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 |
0.34 |
|
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 |
0.405 |
|
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 |
0.372 |
|
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. |