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Xiaofeng Shao

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First Name:Xiaofeng
Middle Name:
Last Name:Shao
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RePEc Short-ID:psh274
http://publish.illinois.edu/xshao/

Research output

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Jump to: Working papers Articles

Working papers

  1. Feiyu Jiang & Zifeng Zhao & Xiaofeng Shao, 2020. "Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective," Papers 2007.04553, arXiv.org.
  2. Yeonwoo Rho & Xiaofeng Shao, 2018. "Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors," Papers 1802.05333, arXiv.org.

Articles

  1. Guochang Wang & Ke Zhu & Xiaofeng Shao, 2022. "Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 980-994, June.
  2. Chung Eun Lee & Xiaofeng Shao, 2020. "Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 80-92, January.
  3. C E Lee & X Zhang & X Shao, 2020. "Testing conditional mean independence for functional data," Biometrika, Biometrika Trust, vol. 107(2), pages 331-346.
  4. Rho, Yeonwoo & Shao, Xiaofeng, 2019. "Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors," Econometric Theory, Cambridge University Press, vol. 35(1), pages 142-166, February.
  5. Chung Eun Lee & Xiaofeng Shao, 2018. "Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(521), pages 216-229, January.
  6. Shun Yao & Xianyang Zhang & Xiaofeng Shao, 2018. "Testing mutual independence in high dimension via distance covariance," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(3), pages 455-480, June.
  7. Srijan Sengupta & Stanislav Volgushev & Xiaofeng Shao, 2016. "A Subsampled Double Bootstrap for Massive Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1222-1232, July.
  8. Xianyang Zhang & Xiaofeng Shao, 2016. "On the coverage bound problem of empirical likelihood methods for time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 395-421, March.
  9. Kim, Seonjin & Zhao, Zhibiao & Shao, Xiaofeng, 2015. "Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 277-290.
  10. Yeonwoo Rho & Xiaofeng Shao, 2015. "Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 444-457, July.
  11. Yinxiao Huang & Stanislav Volgushev & Xiaofeng Shao, 2015. "On Self-Normalization For Censored Dependent Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(1), pages 109-124, January.
  12. Xiaofeng Shao, 2015. "Self-Normalization for Time Series: A Review of Recent Developments," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1797-1817, December.
  13. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Srijan Sengupta & Xiaofeng Shao & Yingchuan Wang, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 315-326, May.
  14. Xianyang Zhang & Bo Li & Xiaofeng Shao, 2014. "Self-normalization for Spatial Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 311-324, June.
  15. Xiaofeng Shao & Jingsi Zhang, 2014. "Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1302-1318, September.
  16. Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng, 2013. "Bayesian model selection based on parameter estimates from subsamples," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 979-986.
  17. Zhang, Xianyang & Shao, Xiaofeng, 2013. "On a general class of long run variance estimators," Economics Letters, Elsevier, vol. 120(3), pages 437-441.
  18. Zhou Zhou & Xiaofeng Shao, 2013. "Inference for linear models with dependent errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 323-343, March.
  19. Xiaofeng Shao & Dimitris N. Politis, 2013. "Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(1), pages 161-184, January.
  20. Xiaofeng Shao, 2012. "Parametric Inference in Stationary Time Series Models with Dependent Errors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 39(4), pages 772-783, December.
  21. Xiaofeng Shao, 2011. "A simple test of changes in mean in the possible presence of long‐range dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(6), pages 598-606, November.
  22. Shao, Xiaofeng, 2011. "Testing For White Noise Under Unknown Dependence And Its Applications To Diagnostic Checking For Time Series Models," Econometric Theory, Cambridge University Press, vol. 27(2), pages 312-343, April.
  23. Shao, Xiaofeng, 2011. "A bootstrap-assisted spectral test of white noise under unknown dependence," Journal of Econometrics, Elsevier, vol. 162(2), pages 213-224, June.
  24. Shao, Xiaofeng & Zhang, Xianyang, 2010. "Testing for Change Points in Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1228-1240.
  25. Shao, Xiaofeng, 2010. "Nonstationarity-Extended Whittle Estimation," Econometric Theory, Cambridge University Press, vol. 26(4), pages 1060-1087, August.
  26. Shao, Xiaofeng, 2010. "The Dependent Wild Bootstrap," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 218-235.
  27. Xiaofeng Shao, 2010. "A self‐normalized approach to confidence interval construction in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 343-366, June.
  28. Xiaofeng Shao, 2010. "Corrigendum: A self‐normalized approach to confidence interval construction in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 695-696, November.
  29. Shao, Xiaofeng, 2009. "A Generalized Portmanteau Test For Independence Between Two Stationary Time Series," Econometric Theory, Cambridge University Press, vol. 25(1), pages 195-210, February.
  30. Xiaofeng Shao, 2009. "Confidence intervals for spectral mean and ratio statistics," Biometrika, Biometrika Trust, vol. 96(1), pages 107-117.
  31. Shao, Xiaofeng & Wu, Wei Biao, 2007. "Local asymptotic powers of nonparametric and semiparametric tests for fractional integration," Stochastic Processes and their Applications, Elsevier, vol. 117(2), pages 251-261, February.
  32. Shao, Xiaofeng & Wu, Wei Biao, 2007. "Local Whittle Estimation Of Fractional Integration For Nonlinear Processes," Econometric Theory, Cambridge University Press, vol. 23(5), pages 899-929, October.
  33. Wu, Wei Biao & Shao, Xiaofeng, 2007. "A Limit Theorem For Quadratic Forms And Its Applications," Econometric Theory, Cambridge University Press, vol. 23(5), pages 930-951, October.
  34. X Zhang & C E Lee & X Shao, 0. "Envelopes in multivariate regression models with nonlinearity and heteroscedasticity," Biometrika, Biometrika Trust, vol. 107(4), pages 965-981.

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (2) 2018-03-19 2020-09-07
  2. NEP-ECM: Econometrics (1) 2018-03-19

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