Xiaofeng Shao

发表

On the coverage bound problem of empirical likelihood methods for time series

X. Shao, Xianyang Zhang, Xiaofeng Shao, 2014, 1401.5002.

Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval

Seonjin Kim, Zhibiao Zhao, Xiaofeng Shao, 2015, J. Multivar. Anal..

Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model *

X. Shao, Zifeng Zhao, Feiyu Jiang, 2021, Journal of the Royal Statistical Society: Series B (Statistical Methodology).

TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS

Xiaofeng Shao, X. Shao, Xiaofeng Shao, 2010, Econometric Theory.

LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES

Wei Biao Wu, Xiaofeng Shao, X. Shao, 2007, Econometric Theory.

Inference for linear models with dependent errors

X. Shao, Zhou Zhou, Xiaofeng Shao, 2013 .

Interpoint distance based two sample tests in high dimension

Changbo Zhu, X. Shao, Xiaofeng Shao, 2019, Bernoulli.

Statistical comparisons of methods for interpolating the output of a numerical air quality model

Michael L. Stein, Jason Ching, Xiaofeng Shao, 2007 .

ON SELF‐NORMALIZATION FOR CENSORED DEPENDENT DATA

X. Shao, S. Volgushev, Yinxiao Huang, 2015 .

Fixed-b asymptotics for blockwise empirical likelihood

Xianyang Zhang, Xiaofeng Shao, 2014 .

Confidence intervals for spectral mean and ratio statistics

X. Shao, Xiaofeng Shao, 2009 .

Distance-based and RKHS-based dependence metrics in high dimension

Xiaofeng Shao, Xianyang Zhang, Changbo Zhu, 2019, 1902.03291.

Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series

Xiaofeng Shao, Chung Eun Lee, C. Lee, 2018 .

Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

Xiaofeng Shao, X. Shao, Jingsi Zhang, 2014 .

Partial martingale difference correlation

Xiaofeng Shao, Trevor Park, Shu Yao, 2015 .

Testing mutual independence in high dimension via distance covariance

Xianyang Zhang, Shu Yao, Xiaofeng Shao, 2016, 1609.09380.

Adaptive Change Point Monitoring for High-Dimensional Data

Runmin Wang, Xiaofeng Shao, Hao Yan, 2021, 2101.06839.

Slicing-free Inverse Regression in High-dimensional Sufficient Dimension Reduction

Qing Mai, Xin Zhang, Runmin Wang, 2023, Statistica Sinica.

Change-point inference for high-dimensional heteroscedastic data

Xiaofeng Shao, Teng Wu, Stanislav Volgushev, 2023, Electronic Journal of Statistics.

Robust inference for change points in high dimension

X. Shao, Runmin Wang, Feiyu Jiang, 2022, J. Multivar. Anal..

Adaptive Inference for Change Points in High-Dimensional Data

Runmin Wang, Xiaofeng Shao, Yangfan Zhang, 2021, Journal of the American Statistical Association.

Dating the break in high-dimensional data

X. Shao, Runmin Wang, Xiaofeng Shao, 2020, Bernoulli.

Inference for change points in high-dimensional data via selfnormalization

Changbo Zhu, X. Shao, Runmin Wang, 2019, The Annals of Statistics.

Fixed b subsampling and the block bootstrap: improved confidence sets based on p‐value calibration

Xiaofeng Shao, Dimitris N. Politis, D. Politis, 2013 .

FIXED-SMOOTHING ASYMPTOTICS FOR TIME SERIES 1

X. Shao, Xianyang Zhang, Xiaofeng Shao, 2012, 1204.4228.

Fixed-b Subsampling and Block Bootstrap: Improved Condence Sets Based on P-value Calibration

Xiaofeng Shao, Dimitris N. Politis, D. Politis, 2012, 1204.1035.

A self‐normalized approach to confidence interval construction in time series

X. Shao, Xiaofeng Shao, 2010, 1005.2137.

Supplement to " Fixed-smoothing Asymptotics for Time Series " *

X. Shao, Xianyang Zhang, Xiaofeng Shao, 2013 .

M ay 2 01 0 A self-normalized approach to confidence interval construction in time series 1 May 12 , 2010

Xiaofeng Shao, 2010 .

Asymptotic spectral theory for nonlinear time series

X. Shao, W. Wu, Xiaofeng Shao, 2006, math/0611029.

Asymptotic Spectral Theory for Nonlinear Time Series 1

X. Shao, W. Wu, Xiaofeng Shao, 2005 .

A simple test of changes in mean in the possible presence of long‐range dependence

X. Shao, Xiaofeng Shao, 2011 .

A tuning parameter free test for properties of space–time covariance functions

Bo Li, Xiaofeng Shao, X. Shao, 2009 .

A Subsampled Double Bootstrap for Massive Data

Srijan Sengupta, Stanislav Volgushev, Xiaofeng Shao, 2015, 1508.01126.

Limit theorems for iterated random functions

Wei Biao Wu, Xiaofeng Shao, X. Shao, 2004, Journal of Applied Probability.

Envelopes in multivariate regression models with nonlinearity and heteroscedasticity

X. Shao, Xin Zhang, X. Zhang, 2020 .