Xiaofeng Shao : Citation Profile


Are you Xiaofeng Shao?

12

H index

15

i10 index

367

Citations

RESEARCH PRODUCTION:

34

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 24
   Journals where Xiaofeng Shao has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 10 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh274
   Updated: 2024-01-16    RAS profile: 2022-07-24    
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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:

Wang, Xuexin (12)

Zhu, Ke (12)

Sibbertsen, Philipp (11)

Wenger, Kai (10)

Leschinski, Christian (10)

Sun, Yixiao (7)

Gil-Alana, Luis (7)

GAO, Jiti (7)

Taylor, Robert (7)

Iacone, Fabrizio (6)

Cavaliere, Giuseppe (6)

Cites to:

Vogelsang, Timothy (26)

Kiefer, Nicholas (23)

Lobato, Ignacio (15)

Bunzel, Helle (12)

Phillips, Peter (10)

Sun, Yixiao (7)

Andrews, Donald (6)

Taylor, Robert (4)

Newey, Whitney (4)

West, Kenneth (4)

Jin, Sainan (4)

Main data


Where Xiaofeng Shao has published?


Journals with more than one article published# docs
Econometric Theory6
Journal of the Royal Statistical Society Series B6
Journal of the American Statistical Association4
Biometrika3
Journal of Time Series Analysis3
Journal of Business & Economic Statistics3
Journal of the American Statistical Association2
Scandinavian Journal of Statistics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Xiaofeng Shao (2024 and 2023)


YearTitle of citing document
2023Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

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2023Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023The Forecasting performance of the Factor model with Martingale Difference errors. (2022). Rolla, Luca Mattia ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2205.10256.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Estimation 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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2023Feature screening with latent responses. (2023). Cui, Hengjian ; Song, Xinyuan ; Guo, Wenwen ; Yu, Congran. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:878-890.

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2023Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach. (2023). Wang, S ; Sun, J ; McCabe, B ; Linton, O B ; Hong, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2367.

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2023Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening. (2023). Yu, Zhou ; Yin, Xiangrong ; Ke, Chenlu ; Li, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322001980.

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2023Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. (2023). Li, Muyi ; Wang, Xuqin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000555.

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2023Partial sufficient variable screening with categorical controls. (2023). Li, LU ; Yuan, Qingcong ; Yang, Wei ; Ke, Chenlu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323000956.

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2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

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2023Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.

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2023Time series analysis of COVID-19 infection curve: A change-point perspective. (2023). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:1-17.

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2023Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468.

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2023Most powerful test against a sequence of high dimensional local alternatives. (2023). GAO, Jiti ; Jaidee, Sombut ; He, YI. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:151-177.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023Constructing a polygenic risk score for childhood obesity using functional data analysis. (2023). Paul, Ian M ; Lin, Junli ; Kenney, Ana M ; Makova, Kateryna D ; Reimherr, Matthew L ; Chiaromonte, Francesca ; Marini, Michele E ; Savage, Jennifer S ; Birch, Leann L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:66-86.

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2023Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431.

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2023From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023LoMEF: A framework to produce local explanations for global model time series forecasts. (2023). Hyndman, Rob ; Bergmeir, Christoph ; Rajapaksha, Dilini. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1424-1447.

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2023Robust inference for change points in high dimension. (2023). Shao, Xiaofeng ; Wang, Runmin ; Jiang, Feiyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001051.

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2023A distance-based test of independence between two multivariate time series. (2023). Chu, BA. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x22001427.

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2023On portmanteau-type tests for nonlinear multivariate time series. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000039.

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2023Multiple 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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2023.

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2023.

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2023.

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2023Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-21.

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2023Bootstrapping Whittle estimators. (2023). Paparoditis, E ; J -P Kreiss, . In: Biometrika. RePEc:oup:biomet:v:110:y:2023:i:2:p:499-518..

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2023Asynchronous Changepoint Estimation for Spatially Correlated Functional Time Series. (2023). Li, BO ; Harris, Trevor ; Wang, Mengchen. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:1:d:10.1007_s13253-022-00519-w.

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2023A portmanteau-type test for detecting serial correlation in locally stationary functional time series. (2023). Heinrichs, Florian ; Dette, Holger ; Bucher, Axel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09285-5.

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2023Are Some Forecasters Really Better than Others? A Note*. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:577-593.

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2023.

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Works by Xiaofeng Shao:


YearTitleTypeCited
2018Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors In: Papers.
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paper2
2019BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS.(2019) In: Econometric Theory.
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This paper has nother version. Agregated cites: 2
article
2020Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective In: Papers.
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paper12
2010The Dependent Wild Bootstrap In: Journal of the American Statistical Association.
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article49
2010Testing for Change Points in Time Series In: Journal of the American Statistical Association.
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article45
2010A self?normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B.
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article31
2010Corrigendum: A self?normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B.
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article17
2013Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration In: Journal of the Royal Statistical Society Series B.
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article0
2013Inference for linear models with dependent errors In: Journal of the Royal Statistical Society Series B.
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article14
2016On the coverage bound problem of empirical likelihood methods for time series In: Journal of the Royal Statistical Society Series B.
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article1
2018Testing mutual independence in high dimension via distance covariance In: Journal of the Royal Statistical Society Series B.
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article10
2011A simple test of changes in mean in the possible presence of long?range dependence In: Journal of Time Series Analysis.
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article23
2015ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA In: Journal of Time Series Analysis.
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article2
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
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article0
2012Parametric Inference in Stationary Time Series Models with Dependent Errors In: Scandinavian Journal of Statistics.
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article1
2014Self-normalization for Spatial Data In: Scandinavian Journal of Statistics.
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article1
2007LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES In: Econometric Theory.
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article13
2007A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS In: Econometric Theory.
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article15
2009A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES In: Econometric Theory.
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article5
2010NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION In: Econometric Theory.
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article12
2011TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS In: Econometric Theory.
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article17
2013On a general class of long run variance estimators In: Economics Letters.
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article0
2011A bootstrap-assisted spectral test of white noise under unknown dependence In: Journal of Econometrics.
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article32
2015Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval In: Journal of Multivariate Analysis.
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article0
2007Local asymptotic powers of nonparametric and semiparametric tests for fractional integration In: Stochastic Processes and their Applications.
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article0
2013Bayesian model selection based on parameter estimates from subsamples In: Statistics & Probability Letters.
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article0
2020Testing conditional mean independence for functional data In: Biometrika.
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article2
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity In: Biometrika.
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article0
2009Confidence intervals for spectral mean and ratio statistics In: Biometrika.
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article2
2014Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening In: Journal of the American Statistical Association.
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article26
2015Self-Normalization for Time Series: A Review of Recent Developments In: Journal of the American Statistical Association.
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article21
2016A Subsampled Double Bootstrap for Massive Data In: Journal of the American Statistical Association.
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article3
2018Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series In: Journal of the American Statistical Association.
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article7
2015Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors In: Journal of Business & Economic Statistics.
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article2
2020Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility In: Journal of Business & Economic Statistics.
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article1
2022Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models In: Journal of Business & Economic Statistics.
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article1

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