email: xshao*
phone: 217.244.7285
fax:
217.244.7190
office:
104A Illini Hall
725
S. Wright St.
Champaign, IL
61820
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Associate Professor of Statistics
Ph.D. in Statistics, University of Chicago, 2006
Website
Research Interests
- Long memory and nonlinear time series
- Spatial statistics
- Spectral analysis
- Environmental Statistics
Honors and Appointments
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The Tjalling C. Koopmans Econometric Theory Prize, 2009 (with Wei Biao Wu)
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Arnold O. Beckman Research Award, UIUC 2010 Econometric Theory Multa Scripist Award, 2011.
Selected Publications
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Zhou Zhou and Xiaofeng Shao (2012) Inference for linear models with dependent errors.
Journal of the Royal Statistical Society, Series B. to appear.
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Xiaofeng Shao and Dimitris N. Politis (2012)
Fixed-b subsampling and block bootstrap: improved confidence sets based on p-value calibration.
Journal of the Royal Statistical Society, Series B. to appear.
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Xiaofeng Shao and Xianyang Zhang (2010)
Testing for change points in time series.
Journal of the American Statistical Association, 105, 1228-1240.
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Xiaofeng Shao (2010)
A self-normalized approach to confidence interval construction in time series.
Journal of the Royal Statistical Society, Series B. 72(3), 343-366.
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Xiaofeng Shao (2010)
The dependent wild bootstrap.
Journal of the American Statistical Association. 105, 218-235.
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