Xiaofeng Shao

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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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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 journalArticle

Unit root testing
Wild bootstrap

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

Higher Dimensions
Martingale Difference
Martingale Difference
Stationary Time Series
Multivariate Time Series
Dimension Reduction

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

Higher Dimensions
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 journalArticle

Martingale Difference
Dimension Reduction