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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
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Homepage:http://www.stat.uiuc.edu/~xshao
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  1. 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.
  2. 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, 06.
  3. 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.
  4. 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, 01.
  5. Zhang, Xianyang & Shao, Xiaofeng, 2013. "On a general class of long run variance estimators," Economics Letters, Elsevier, vol. 120(3), pages 437-441.
  6. 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.
  7. 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, 03.
  8. 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.
  9. 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.
  10. Xiaofeng Shao, 2011. "A simple test of changes in mean in the possible presence of longā€range dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(6), pages 598-606, November.
  11. 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(02), pages 312-343, April.
  12. 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.
  13. Shao, Xiaofeng, 2010. "Nonstationarity-Extended Whittle Estimation," Econometric Theory, Cambridge University Press, vol. 26(04), pages 1060-1087, August.
  14. 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.
  15. 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.
  16. Shao, Xiaofeng, 2010. "The Dependent Wild Bootstrap," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 218-235.
  17. Xiaofeng Shao, 2009. "Confidence intervals for spectral mean and ratio statistics," Biometrika, Biometrika Trust, vol. 96(1), pages 107-117.
  18. Shao, Xiaofeng, 2009. "A Generalized Portmanteau Test For Independence Between Two Stationary Time Series," Econometric Theory, Cambridge University Press, vol. 25(01), pages 195-210, February.
  19. 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.
  20. Shao, Xiaofeng & Wu, Wei Biao, 2007. "Local Whittle Estimation Of Fractional Integration For Nonlinear Processes," Econometric Theory, Cambridge University Press, vol. 23(05), pages 899-929, October.
  21. Wu, Wei Biao & Shao, Xiaofeng, 2007. "A Limit Theorem For Quadratic Forms And Its Applications," Econometric Theory, Cambridge University Press, vol. 23(05), pages 930-951, October.

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