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Details about Xiaofeng Shao

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Homepage:http://www.stat.uiuc.edu/~xshao

Access statistics for papers by Xiaofeng Shao.

Last updated 2015-02-13. Update your information in the RePEc Author Service.

Short-id: psh274


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Journal Articles

2015

  1. Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
    Journal of Multivariate Analysis, 2015, 133, (C), 277-290 Downloads

2014

  1. Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
    Journal of the American Statistical Association, 2014, 109, (507), 1302-1318 Downloads View citations (1)
  2. Self-normalization for Spatial Data
    Scandinavian Journal of Statistics, 2014, 41, (2), 311-324 Downloads View citations (1)

2013

  1. Bayesian model selection based on parameter estimates from subsamples
    Statistics & Probability Letters, 2013, 83, (4), 979-986 Downloads
  2. Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration
    Journal of the Royal Statistical Society Series B, 2013, 75, (1), 161-184 Downloads
  3. Inference for linear models with dependent errors
    Journal of the Royal Statistical Society Series B, 2013, 75, (2), 323-343 Downloads View citations (5)
  4. On a general class of long run variance estimators
    Economics Letters, 2013, 120, (3), 437-441 Downloads

2012

  1. Parametric Inference in Stationary Time Series Models with Dependent Errors
    Scandinavian Journal of Statistics, 2012, 39, (4), 772-783 Downloads View citations (1)

2011

  1. A bootstrap-assisted spectral test of white noise under unknown dependence
    Journal of Econometrics, 2011, 162, (2), 213-224 Downloads View citations (13)
  2. A simple test of changes in mean in the possible presence of long‐range dependence
    Journal of Time Series Analysis, 2011, 32, (6), 598-606 Downloads View citations (5)
  3. TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
    Econometric Theory, 2011, 27, (02), 312-343 Downloads View citations (7)

2010

  1. A self-normalized approach to confidence interval construction in time series
    Journal of the Royal Statistical Society Series B, 2010, 72, (3), 343-366 Downloads View citations (12)
  2. Corrigendum: A self-normalized approach to confidence interval construction in time series
    Journal of the Royal Statistical Society Series B, 2010, 72, (5), 695-696 Downloads View citations (8)
  3. NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
    Econometric Theory, 2010, 26, (04), 1060-1087 Downloads View citations (3)
  4. Testing for Change Points in Time Series
    Journal of the American Statistical Association, 2010, 105, (491), 1228-1240 Downloads View citations (3)
  5. The Dependent Wild Bootstrap
    Journal of the American Statistical Association, 2010, 105, (489), 218-235 Downloads View citations (12)

2009

  1. A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES
    Econometric Theory, 2009, 25, (01), 195-210 Downloads
  2. Confidence intervals for spectral mean and ratio statistics
    Biometrika, 2009, 96, (1), 107-117 Downloads

2007

  1. A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
    Econometric Theory, 2007, 23, (05), 930-951 Downloads View citations (6)
  2. LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
    Econometric Theory, 2007, 23, (05), 899-929 Downloads View citations (8)
  3. Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
    Stochastic Processes and their Applications, 2007, 117, (2), 251-261 Downloads
 
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