Research Output per year

## Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Self-normalization
Mathematics

Time series
Mathematics

Martingale Difference
Mathematics

Stationary Time Series
Mathematics

Dependent
Mathematics

Block Bootstrap
Mathematics

Confidence interval
Mathematics

Empirical Likelihood
Mathematics

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Network
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## Research Output 2004 2019

## 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 journal › Article

statistics

simulation

Unit root testing

Bootstrap

Wild bootstrap

## Conditional mean and quantile dependence testing in high dimension

Zhang, X., Yao, S. & Shao, X., Feb 1 2018, In : Annals of Statistics. 46, 1, p. 219-246 28 p.Research output: Contribution to journal › Article

Quantile

Higher Dimensions

Covariates

Testing

Martingale Difference

## Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series

Lee, C. E. & Shao, X., Jan 2 2018, In : Journal of the American Statistical Association. 113, 521, p. 216-229 14 p.Research output: Contribution to journal › Article

Martingale Difference

Stationary Time Series

Multivariate Time Series

Dimension Reduction

Divergence

## Testing mutual independence in high dimension via distance covariance

Yao, S., Zhang, X. & Shao, X., Jun 1 2018, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 80, 3, p. 455-480 26 p.Research output: Contribution to journal › Article

Higher Dimensions

Testing

Test Statistic

Sample Size

Spearman's coefficient

## Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility

Lee, C. E. & Shao, X., Jun 14 2018, (Accepted/In press) In : Journal of Business and Economic Statistics. p. 1-13 13 p.Research output: Contribution to journal › Article

Martingale Difference

Dimension Reduction

Volatility

divergence

Divergence