Xiaofeng Shao : Citation Profile

Are you Xiaofeng Shao?

12

H index

14

i10 index

371

Citations

RESEARCH PRODUCTION:

38

Articles

3

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 23
   Journals where Xiaofeng Shao has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 15 (3.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh274
   Updated: 2024-12-03    RAS profile: 2024-07-04    
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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:

Hong, Yongmiao (15)

Wang, Xuexin (12)

Zhu, Ke (12)

GAO, Jiti (7)

Sun, Yixiao (7)

Sibbertsen, Philipp (6)

Wenger, Kai (6)

Smeekes, Stephan (6)

Cavaliere, Giuseppe (6)

Taylor, Robert (6)

Gil-Alana, Luis (5)

Cites to:

Vogelsang, Timothy (26)

Kiefer, Nicholas (23)

Lobato, Ignacio (15)

Phillips, Peter (12)

Bunzel, Helle (12)

Sun, Yixiao (7)

Andrews, Donald (6)

West, Kenneth (4)

Jin, Sainan (4)

Newey, Whitney (4)

Taylor, Robert (4)

Main data

Where Xiaofeng Shao has published?

Journals with more than one article published# docs
Journal of the Royal Statistical Society Series B6
Econometric Theory6
Journal of the American Statistical Association5
Journal of Business & Economic Statistics3
Biometrika3
Journal of Econometrics3
Journal of Multivariate Analysis2
Journal of the American Statistical Association2
Scandinavian Journal of Statistics2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

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

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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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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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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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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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2023Change-point testing for parallel data sets with FDR control. (2023). Wang, Zhaojun ; Zou, Changliang ; Cui, Junfeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000166.

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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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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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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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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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2023A new generalized exponentially weighted moving average quantile model and its statistical inference. (2023). Zhu, KE. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002269.

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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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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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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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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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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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2023Testing for changes in linear models using weighted residuals. (2023). Zhao, Yuqian ; Rice, Gregory ; Horvath, Lajos. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000568.

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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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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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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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2023Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model. (2023). Madeira, Joao ; Cornea-Madeira, Adriana ; Boldea, Otilia. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:444-466..

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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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Works by Xiaofeng Shao:

YearTitleTypeCited
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]		paper17
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: 17		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
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]		article48
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]		article32
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]		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.
[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]		article12
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]		article12
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]		article1
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]		article14
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]		article17
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]		article31
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]		article2
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity 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]		article29
2015Self-Normalization for Time Series: A Review of Recent Developments In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article21
2016A Subsampled Double Bootstrap for Massive Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article5
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]		article7
2022Adaptive Inference for Change Points in High-Dimensional Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
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]		article1
2022Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4

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