Testing for change points in time series X Shao, X Zhang Journal of the American Statistical Association 105 (491), 1228-1240, 2010 | 298 | 2010 |
Limit theorems for iterated random functions WB Wu, X Shao Journal of Applied Probability 41 (2), 425-436, 2004 | 229 | 2004 |
The dependent wild bootstrap X Shao Journal of the American Statistical Association 105 (489), 218-235, 2010 | 226 | 2010 |
Asymptotic spectral theory for nonlinear time series X Shao, WB Wu | 201 | 2007 |
Martingale difference correlation and its use in high-dimensional variable screening X Shao, J Zhang Journal of the American Statistical Association 109 (507), 1302-1318, 2014 | 181 | 2014 |
A self-normalized approach to confidence interval construction in time series X Shao Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2010 | 173 | 2010 |
Self-normalization for time series: a review of recent developments X Shao Journal of the American Statistical Association 110 (512), 1797-1817, 2015 | 124 | 2015 |
A simple test of changes in mean in the possible presence of long‐range dependence X Shao Journal of Time Series Analysis 32 (6), 598-606, 2011 | 93 | 2011 |
Testing mutual independence in high dimension via distance covariance S Yao, X Zhang, X Shao Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2018 | 87 | 2018 |
Time series analysis of COVID-19 infection curve: A change-point perspective F Jiang, Z Zhao, X Shao Journal of econometrics 232 (1), 1-17, 2023 | 82 | 2023 |
Testing for white noise under unknown dependence and its applications to diagnostic checking for time series models X Shao Econometric Theory 27 (2), 312-343, 2011 | 72 | 2011 |
Testing the structural stability of temporally dependent functional observations and application to climate projections X Zhang, X Shao, K Hayhoe, DJ Wuebbles | 65 | 2011 |
A bootstrap-assisted spectral test of white noise under unknown dependence X Shao Journal of Econometrics 162 (2), 213-224, 2011 | 57 | 2011 |
A subsampled double bootstrap for massive data S Sengupta, S Volgushev, X Shao Journal of the American Statistical Association 111 (515), 1222-1232, 2016 | 51 | 2016 |
Partial martingale difference correlation T Park, X Shao, S Yao | 51 | 2015 |
Conditional mean and quantile dependence testing in high dimension X Zhang, S Yao, X Shao | 50 | 2018 |
Inference for linear models with dependent errors Z Zhou, X Shao Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2013 | 50 | 2013 |
Local Whittle estimation of fractional integration for nonlinear processes X Shao, WB Wu Econometric Theory 23 (5), 899-929, 2007 | 50 | 2007 |
Two sample inference for the second-order property of temporally dependent functional data X Zhang, X Shao | 48 | 2015 |
A limit theorem for quadratic forms and its applications WB Wu, X Shao Econometric Theory 23 (5), 930-951, 2007 | 44 | 2007 |