Xiaofeng Shao, Ph.D.

Affiliations: 
2006 University of Chicago, Chicago, IL 
Area:
finance
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"Xiaofeng Shao"
Mean distance: 16.68 (cluster 17)
 
SNBCP

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Wei Wu grad student 2006 Chicago
 (Statistical evaluation of multiresolution model output and spectral analysis for nonlinear time series.)
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Publications

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Jiang F, Zhao Z, Shao X. (2020) Time series analysis of COVID-19 infection curve: A change-point perspective. Journal of Econometrics
Lee CE, Zhang X, Shao X. (2020) Testing conditional mean independence for functional data Biometrika. 107: 331-346
Lee CE, Shao X. (2020) Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility Journal of Business & Economic Statistics. 38: 80-92
Rho Y, Shao X. (2019) Bootstrap-assisted unit root testing with piecewise locally stationary errors Econometric Theory. 35: 142-166
Zhang X, Yao S, Shao X. (2018) Conditional Mean and Quantile Dependence Testing in High Dimension Annals of Statistics. 46: 219-246
Yao S, Zhang X, Shao X. (2018) Testing mutual independence in high dimension via distance covariance Journal of the Royal Statistical Society Series B-Statistical Methodology. 80: 455-480
Lee CE, Shao X. (2018) Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series Journal of the American Statistical Association. 113: 216-229
Huang Y, Shao X. (2017) Coverage bound for fixed-b subsampling and generalized subsampling for time series Statistica Sinica. 26: 1499-1524
Zhang X, Shao X. (2016) 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
Sengupta S, Volgushev S, Shao X. (2016) A Subsampled Double Bootstrap for Massive Data Journal of the American Statistical Association. 111: 1222-1232
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