Politis, D.N., Romano, J.P., and Wolf, M. (1999).
Subsampling.
Springer, New York.

Romano, J.P. and Siegel, A.F. (1986).
Counterexamples in Probability and Statistics.
Wadsworth Publishing Company, Monterey, CA.


Papers
Romano, J. and Wolf, M. (2005).
Control of generalized error rates in multiple testing.
Technical Report 2005-12. Department of Statistics,
Stanford University.

Romano, J.P. and Wolf, M. (2005).
Stepwise multiple testing as formalized data snooping.
Econometrica  73, 1237-1282.

Lehmann, E. L. and Romano, J.P. (2005).
Generalizations of the familywise error rate.
Annals of Statistics. 33, 1138-1154.

Romano, J.P.   (2005).
Optimal testing of equivalence hypotheses.
Annals of Statistics.   33,  1036-1047.

Romano, J.P. and Wolf, M. (2004).
Exact and approximate stepdown methods for multiple hypothesis testing.
Journal of the American Statistical Association. 100, 94-108.

Romano, J.P. (2004).  On nonparametric testing, the uniform behavior of the t-test,
and related problems.  Scandinavian Journal of Statistics,  31, 567-584

Politis, D.N., Romano, J.P., and Wolf M. (2004).
Inference for autocorrelations in the possible presence of a unit root.
Journal of Time Series Analysis 25, 251-263.

Romano, J. and Wolf, M. (2003).  
Improved nonparametric confidence intervals in time series regressions.
Technical Report 2000-39, Department of Statistics, Stanford University.

Romano, J.P. and Wolf, M. (2002).
Explicit nonparametric confidence intervals for the variance with guaranteed  coverage.
Communications in Statististics -Theory and Methods 31, 1231-125

Hochster, M. and Romano, J. (2002).
Automatic adaptive estimation via the bootstrap.
Technical Report 2000-01, Department of Statistics, Stanford University.

Politis, D.N., Romano, J.P., and Wolf, M. (2001).
On the asymptotic theory of subsampling.
Statistica Sinica 11, 1105-1124.

Romano, J.P. and Wolf, M. (2001).
Subsampling intervals in autoregressive models with linear time trend.
Econometrica 69, 1283-1314.

Politis, D.N., Romano, J.P., and Wolf, M. (2000).
Subsampling, symmetrization, and robust interpolation.
Communications in Statististics - Theory and Methods 29, 1741-1758.

Romano, J.P. and Wolf, M. (2000).
Finite sample nonparametric inference and large sample efficiency.
Annals of Statistics 28, 756-778.

Romano, J.P. and Wolf, M. (2000).
A more general Central Limit Theorem for m-dependent random variables with unbounded m.
Statistics and Probability Letters 47, 115-124.

Romano, J. (2000).  The Pitman estimator is the UMVUE in a location
model.  Unpublished.

Paparoditis, E., Politis, D. and Romano, J.  (1999).
Resampling marked point processes.
In Multivariate Analysis, Design of Experiments, and Survey Sampling,
ed. Subir Ghosh, Marcel Dekker, New York, pages 163-185.

Chen, H. and Romano, J.  (1999).
Bootstrap goodness of fit tests in the frequency domain.
Journal of Time Series Analysis 20, 619-654.

Chen H. and Romano, J.P. (1999).
An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation.
The Canadian Journal of Statistics 27, 329-343.

Romano, J.P. and Wolf, M. (1999).
Inference for the mean in the heavy-tailed case.
Metrika 50, 55-69.

Politis, D.N., Romano, J.P., and Wolf, M. (1999).
Weak convergence of dependent empirical measures with application to subsampling and confidence bands.
Journal of Statistical Planning and Inference 79, 179-191.

Bertail, P., Politis, D.N., and Romano, J.P.  (1999).
On subsampling estimators with unknown rate of convergence.
Journal of the American Statistical Association 94, 569-579.

Politis, D.N. and Romano, J.P.  (1999).
Multivariate density estimation with general flat-top kernels of infinite order.
Journal of Multivariate Analysis 68, 1-25.

Paparoditis, E., Politis, D.N., and Romano, J.P.  (1998).
Large sample inference for irregularly spaced dependent observations based on subsamples,
Sankhya, Series A,  60, 274-292.

Politis, D.N., Romano, J.P., and Wolf, M. (1997).
Subsampling for heteroskedastic time series.
Journal of Econometrics 81, 281-317.

Politis, D.N. and Romano, J.P.  (1996).
Subsampling for econometric models.
Econometric Reviews 15, 169-176.

Politis, D.N. and Romano, J.P.  (1996). 
On flat-top kernel spectral density estimators for homogeneous random fields.
Journal of Statistical Planning and Inference 51, 41-53.

Romano, J.P. and Thombs, L.  (1996).
Inference for autocorrelations under weak assumptions.
Journal of the American Statistical Association 91, 590-600.

Politis, D.N. and Romano, J.P.  (1995). 
Bias-corrected nonparametric spectral estimation.
Journal of Time Series Analysis 16, 67-103.

DiCiccio, T. and Romano, J.P.  (1995). 
On parametric bootstrap procedures for second-order accurate confidence limits.
Statistica Sinica  5, 141-160.

Politis, D.N. and Romano, J.P.  (1994). 
Limit theorems for weakly dependent Hilbert space valued random variables with application to the stationary bootstrap.
Statistica Sinica 4, 461-476.

Politis, D.N. and Romano, J.P.  (1994). 
A general theory for large sample confidence regions based on subsamples under minimal conditions.
Annals of Statistics 22, 2031-2050.

Politis, D.N. and Romano, J.P.  (1994). 
The stationary bootstrap.
Journal of the American Statistical Association 89, 1303-1313.

Politis, D.N. and Romano, J.P. (1993). 
On a family of smoothing kernels of infinite order.
In Computing Science and Statistics, Proceedings of the 25th Symposiumon the Interface,
San Diego, CA, April 14-17, 1993, pages 141-145.

Politis, D.N. , Romano, J.P., and You, L.  (1993). 
Uniform confidence bands for the spectrum based on subsamples.
In Computing Science and Statistics, Proceedings of the 25th Symposium on the Interface,
San Diego, CA, April 14-17, 1993, pages 346-351.

Politis, D.N. and Romano, J.P.  (1993). 
Estimating the distribution of a studentized statistic by subsampling.
Bulletin of the International Statistical Institute, 49th Session,
Firenze, pages 315-316.

Politis, D.N. and Romano, J.P. (1993).
Nonparametric resampling for homogeneous strong mixing random fields.
Journal of Multivariate Analysis 47, 301-328.

Politis, D.N.  and Romano, J.P.  (1993).
On the sample variance of linear statistics derived from mixing sequences.
Stoch. Proc. Appl. 45, 155-167.

Politis, D.N. and Romano, J.P.  (1992). 
A general resampling scheme for triangular arrays of alpha-mixing random variables with application to the problem of spectral density estimation.
Annals of Statistics 20, 1985-2007.

Leger, C., Politis, D.N., and Romano, J.P.  (1992). 
Bootstrap technology and applications. 
Technometrics 34, 378-398.

Politis, D. and Romano, J.P.  (1992). 
A circular block-resampling procedure for stationary data.
In Exploring the Limits of Bootstrap,
edited by Raoul LePage and Lynne Billard, John Wiley, pages 263-270.

Politis, D.N. , Romano, J.P.,  and Lai, T.  (1992). 
Bootstrap confidence bands for spectra and cross-spectra.
IEEE Trans. Signal Proc. 40, 1206-1215.

Politis, D.N. and Romano, J.P.  (1992). 
A nonparametric resampling procedure for multivariate confidence regions in time series analysis.
In Computing Science and Statistics, Proceedings of the  22nd Symposium on the Interface,
edited by Connie Page and Raoul LePage, Springer-Verlag, pages 98-103.

DiCiccio, T., Hall, P., and Romano, J.P.  (1991). 
Empirical likelihood is Bartlett-correctable.
Annals of Statistics 19, 1053-1061.

Romano, J.P.  (1990). 
On the behavior of randomization tests without a group symmetry assumption. 
Journal of the American Statistical Association 85, 686-692.

Leger, C. and Romano, J.P.  (1990). 
Bootstrap adaptive estimation:  the trimmed-mean example. 
The Canadian Journal of Statistics 18, 297-314.

Leger, C. and Romano, J.P.  (1990). 
Bootstrap choice of tuning parameters. 
Annals of the Institute of Mathematical Statistics 42, 709-735.

DiCiccio, T. and Romano, J.P.  (1990). 
Nonparametric confidence limits by resampling methods and least favorable families. 
International Statistical Review 58, 59-76.

DiCiccio, T. and Romano, J.P.  (1989). 
On adjustments to the signed root of the empirical likelihood ratio statistic. 
Biometrika 76, 447-456.

DiCiccio, T. and Romano, J.  (1989). 
The automatic percentile method: accurate confidence limits in parametric problems. 
The Canadian Journal of Statistics 17, 155-169.

Romano, J. P. (1989). 
Do bootstrap confidence procedures behave well uniformly in P? 
The Canadian Journal of Statistics 17, 75-80.

DiCiccio, T., Hall, P., and Romano, J.P.  (1989). 
Comparison of parametric and empirical likelihood functions. 
Biometrika 76, 465-476.

Romano, J.P. (1989).
Bootstrap and randomization tests of some nonparametric hypotheses.
Annals of Statistics 17, 141-159.

Hall, P., DiCiccio, T., and Romano, J.P.  (1989). 
On smoothing and the bootstrap.
Annals of Statistics 17, 692-704.

Romano, J.P.  (1988). 
Bootstrapping the mode. 
Annals of the Institute of Mathematical Statistics 40, 565-586.

DiCiccio, T. and Romano, J.P.  (1988). 
Discussion of Hall's ``Theoretical comparison of bootstrap confidence intervals.'' 
Annals of Statistics 16, 965-969.

DiCiccio, T. J. and Romano, J. P.  (1988). 
A review of bootstrap confidence intervals (with discussion). 
The Journal of the Royal Statistical Society, Series B. 50,  338-370.

Romano, J.P.  (1988). 
A bootstrap revival of some nonparametric distance test.
Journal of the American Statistical Association 83, 698-708.

Romano, J. P.  (1988). 
On weak convergence and optimality of kernel density estimates of the mode. 
Annals of Statistics 16, 629-647.

Ducharme, G., Jhun, M., Romano, J.P, and Truong, K.  (1985). 
Bootstrap confidence cones for directional data. 
Biometrika 72, 637-645.

Romano, J. (1986).  A note on uniform convergence of the empirical measure
with application to simulation techniques.  Technical Report 263, Department
of Statistics, Stanford University.

Jewell, N. P. and Romano, J. P. (1985).
 Evaluating inclusion functionals for random convex hulls. 
Zeitschrift fuer Wahrscheinlichkeitstheorie und verwandte Gebiete 68, 415-424.

Jewell, N. P. and Romano, J. P. (1982). 
Coverage problems and random convex hulls. 
Journal of Applied Probability 19, 546-561.

Bossard, P. and Romano, J. (1982)  Monte Carlo results of comparing linear fitting
 mechanisms when errors are contaminated.  Technical Memorandum 82-52221-9,
Bell Laboratories, Murray Hill, NJ.