Xiaofeng Shao

Statistics and Probability · 2004–2016

A researcher in the Science corpus: 14 papers; trusts 101 researchers and is trusted by 56 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 112 citations into it; #964 of 12,932 by trust here, #2,477 by citations
• Finance — 106 citations into it; #549 of 10,518 by trust here, #1,924 by citations
• Economics and Econometrics — 90 citations into it; #1,525 of 23,481 by trust here, #4,709 by citations
• Artificial Intelligence — 24 citations into it; #12,594 of 35,345 by trust here, #28,481 by citations
• Management Science and Operations Research — 19 citations into it
• Mathematical Physics — 11 citations into it; #1,578 of 8,562 by trust here, #1,050 by citations
• Control and Systems Engineering — 10 citations into it
• Statistical Learning Theory — 10 citations into it

Whom Xiaofeng Shao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ignacio N. Lobato
2. Wei Biao Wu
3. Hans R. Künsch
4. James Davidson
5. Efstathios Paparoditis
6. Soumendra Nath Lahiri
7. Rohit S. Deo
8. Pierre Perron
9. Dimitris Nicolas Politis
10. Donald W. K. Andrews

Who trusts Xiaofeng Shao overall

1. Xianyang Zhang
2. Kacper P. Chwialkowski
3. Wei Biao Wu
4. Holger Dette
5. Moritz Jirak
6. Alexander Aue
7. Zhou Zhou
8. Axel Bucher
9. Arthur Gretton
10. Yinchu Zhu

Papers from Xiaofeng Shao's perspective

Ordered by how strongly the researchers Xiaofeng Shao trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Statistics for long-memory processes
3. Regression Shrinkage and Selection via the Lasso
4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
5. The stationary bootstrap
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. Mixing: Properties and Examples
8. The Jackknife and the Bootstrap for General Stationary Observations
9. Estimating the Dimension of a Model
10. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

Their papers

• The Dependent Wild Bootstrap (2010) — 209 citations
• A self‐normalized approach to confidence interval construction in time series (2010) — 165 citations
• Testing mutual independence in high dimension via distance covariance (2016) — 99 citations
• Limit theorems for iterated random functions (2004) — 212 citations
• Testing the structural stability of temporally dependent functional observations and application to climate projections (2011) — 66 citations
• Testing for Change Points in Time Series (2010) — 269 citations
• LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (2007) — 56 citations
• Partial martingale difference correlation (2015) — 56 citations
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (2010) — 57 citations
• A simple test of changes in mean in the possible presence of long‐range dependence (2011) — 81 citations
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (2014) — 203 citations
• A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (2008) — 11 citations
• A bootstrap-assisted spectral test of white noise under unknown dependence (2011) — 60 citations
• Asymptotic spectral theory for nonlinear time series (2006) — 184 citations