Xiaofeng Shao
29 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-5822-8209
Department of Statistics and Data Science, and Department of Economics, Washington University in St Louis, St. Louis, MO
Publications
- Hypothesis Testing for a Functional Parameter via Self-Normalization — Journal of the American Statistical Association 2025
- Statistical Inference for High-Dimensional Spectral Density Matrix — Journal of the American Statistical Association 2025
- Adaptive Testing for High-Dimensional Data — Journal of the American Statistical Association 2025
- Another look at bandwidth-free inference: a sample splitting approach — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2024
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data — Journal of the American Statistical Association 2024
- Testing serial independence of object-valued time series — Biometrika 2024
- Inference for change points in high-dimensional data via selfnormalization — The Annals of Statistics 2022
- Adaptive Inference for Change Points in High-Dimensional Data — Journal of the American Statistical Association 2022
- Correction note: “Asymptotic spectral theory for nonlinear time series” — The Annals of Statistics 2022
- Modelling the COVID-19 infection trajectory: A piecewise linear quantile trend model* — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
- Segmenting time series via self-normalisation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
- Envelopes in multivariate regression models with nonlinearity and heteroscedasticity — Biometrika 2020
- Distance-based and RKHS-based dependence metrics in high dimension — The Annals of Statistics 2020
- Testing conditional mean independence for functional data — Biometrika 2020
- Hypothesis testing for high-dimensional time series via self-normalization — The Annals of Statistics 2020
- Conditional mean and quantile dependence testing in high dimension — The Annals of Statistics 2018
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series — Journal of the American Statistical Association 2018
- Testing mutual independence in high dimension via distance covariance — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
- On the coverage bound problem of empirical likelihood methods for time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
- A Subsampled Double Bootstrap for Massive Data — Journal of the American Statistical Association 2016
- Self-Normalization for Time Series: A Review of Recent Developments — Journal of the American Statistical Association 2015
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening — Journal of the American Statistical Association 2014
- Fixedbsubsampling and the block bootstrap: improved confidence sets based onp-value calibration — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
- Inference for linear models with dependent errors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
- Corrigendum: A self-normalized approach to confidence interval construction in time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2010
- A self-normalized approach to confidence interval construction in time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2010
- Testing for Change Points in Time Series — Journal of the American Statistical Association 2010
- The Dependent Wild Bootstrap — Journal of the American Statistical Association 2010
- Confidence intervals for spectral mean and ratio statistics — Biometrika 2009