☰

Xiaofeng Shao, Ph.D. - Publications

Affiliations: 
2006 University of Chicago, Chicago, IL 
Area:
finance
Tree Info Grants Similar researchers PubMed Report error

47 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Jiang F, Zhao Z, Shao X. Time series analysis of COVID-19 infection curve: A change-point perspective. Journal of Econometrics. PMID 32836681 DOI: 10.1016/J.Jeconom.2020.07.039  0.361
2020 Lee CE, Zhang X, Shao X. Testing conditional mean independence for functional data Biometrika. 107: 331-346. DOI: 10.1093/Biomet/Asz070  0.339
2020 Lee CE, Shao X. Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility Journal of Business & Economic Statistics. 38: 80-92. DOI: 10.1080/07350015.2018.1458621  0.303
2019 Rho Y, Shao X. Bootstrap-assisted unit root testing with piecewise locally stationary errors Econometric Theory. 35: 142-166. DOI: 10.1017/S0266466618000038  0.427
2018 Zhang X, Yao S, Shao X. Conditional Mean and Quantile Dependence Testing in High Dimension Annals of Statistics. 46: 219-246. DOI: 10.1214/17-Aos1548  0.33
2018 Yao S, Zhang X, Shao X. Testing mutual independence in high dimension via distance covariance Journal of the Royal Statistical Society Series B-Statistical Methodology. 80: 455-480. DOI: 10.1111/Rssb.12259  0.417
2018 Lee CE, Shao X. Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series Journal of the American Statistical Association. 113: 216-229. DOI: 10.1080/01621459.2016.1240083  0.363
2017 Huang Y, Shao X. Coverage bound for fixed-b subsampling and generalized subsampling for time series Statistica Sinica. 26: 1499-1524. DOI: 10.5705/Ss.2014.185T  0.354
2016 Zhang X, Shao X. On the coverage bound problem of empirical likelihood methods for time series Journal of the Royal Statistical Society. Series B: Statistical Methodology. 78: 395-421. DOI: 10.1111/Rssb.12119  0.434
2016 Sengupta S, Volgushev S, Shao X. A Subsampled Double Bootstrap for Massive Data Journal of the American Statistical Association. 111: 1222-1232. DOI: 10.1080/01621459.2015.1080709  0.39
2015 Li ZY, Liu Y, Cai QX, Shao XQ, Yan Y, Zhao ZX. [Naturally occurring NS5B variants resistant to non-nucleoside or nucleoside polymerase inhibitors among treatment-naive hepatitis C patients in south China]. Zhonghua Gan Zang Bing Za Zhi = Zhonghua Ganzangbing Zazhi = Chinese Journal of Hepatology. 23: 653-7. PMID 26524357  0.337
2015 Cai Q, Zhang X, Lin C, Shao X, Guan Y, Deng H, Wei M, Huang M, Ren Z, Lu L, Mei Y, Xu M, Zhu J, Shi H, Lin G, et al. 24 versus 48 Weeks of Peginterferon Plus Ribavirin in Hepatitis C Virus Genotype 6 Chronically Infected Patients with a Rapid Virological Response: A Non-Inferiority Randomized Controlled Trial. Plos One. 10: e0140853. PMID 26509605 DOI: 10.1371/journal.pone.0140853  0.344
2015 Kim S, Zhao Z, Shao X. Nonparametric Functional Central Limit Theorem for Time Series Regression with Application to Self-normalized Confidence Interval. Journal of Multivariate Analysis. 133: 277-290. PMID 25386031 DOI: 10.1016/J.Jmva.2014.09.017  0.571
2015 Zhang X, Shao X. Two Sample Inference for the Second-order Property of Temporally Dependent Functional Data Bernoulli. 21: 909-929. DOI: 10.3150/13-Bej592  0.429
2015 Park T, Shao X, Yao S. Partial martingale difference correlation Electronic Journal of Statistics. 9: 1492-1517. DOI: 10.1214/15-Ejs1047  0.32
2015 Sengupta S, Shao X, Wang Y. The Dependent Random Weighting Journal of Time Series Analysis. 36: 315-326. DOI: 10.1111/Jtsa.12109  0.331
2015 Huang Y, Volgushev S, Shao X. On Self‐Normalization For Censored Dependent Data Journal of Time Series Analysis. 36: 109-124. DOI: 10.1111/Jtsa.12096  0.413
2015 Rho Y, Shao X. Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors Journal of Business and Economic Statistics. 33: 444-457. DOI: 10.1080/07350015.2014.962698  0.449
2015 Shao X. Self-Normalization for Time Series: A Review of Recent Developments Journal of the American Statistical Association. 110: 1797-1817. DOI: 10.1080/01621459.2015.1050493  0.404
2014 Zhang X, Shao X. Fixed-b asymptotics for blockwise empirical likelihood Statistica Sinica. 24: 1179-1194. DOI: 10.5705/Ss.2012.321  0.404
2014 Volgushev S, Shao X. A general approach to the joint asymptotic analysis of statistics from sub-samples Electronic Journal of Statistics. 8: 390-431. DOI: 10.1214/14-Ejs888  0.445
2014 Zhang X, Li B, Shao X. Self-normalization for Spatial Data. Scandinavian Journal of Statistics. 41: 311-324. DOI: 10.1111/Sjos.12028  0.378
2014 Shao X, Zhang J. Martingale difference correlation and its use in high-dimensional variable screening Journal of the American Statistical Association. 109: 1302-1318. DOI: 10.1080/01621459.2014.887012  0.303
2013 Zhou Z, Shao X. Inference for linear models with dependent errors Journal of the Royal Statistical Society. Series B: Statistical Methodology. 75: 323-343. DOI: 10.1111/J.1467-9868.2012.01044.X  0.461
2013 Shao X, Politis DN. Fixed b subsampling and the block bootstrap: Improved confidence sets based on p-value calibration Journal of the Royal Statistical Society. Series B: Statistical Methodology. 75: 161-184. DOI: 10.1111/J.1467-9868.2012.01037.X  0.427
2013 Zhang J, Jiang W, Shao X. Bayesian model selection based on parameter estimates from subsamples Statistics & Probability Letters. 83: 979-986. DOI: 10.1016/J.Spl.2012.12.020  0.37
2013 Rho Y, Shao X. Improving the bandwidth-free inference methods by prewhitening Journal of Statistical Planning and Inference. 143: 1912-1922. DOI: 10.1016/J.Jspi.2013.06.016  0.432
2013 Zhang X, Shao X. On a general class of long run variance estimators Economics Letters. 120: 437-441. DOI: 10.1016/J.Econlet.2013.05.026  0.371
2012 Shao X. Parametric inference in stationary time series models with dependent errors Scandinavian Journal of Statistics. 39: 772-783. DOI: 10.1111/J.1467-9469.2011.00781.X  0.443
2011 Zhang X, Shao X, Hayhoe K, Wuebbles DJ. Testing the structural stability of temporally dependent functional observations and application to climate projections Electronic Journal of Statistics. 5: 1765-1796. DOI: 10.1214/11-Ejs655  0.405
2011 Shao X. A simple test of changes in mean in the possible presence of long-range dependence Journal of Time Series Analysis. 32: 598-606. DOI: 10.1111/J.1467-9892.2010.00717.X  0.397
2011 Shao X. Testing for white noise under unknown dependence and its applications to diagnostic checking for time series models Econometric Theory. 27: 312-343. DOI: 10.1017/S0266466610000253  0.407
2011 Shao X. A bootstrap-assisted spectral test of white noise under unknown dependence Journal of Econometrics. 162: 213-224. DOI: 10.1016/J.Jeconom.2011.01.001  0.411
2010 Shao X, Zhang X. Testing for change points in time series Journal of the American Statistical Association. 105: 1228-1240. DOI: 10.1198/Jasa.2010.Tm10103  0.456
2010 Shao X. The dependent wild bootstrap Journal of the American Statistical Association. 105: 218-235. DOI: 10.1198/Jasa.2009.Tm08744  0.452
2010 Shao X. Corrigendum to A self-normalized approach to confidence interval construction in time series [J. R. Statist. Soc. B, 72, (2010), 343-366] Journal of the Royal Statistical Society. Series B: Statistical Methodology. 72: 695-696. DOI: 10.1111/J.1467-9868.2010.00754.X  0.322
2010 Shao X. A self-normalized approach to confidence interval construction in time series Journal of the Royal Statistical Society. Series B: Statistical Methodology. 72: 343-366. DOI: 10.1111/J.1467-9868.2009.00737.X  0.464
2010 Shao X. Nonstationarity-extended whittle estimation Econometric Theory. 26: 1060-1087. DOI: 10.1017/S0266466609990466  0.389
2009 Shao X. Confidence intervals for spectral mean and ratio statistics Biometrika. 96: 107-117. DOI: 10.1093/Biomet/Asn067  0.443
2009 Shao X. A generalized portmanteau test for independence between two stationary time series Econometric Theory. 25: 195-210. DOI: 10.1017/S0266466608090063  0.383
2009 Shao X, Li B. A tuning parameter free test for properties of space–time covariance functions Journal of Statistical Planning and Inference. 139: 4031-4038. DOI: 10.1016/J.Jspi.2009.05.008  0.394
2007 Shao X, Wu WB. Asymptotic spectral theory for nonlinear time series Annals of Statistics. 35: 1773-1801. DOI: 10.1214/009053606000001479  0.375
2007 Wu WB, Shao X. A Limit Theorem For Quadratic Forms And Its Applications Econometric Theory. 23: 930-951. DOI: 10.1017/S0266466607070399  0.36
2007 Shao X, Wu WB. Local Whittle Estimation Of Fractional Integration For Nonlinear Processes Econometric Theory. 23: 899-929. DOI: 10.1017/S0266466607070387  0.388
2007 Shao X, Wu WB. Local asymptotic powers of nonparametric and semiparametric tests for fractional integration Stochastic Processes and Their Applications. 117: 251-261. DOI: 10.1016/J.Spa.2006.08.002  0.321
2006 Shao X, Stein ML. Statistical conditional simulation of a multiresolution numerical air quality model Journal of Geophysical Research. 111. DOI: 10.1029/2005Jd007037  0.316
2004 Wu WB, Shao X. Limit theorems for iterated random functions Journal of Applied Probability. 41: 425-436. DOI: 10.1239/Jap/1082999076  0.392
Show low-probability matches.