Joseph Romano

37 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9685-8372

Publications

Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries — The Review of Economic Studies 2024
A Comment on:“Invidious Comparisons: Ranking and Selection as Compound Decisions” by Jiaying Gu and Roger Koenker — Econometrica 2023
Inference in Experiments With Matched Pairs — Journal of the American Statistical Association 2022
Randomization Tests Under an Approximate Symmetry Assumption — Econometrica 2017
Robust Permutation Tests For Correlation And Regression Coefficients — Journal of the American Statistical Association 2017
Bargaining With Asymmetric Information: An Empirical Study of Plea Negotiations — Econometrica 2017
A Practical Two-Step Method for Testing Moment Inequalities — Econometrica 2014
Exact and asymptotically robust permutation tests — The Annals of Statistics 2013
On the uniform asymptotic validity of subsampling and the bootstrap — The Annals of Statistics 2012
Inference for the Identified Set in Partially Identified Econometric Models — Econometrica 2010
Balanced control of generalized error rates — The Annals of Statistics 2010
Optimal testing of multiple hypotheses with common effect direction — Biometrika 2009
Control of generalized error rates in multiple testing — The Annals of Statistics 2007
Stepup procedures for control of generalizations of the familywise error rate — The Annals of Statistics 2006
Optimal testing of equivalence hypotheses — The Annals of Statistics 2005
On optimality of stepdown and stepup multiple test procedures — The Annals of Statistics 2005
Generalizations of the familywise error rate — The Annals of Statistics 2005
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing — Journal of the American Statistical Association 2005
Stepwise Multiple Testing as Formalized Data Snooping — Econometrica 2005
Subsampling Intervals in Autoregressive Models with Linear Time Trend — Econometrica 2001
Finite sample nonparametric inference and large sample efficiency — The Annals of Statistics 2000
On Subsampling Estimators with Unknown Rate of Convergence — Journal of the American Statistical Association 1999
Inference for Autocorrelations under Weak Assumptions — Journal of the American Statistical Association 1996
The Stationary Bootstrap — Journal of the American Statistical Association 1994
Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions — The Annals of Statistics 1994
A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation — The Annals of Statistics 1992
Empirical Likelihood is Bartlett-Correctable — The Annals of Statistics 1991
On the Behavior of Randomization Tests without a Group Invariance Assumption — Journal of the American Statistical Association 1990
A Review of Bootstrap Confidence Intervals — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1989
On Smoothing and the Bootstrap — The Annals of Statistics 1989
Bootstrap and Randomization Tests of some Nonparametric Hypotheses — The Annals of Statistics 1989
On adjustments based on the signed root of the empirical likelihood ratio statistic — Biometrika 1989
Comparison of parametric and empirical likelihood functions — Biometrika 1989
On Weak Convergence and Optimality of Kernel Density Estimates of the Mode — The Annals of Statistics 1988
A Bootstrap Revival of Some Nonparametric Distance Tests — Journal of the American Statistical Association 1988
A Review of Bootstrap Confidence Intervals — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1988
Bootstrap confidence cones for directional data — Biometrika 1985