Statistics Faculty

xiaofeng Shao
Xiaofeng Shao

  • Professor
  • Department of Statistics
  • University of Illinois at Urbana-Champaign
  • 104A Illini Hall
  • 725 S. Wright St.
  • Champaign, IL 61820 USA
  •  
  • (217) 244-7285
  • xshao@illinois.edu
  • Website
  • Educational Background

  • PhD, Statistics, University of Chicago, 2006
  • Research Interests

  • Long memory and nonlinear time series
  • Spatial statistics
  • Spectral analysis
  • Environmental Statistics
  • Honors and Appointments

  • 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
  • Recent Publications

    Yinxiao Huang and Xiaofeng Shao (2016) Coverage bound for fixed-b subsampling and generalized subsampling for time series. Statistica Sinica, 26, 1499-1524.

    Xiaofeng Shao (2015) Self-normalization for time series: a review of recent developments. Journal of the American Statistical Association, 110, 1797-1817.

    Xianyang Zhang and Xiaofeng Shao (2015) On the coverage bound problem of empirical likelihood methods for time series. Journal of Royal Statistical Society, Series B, 78, 395-421.

    Xianyang Zhang and Xiaofeng Shao (2015) Two sample inference for the second-order property of temporally dependent functional data. Bernoulli, 21, 909-929.

    Stanislav Volgushev and Xiaofeng Shao (2014) A general approach to the joint asymptotic analysis of statistics from sub-samples. Electronic Journal of Statistics, 8, 390-431.

    Xiaofeng Shao and Jingsi Zhang (2014) Martingale difference correlation and its use in high dimensional variable screening. Journal of the American Statistical Association, 109, 1302-1318.

    Xianyang Zhang and Xiaofeng Shao (2014) Fixed-b asymptotics for blockwise empirical likelihood. Statistica Sinica, 24, 1179-1194.

    Xianyang Zhang and Xiaofeng Shao (2013) Fixed-smoothing asymptotics for time series. Annals of Statistics, 41, 1329-1349.

    Zhou Zhou and Xiaofeng Shao (2013) Inference for linear models with dependent errors. Journal of the Royal Statistical Society, Series B. 75, 323-343.

    Xiaofeng Shao and Dimitris N. Politis (2013) Fixed-b subsampling and block bootstrap: improved confidence sets based on p-value calibration. Journal of the Royal Statistical Society, Series B. 75, 161-184.