Xiaofeng Shao : Citation Profile

Washington University in St. Louis

13

H index

15

i10 index

430

Citations

RESEARCH PRODUCTION:

43

Articles

4

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 23
   Journals where Xiaofeng Shao has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 15 (3.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh274
   Updated: 2025-04-19    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaofeng Shao.

Is cited by:

LINTON, OLIVER (17)

Hong, Yongmiao (15)

Wang, Xuexin (12)

Zhu, Ke (12)

Sibbertsen, Philipp (11)

Leschinski, Christian (10)

Wenger, Kai (10)

Taylor, Robert (7)

Gil-Alana, Luis (7)

Sun, Yixiao (7)

GAO, Jiti (7)

Cites to:

Vogelsang, Timothy (26)

Kiefer, Nicholas (23)

Lobato, Ignacio (15)

Phillips, Peter (12)

Bunzel, Helle (12)

Andrews, Donald (10)

Chen, Xiaohong (7)

Sun, Yixiao (7)

Horvath, Lajos (5)

Perron, Pierre (5)

Jin, Sainan (4)

Main data

Production by document typearticlepaper200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20072008200920102011201220132014201520162017201820192020202120222023202420250204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Xiaofeng Shao has published?

Journals with more than one article published# docs
Journal of the Royal Statistical Society Series B8
Journal of the American Statistical Association6
Econometric Theory6
Biometrika4
Journal of Econometrics3
Journal of Time Series Analysis3
Journal of Business & Economic Statistics3
Journal of Multivariate Analysis2
Scandinavian Journal of Statistics2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Xiaofeng Shao (2025 and 2024)

Year  ↓Title of citing document  ↓
2024A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. In: Papers. RePEc:arx:papers:2404.11092.

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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2024). Massmann, Michael ; Kilincc, Mustafa R. In: Papers. RePEc:arx:papers:2404.12882.

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2024Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty. (2024). Lu, Yiping ; Ying, Lexing ; Blanchet, Jose ; Liu, Kaizhao. In: Papers. RePEc:arx:papers:2404.19145.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2024Portmanteau tests for periodic ARMA models with dependent errors. (2024). Manassara, Boubacar Y ; Amir, Ilmi A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:164-188.

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2024Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm. (2024). Fryzlewicz, Piotr ; Cho, Haeran. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:479-494.

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2024.

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2024Detecting change structures of nonparametric regressions. (2024). Zhu, Lixing ; Zhao, Wenbiao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001676.

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2024Conditional mean dimension reduction for tensor time series. (2024). Zhang, Xin ; Lee, Chung Eun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000823.

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2025Test for the mean of high-dimensional functional time series. (2025). Jiang, Qing ; Feng, Zhenghui ; Yang, Lin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001245.

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2025Robust direction estimation in single-index models via cumulative divergence. (2025). He, Shuaida ; Zhang, Jiarui ; Chen, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s0167947324001361.

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2025A tree approach for variable selection and its random forest. (2025). Qin, XU ; Liu, YU ; Cai, Zhibo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s016794732400152x.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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2024A generalized knockoff procedure for FDR control in structural change detection. (2024). Ke, Yuan ; Sun, AO ; Liu, Jingyuan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001567.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024Robust inference on correlation under general heterogeneity. (2024). , Peter ; Li, Yufei ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

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2024Change-point analysis of time series with evolutionary spectra. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s030440762400157x.

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2024Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15.

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2024Capital flows-at-risk: Push, pull and the role of policy. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; Eguren-Martin, Fernando ; O'Neill, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001335.

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2024Test of conditional independence in factor models via Hilbert–Schmidt independence criterion. (2024). Cheng, Qing ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000878.

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2024Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices. (2024). Steland, Ansgar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300091x.

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2024Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation. (2024). Dang, Xin ; Sang, Yongli. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x24000678.

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2024Detection of a structural break in intraday volatility pattern. (2024). Wang, Shixuan ; Kokoszka, Piotr ; Mohammadi, Neda ; Kutta, Tim. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001327.

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2024Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. (2023). Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120085.

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2025.

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2024Scalable subsampling: computation, aggregation and inference. (2024). Politis, Dimitris N. In: Biometrika. RePEc:oup:biomet:v:111:y:2024:i:1:p:347-354..

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2024A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression. (2024). An, Nan ; Xu, Kai. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:1:d:10.1007_s10463-023-00877-3.

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2024Testing heterogeneity in quantile regression: a multigroup approach. (2024). Vistocco, Domenico ; Davino, Cristina ; Lamberti, Giuseppe. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:1:d:10.1007_s00180-023-01371-3.

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2024Variable selection for multivariate functional data via conditional correlation learning. (2024). Wang, Lihong. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:4:d:10.1007_s00180-024-01489-y.

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2024Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x.

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2024Estimation and testing of expectile regression with efficient subsampling for massive data. (2024). Zhou, Yong ; Song, Shanshan ; Chen, Baolin. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01571-z.

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2025Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient. (2025). Du, Jiang ; Xia, Liqi ; Cao, Ruiyuan ; Dai, Jun. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01618-1.

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2025A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences. (2025). Wei, Yuesong ; Xu, Tianming ; Jiang, Dong ; Wang, Chong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01626-1.

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2024Multiple change point detection for high-dimensional data. (2024). Tan, Falong ; Zhao, Wenbiao ; Zhu, Lixing. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00926-w.

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2024A new sufficient dimension reduction method via rank divergence. (2024). Ren, Fengjiao ; Li, Danning ; Liu, Tianqing ; Yuan, Xiaohui ; Sun, Jianguo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00929-7.

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Works by Xiaofeng Shao:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors In: Papers.
[Full Text][Citation analysis]		paper2
2019BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS.(2019) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective In: Papers.
[Full Text][Citation analysis]		paper18
2023Time series analysis of COVID-19 infection curve: A change-point perspective.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2022Testing the martingale difference hypothesis in high dimension In: Papers.
[Full Text][Citation analysis]		paper0
2023Testing the martingale difference hypothesis in high dimension.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2025Online Generalized Method of Moments for Time Series In: Papers.
[Full Text][Citation analysis]		paper0
2010The Dependent Wild Bootstrap In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article56
2010Testing for Change Points in Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article52
2022Jiang, Zhao and Shaos reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid‐19 Pandemic’ In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
2010A self‐normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article34
2010Corrigendum: A self‐normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article19
2013Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2013Inference for linear models with dependent errors In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article14
2016On the coverage bound problem of empirical likelihood methods for time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article1
2018Testing mutual independence in high dimension via distance covariance In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article13
2022Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2022Segmenting time series via self‐normalisation In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2011A simple test of changes in mean in the possible presence of long‐range dependence In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article24
2015ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2012Parametric Inference in Stationary Time Series Models with Dependent Errors In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article2
2014Self-normalization for Spatial Data In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article2
2007LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article16
2007A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article15
2009A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article5
2010NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION In: Econometric Theory.
[Full Text][Citation analysis]		article12
2011TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article19
2013On a general class of long run variance estimators In: Economics Letters.
[Full Text][Citation analysis]		article0
2011A bootstrap-assisted spectral test of white noise under unknown dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2015Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
2023Robust inference for change points in high dimension In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
2007Local asymptotic powers of nonparametric and semiparametric tests for fractional integration In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article0
2013Bayesian model selection based on parameter estimates from subsamples In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2020Testing conditional mean independence for functional data In: Biometrika.
[Full Text][Citation analysis]		article3
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity In: Biometrika.
[Full Text][Citation analysis]		article0
2024Testing serial independence of object-valued time series In: Biometrika.
[Full Text][Citation analysis]		article0
2009Confidence intervals for spectral mean and ratio statistics In: Biometrika.
[Full Text][Citation analysis]		article2
2014Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article36
2015Self-Normalization for Time Series: A Review of Recent Developments In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article23
2016A Subsampled Double Bootstrap for Massive Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article8
2018Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article8
2022Adaptive Inference for Change Points in High-Dimensional Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article3
2024Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2015Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2020Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article2
2022Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team