Xiaofeng Shao

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Personal profile

Personal profile

2016 – Present: Full Professor, Department of Statistics, University of Illinois at Urbana-Champaign

2016 – Present: Ph.D. Program Director, Department of Statistics

2006 – 2016: Assistant/Associate Professor, Department of Statistics, University of Illinois at Urbana-Champaign

Research Interests

Long memory and nonlinear time series
Spatial statistics
Spectral analysis
Environmental Statistics
Econometrics
Functional data analysis
High dimensional data analysis
Resampling methods
Time series analysis
Applications in atmospheric science, economics, finance and neuroscience

Education

PhD, Statistics, University of Chicago, 2006

Honors & Awards

The Tjalling C. Koopmans Econometric Theory Prize, 2009 (with Wei Biao Wu)
Arnold O. Beckman Research Award, UIUC 2010 Econometric Theory Multa Scripist Award, 2011.
Centennial Scholar, College of Liberal Arts and Sciences, 2013-2016

Grants

NSF-CMG0724752 (co-PI)
NSF-DMS0804937 (PI)
NSF-DMS1104545 (PI)
NSF-DMS1407037 (PI)
NSF-DMS1607489 (PI)
Research Board at UIUC
ABinBev
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Office Address

113 C Illini Hall
725 S. Wright St.
M/C 374
Champaign, IL 61820

Office Phone

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Research Output

  • Bootstrap-assisted unit root testing with piecewise locally stationary errors

    Rho, Y. & Shao, X., Feb 1 2019, In : Econometric Theory. 35, 1, p. 143-166 24 p.

    Research output: Contribution to journalArticle

  • Conditional mean and quantile dependence testing in high dimension

    Zhang, X., Yao, S. & Shao, X., Feb 2018, In : Annals of Statistics. 46, 1, p. 219-246 28 p.

    Research output: Contribution to journalArticle

  • Testing mutual independence in high dimension via distance covariance

    Yao, S., Zhang, X. & Shao, X., Jun 2018, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 80, 3, p. 455-480 26 p.

    Research output: Contribution to journalArticle