Thomas J. Fisher

Available identifiers

Publication	Date of Publication	Type
Bootstrapping a powerful mixed portmanteau test for time series	2024-04-12	Paper
An analysis of the impact of rent control on New York City housing	2024-02-07	Paper
Immigrant residency and happiness in New York City	2024-02-07	Paper
A spatial extension of weather forecasts	2023-09-05	Paper
A Cheap Trick to Improve the Power of a Conservative Hypothesis Test	2022-09-20	Paper
Detecting and modeling changes in a time series of proportions	2022-05-06	Paper
Testing for correlation between two time series using a parametric bootstrap	2022-03-01	Paper
An analysis of crash-safety ratings and the true assessment of injuries by vehicle	2021-11-23	Paper
AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS	2018-07-06	Paper
Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix	2016-01-12	Paper
ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT	2015-01-12	Paper
Diagnostic tests for non-causal time series with infinite variance	2014-01-20	Paper
New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing	2013-04-22	Paper
On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size	2011-10-28	Paper
A new test for sphericity of the covariance matrix for high dimensional data	2010-11-10	Paper
A new test for sphericity of the covariance matrix for high dimensional data	2010-11-01	Paper

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