← All authors Xiaofeng Shao Southern University of Science and Technology (from arXiv:2605.29315, 2026) · ORCID · OpenAlex
74 papers in scope · 72 published · 5 on the econ.EM arXiv · 2,357 citations · h-index 23 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Till Massing Christoph Hanck Alexandre Street Yeonwoo Rho Eduardo Zilberman Carsten Jentsch Zifeng Zhao Kengo Kato Min Seong Kim Karsten Reichold Denis Chetverikov Yuta Koike Gabriel Vasconcelos Myung-Hyun Song Etiënne Wijler Victor Chernozhukov Feiyu Jiang Myung Hwan Seo Marcelo C. Medeiros Stephan Smeekes Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 74)
working paper 2026 · arXiv
A New Approach to Statistical Inference for Functional Time Series
published 2025 · Journal of Time Series Analysis · 1 citations
with Hanjia Gao, Yi Zhang
Change-Point Detection for Object-Valued Time Series
published 2025 · Journal of Business and Economic Statistics
SNSeg: An R Package for Time Series Segmentation via Self-Normalization
published 2025 · The R Journal · first circulated 2024
Dimension-agnostic change point detection
published 2025 · Journal of Econometrics · 3 citations · first circulated 2023
with Hanjia Gao, Runmin Wang
Hypothesis Testing for a Functional Parameter via Self-Normalization
published 2025 · Journal of the American Statistical Association · 1 citations
with Yi Zhang
Statistical Inference for High-Dimensional Spectral Density Matrix
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2022
working paper 2025 · arXiv
Adaptive Testing for High-Dimensional Data
published 2024 · Journal of the American Statistical Association · 1 citations · first circulated 2023
with Yangfan Zhang, Runmin Wang
A Slicing‐Free Perspective to Sufficient Dimension Reduction: Selective Review and Recent Developments
published 2024 · International Statistical Review · 5 citations
with Lu Li, Zhou Yu
Two-sample and change-point inference for non-Euclidean valued time series
published 2024 · Electronic Journal of Statistics · 7 citations · first circulated 2023
On variance estimation of random forests with Infinite-order U-statistics
published 2024 · Electronic Journal of Statistics · 3 citations · first circulated 2022
with Tianning Xu, Ruoqing Zhu
Testing serial independence of object-valued time series
published 2023 · Biometrika · 5 citations
Another look at bandwidth-free inference: a sample splitting approach
published 2023 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 4 citations
Dating the break in high-dimensional data
published 2023 · Bernoulli · 5 citations · first circulated 2020
with Runmin Wang
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
published 2023 · Journal of the American Statistical Association · 10 citations · first circulated 2021
Slicing-free Inverse Regression in High-dimensional Sufficient Dimension Reduction
published 2023 · Statistica Sinica
with Qing Mai, Runmin Wang, Xin Zhang
Segmenting Time Series via Self-Normalisation
published 2022 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 13 citations · first circulated 2021
published 2022 · Journal of Econometrics · 16 citations
note: “Asymptotic spectral theory for nonlinear time series
published 2022 · The Annals of Statistics
Jiang, Zhao and Shao's reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic’
published 2022 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Robust inference for change points in high dimension
published 2022 · Journal of Multivariate Analysis · 10 citations
A Conversation with Stephen Portnoy
published 2022 · Statistical Science
with Xuming He
Inference for change points in high-dimensional data via selfnormalization
published 2022 · The Annals of Statistics · 37 citations · first circulated 2019
Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model
published 2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 22 citations
Interpoint distance based two sample tests in high dimension
published 2021 · Bernoulli · 16 citations · first circulated 2019
with Changbo Zhu
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
published 2021 · Journal of Business and Economic Statistics · 14 citations
Adaptive Change Point Monitoring for High-Dimensional Data
published 2021 · Statistica Sinica · 7 citations
with Teng Wu, Runmin Wang, Hao Yan
Distance-based and RKHS-based dependence metrics in high dimension
published 2020 · The Annals of Statistics · 51 citations · first circulated 2019
with Changbo Zhu, Xianyang Zhang, Shun Yao
Hypothesis testing for high-dimensional time series via self-normalization
published 2020 · The Annals of Statistics · 25 citations
with Runmin Wang
published 2020 · Journal of Econometrics · 83 citations
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
published 2020 · Biometrika · 9 citations
with Xinming Zhang, C E Lee
Testing conditional mean independence for functional data
published 2019 · Biometrika · 21 citations
with C E Lee, Xiangwu Zhang
published 2018 · Econometric Theory · 2 citations
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
published 2018 · Journal of Business and Economic Statistics · 4 citations
with Chung Eun Lee
Conditional mean and quantile dependence testing in high dimension
published 2018 · The Annals of Statistics · 48 citations · first circulated 2017
with Xianyang Zhang, Shun Yao
Testing Mutual Independence in High Dimension via Distance Covariance
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 88 citations · first circulated 2016
with Shun Yao, Xianyang Zhang
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
published 2016 · Journal of the American Statistical Association · 35 citations
with Chung Eun Lee
A Subsampled Double Bootstrap for Massive Data
published 2015 · Journal of the American Statistical Association · 49 citations
Self-Normalization for Time Series: A Review of Recent Developments
published 2015 · Journal of the American Statistical Association · 113 citations
Coverage bound for fixed-b subsampling and generalized subsampling for time series
published 2015 · Statistica Sinica
with Yinxiao Huang
On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 4 citations · first circulated 2014
with Xianyang Zhang
Partial martingale difference correlation
published 2015 · Electronic Journal of Statistics · 50 citations
with Trevor Park, Shun Yao
The Dependent Random Weighting
published 2014 · Journal of Time Series Analysis · 7 citations
with Srijan Sengupta, Yingchuan Wang
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
published 2014 · Journal of Multivariate Analysis · 9 citations
with Seonjin Kim, Zhibiao Zhao
ON SELF‐NORMALIZATION FOR CENSORED DEPENDENT DATA
published 2014 · Journal of Time Series Analysis · 12 citations
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors
published 2014 · Journal of Business and Economic Statistics · 11 citations
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
published 2014 · Journal of the American Statistical Association · 176 citations
with Jingsi Zhang
A general approach to the joint asymptotic analysis of statistics from sub-samples
published 2014 · Electronic Journal of Statistics · 16 citations · first circulated 2013
Self‐normalization for Spatial Data
published 2013 · Scandinavian Journal of Statistics · 8 citations
with Xianyang Zhang, Bo Li
Fixed-b asymptotics for blockwise empirical likelihood
published 2013 · Statistica Sinica · 6 citations
with Xianyang Zhang
Improving the bandwidth-free inference methods by prewhitening
published 2013 · Journal of Statistical Planning and Inference · 12 citations
On a general class of long run variance estimators
published 2013 · Economics Letters · 3 citations
with Xianyang Zhang
Bayesian model selection based on parameter estimates from subsamples
published 2012 · Statistics & Probability Letters
with Jingsi Zhang, Wenxin Jiang
Inference for Linear Models with Dependent Errors
published 2012 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 46 citations
with Zhou Zhou
Fixed b Subsampling and the Block Bootstrap: Improved Confidence Sets based on p -Value Calibration
published 2012 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 17 citations
with Dimitris N. Politis
Parametric Inference in Stationary Time Series Models with Dependent Errors
published 2012 · Scandinavian Journal of Statistics · 15 citations
A simple test of changes in mean in the possible presence of long-range dependence
published 2011 · Journal of Time Series Analysis · 68 citations
A bootstrap-assisted spectral test of white noise under unknown dependence
published 2011 · Journal of Econometrics · 54 citations
Testing the structural stability of temporally dependent functional observations and application to climate projections
published 2011 · Electronic Journal of Statistics · 64 citations
with Xianyang Zhang, Katharine Hayhoe, Donald J. Wuebbles
Testing for Change Points in Time Series
published 2010 · Journal of the American Statistical Association · 256 citations
with Xianyang Zhang
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
published 2010 · Econometric Theory · 51 citations · first circulated 2009
A Self-Normalized Approach to Confidence Interval Construction in Time Series
published 2010 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 156 citations
Extended tapered block bootstrap
published 2010 · Statistica Sinica · 17 citations
no link
The Dependent Wild Bootstrap
published 2010 · Journal of the American Statistical Association · 216 citations
NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
published 2009 · Econometric Theory · 28 citations
A tuning parameter free test for properties of space–time covariance functions
published 2009 · Journal of Statistical Planning and Inference · 9 citations
with Bo Li
Confidence intervals for spectral mean and ratio statistics
published 2009 · Biometrika · 9 citations
A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES
published 2009 · Econometric Theory · 19 citations · first circulated 2008
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
published 2007 · Econometric Theory · 51 citations
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
published 2007 · Econometric Theory · 32 citations
Statistical comparisons of methods for interpolating the output of a numerical air quality model
published 2006 · Journal of Statistical Planning and Inference · 13 citations
with Michael L. Stein, Jason Ching
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
published 2006 · Stochastic Processes and their Applications · 4 citations
Limit theorems for iterated random functions
published 2004 · Journal of Applied Probability · 208 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).