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On the Concept of Depth for Functional Data
López-Pintado, Sara; Romo, Juan - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 718-734
Persistent link: https://www.econbiz.de/10008263761
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Time series - Resampling time series using missing values techniques
Alonso, Andrés M.; Pena, Daniel; Romo, Juan - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 4, pp. 765-796
Persistent link: https://www.econbiz.de/10006552764
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The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress
Mayordomo, Sergio; Pea, Juan Ignacio; Romo, Juan - In: The European journal of finance 17 (2011) 9, pp. 851-882
Persistent link: https://www.econbiz.de/10009343736
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Differentiable functionals and smoothed bootstrap
Cuevas, Antonio; Romo, Juan - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 2, pp. 355-370
Persistent link: https://www.econbiz.de/10007368051
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Effects of parameter estimation on prediction densities: a bootstrap approach
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 17 (2001) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10006980403
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Portfolio selection through an extremality stochastic order
Laniado, Henry; Lillo, Rosa E.; Pellerey, Franco; Romo, Juan - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009972451
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Test - Goodness of fit tests in random coefficient regression models
Delicado, Pedro; Romo, Juan - In: Annals of the Institute of Statistical Mathematics : AISM 51 (1999) 1, pp. 125-148
Persistent link: https://www.econbiz.de/10007338272