(t_{0}\): ordering and aging properties (Q2276186) (← links)
- A Kendall correlation coefficient between functional data (Q2303065) (← links)
- Stable limits for empirical processes on Vapnik-Červonenkis classes of functions (Q2365599) (← links)
- Portfolio selection through an extremality stochastic order (Q2444701) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- Percentile residual life orders (Q2862423) (← links)
- Robust depth-based estimation in the time warping model (Q2903316) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- Sieve bootstrap prediction intervals (Q3297935) (← links)
- Missing Values Resampling for Time Series (Q3298727) (← links)
- Robust depth-based tools for the analysis of gene expression data (Q3305017) (← links)
- Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods (Q3591987) (← links)
- Generalizacion del teorema de Hanson y Russo para B-variables aleatorias (Q3808928) (← links)
- On the explosion rate of maximum-bias functions (Q4223832) (← links)
- Unit root bootstrap tests for AR (1) models (Q4364949) (← links)
- (Q4461337) (← links)
- Bootstrap predictive inference for ARIMA processes (Q4677024) (← links)
- On the estimation of the influence curve (Q4837799) (← links)
- Variable selection with P‐splines in functional linear regression: Application in graft‐versus‐host disease (Q4998792) (← links)
- Homogeneity test for functional data (Q5035769) (← links)
- Functional boxplots based on epigraphs and hypographs (Q5138060) (← links)
- (Q5216408) (← links)
- On the Concept of Depth for Functional Data (Q5252142) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)
- Discussion of ``Multivariate functional outlier detection'' (Q5965748) (← links)
- Band depth based initialization of K-means for functional data clustering (Q6106174) (← links)