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Xiaofeng Shao

PhD Program Director, Professor

Biography

2016 – Present: Full Professor, Department of Statistics, University of Illinois at Urbana-Champaign

2016 – Present: Ph.D. Program Director, Department of Statistics

2006 – 2016: Assistant/Associate Professor, Department of Statistics, University of Illinois at Urbana-Champaign

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
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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

Data Science Founder Scholar, Statistics
Director, Ph.D. Program, Statistics
Professor, Statistics

Honors & Awards

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

Chang, J., Jiang, Q., & Shao, X. (2023). Testing the martingale difference hypothesis in high dimension. Journal of Econometrics, 235(2), 972-1000. https://doi.org/10.1016/j.jeconom.2022.09.001

Jiang, F., Wang, R., & Shao, X. (2023). Robust inference for change points in high dimension. Journal of Multivariate Analysis, 193, Article 105114. https://doi.org/10.1016/j.jmva.2022.105114

Jiang, F., Gao, H., & Shao, X. (2023). Testing Serial Independence of Object-Valued Time Series. Biometrika. Advance online publication. https://doi.org/10.1093/biomet/asad069

Jiang, F., Zhao, Z., & Shao, X. (2023). Time series analysis of COVID-19 infection curve: A change-point perspective. Journal of Econometrics, 232(1), 1-17. https://doi.org/10.1016/j.jeconom.2020.07.039

Kurisu, D., Kato, K., & Shao, X. (Accepted/In press). Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.2023.2218578

View all publications on Illinois Experts