Adjunct Professor

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

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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Awards and Honors

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

Additional Campus Affiliations

Adjunct Professor, Statistics

Recent Publications

Chang, J., Jiang, Q., McElroy, T., & Shao, X. (2025). Statistical Inference for High-Dimensional Spectral Density Matrix. Journal of the American Statistical Association. Advance online publication. https://doi.org/10.1080/01621459.2025.2468013

Gao, H., Wang, R., & Shao, X. (2025). Dimension-agnostic change point detection. Journal of Econometrics, 250, Article 106012. https://doi.org/10.1016/j.jeconom.2025.106012

Zhang, Y., Wang, R., & Shao, X. (2025). Adaptive Testing for High-Dimensional Data. Journal of the American Statistical Association. Advance online publication. https://doi.org/10.1080/01621459.2024.2439617

Zhang, Y., & Shao, X. (2025). Hypothesis Testing for a Functional Parameter via Self-Normalization. Journal of the American Statistical Association. Advance online publication. https://doi.org/10.1080/01621459.2025.2483483

Jiang, F., Gao, H., & Shao, X. (2024). Testing Serial Independence of Object-Valued Time Series. Biometrika, 111(3), 925-944. https://doi.org/10.1093/biomet/asad069

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