Xiaofeng Shao

2.5k total citations
68 papers, 1.4k citations indexed

About

Xiaofeng Shao is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Xiaofeng Shao has authored 68 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Statistics and Probability, 26 papers in Finance and 22 papers in Economics and Econometrics. Recurrent topics in Xiaofeng Shao's work include Statistical Methods and Inference (41 papers), Financial Risk and Volatility Modeling (26 papers) and Complex Systems and Time Series Analysis (12 papers). Xiaofeng Shao is often cited by papers focused on Statistical Methods and Inference (41 papers), Financial Risk and Volatility Modeling (26 papers) and Complex Systems and Time Series Analysis (12 papers). Xiaofeng Shao collaborates with scholars based in United States, China and Canada. Xiaofeng Shao's co-authors include Xianyang Zhang, Wei Biao Wu, Jingsi Zhang, Stanislav Volgushev, Zifeng Zhao, Zhou Zhou, Changbo Zhu, Chung Eun Lee, Shun Yao and Srijan Sengupta and has published in prestigious journals such as Journal of Geophysical Research Atmospheres, Journal of the American Statistical Association and Biometrika.

In The Last Decade

Xiaofeng Shao

65 papers receiving 1.4k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Xiaofeng Shao United States 22 822 554 393 263 188 68 1.4k
Soumendra N. Lahiri United States 24 911 1.1× 412 0.7× 460 1.2× 385 1.5× 158 0.8× 82 1.7k
Michael H. Neumann Germany 23 784 1.0× 623 1.1× 327 0.8× 254 1.0× 177 0.9× 58 1.5k
Alexander Aue United States 19 812 1.0× 665 1.2× 444 1.1× 176 0.7× 222 1.2× 50 1.5k
Efstathios Paparoditis Cyprus 22 619 0.8× 551 1.0× 452 1.2× 194 0.7× 282 1.5× 71 1.4k
Yi‐Ching Yao United States 12 622 0.8× 356 0.6× 295 0.8× 216 0.8× 200 1.1× 76 1.3k
Fukang Zhu China 20 902 1.1× 852 1.5× 189 0.5× 241 0.9× 132 0.7× 93 1.4k
Fabienne Comte France 22 863 1.0× 1.3k 2.4× 751 1.9× 283 1.1× 238 1.3× 96 2.1k
Tailen Hsing United States 22 1.1k 1.4× 1.0k 1.8× 417 1.1× 511 1.9× 151 0.8× 61 2.3k
Siegfried Hörmann United States 18 405 0.5× 494 0.9× 388 1.0× 98 0.4× 127 0.7× 42 1.1k
Marie Hušková Czechia 25 1.3k 1.6× 598 1.1× 396 1.0× 325 1.2× 252 1.3× 111 2.0k

Countries citing papers authored by Xiaofeng Shao

Since Specialization
Citations

This map shows the geographic impact of Xiaofeng Shao's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Xiaofeng Shao with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xiaofeng Shao more than expected).

Fields of papers citing papers by Xiaofeng Shao

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Xiaofeng Shao. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Xiaofeng Shao. The network helps show where Xiaofeng Shao may publish in the future.

Co-authorship network of co-authors of Xiaofeng Shao

This figure shows the co-authorship network connecting the top 25 collaborators of Xiaofeng Shao. A scholar is included among the top collaborators of Xiaofeng Shao based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Xiaofeng Shao. Xiaofeng Shao is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Shao, Xiaofeng, et al.. (2025). Dimension-agnostic change point detection. Journal of Econometrics. 250. 106012–106012. 1 indexed citations
2.
Zhang, Yi & Xiaofeng Shao. (2025). Hypothesis Testing for a Functional Parameter via Self-Normalization. Journal of the American Statistical Association. 120(552). 2632–2645.
3.
Zhu, Changbo, et al.. (2024). Two-sample and change-point inference for non-Euclidean valued time series. Electronic Journal of Statistics. 18(1).
4.
Li, Lu, Xiaofeng Shao, & Zhou Yu. (2024). A Slicing‐Free Perspective to Sufficient Dimension Reduction: Selective Review and Recent Developments. International Statistical Review. 92(3). 355–382. 1 indexed citations
5.
Shao, Xiaofeng, et al.. (2023). Dating the break in high-dimensional data. Bernoulli. 29(4). 2 indexed citations
6.
Kato, Kengo, et al.. (2023). Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data. Journal of the American Statistical Association. 1–13. 4 indexed citations
7.
Shao, Xiaofeng, et al.. (2022). Robust inference for change points in high dimension. Journal of Multivariate Analysis. 193. 105114–105114. 3 indexed citations
8.
Zhao, Zifeng, et al.. (2020). Time series analysis of COVID-19 infection curve: A change-point perspective. Journal of Econometrics. 232(1). 1–17. 40 indexed citations
9.
Shao, Xiaofeng. (2015). Self-Normalization for Time Series: A Review of Recent Developments. Journal of the American Statistical Association. 110(512). 1797–1817. 69 indexed citations
10.
Volgushev, Stanislav & Xiaofeng Shao. (2014). A general approach to the joint asymptotic analysis of statistics from sub-samples. Electronic Journal of Statistics. 8(1). 9 indexed citations
11.
Kim, Seonjin, Zhibiao Zhao, & Xiaofeng Shao. (2014). Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval. Journal of Multivariate Analysis. 133. 277–290. 6 indexed citations
12.
Damjanović, Boško, et al.. (2013). Common coupled fixed point theorems for weakly compatible mappings in fuzzy metric spaces. Fixed Point Theory and Applications. 2013(1). 12 indexed citations
13.
Zhang, Xianyang & Xiaofeng Shao. (2013). Fixed-b asymptotics for blockwise empirical likelihood. Statistica Sinica. 4 indexed citations
14.
Shao, Xiaofeng. (2012). Parametric Inference in Stationary Time Series Models with Dependent Errors. Scandinavian Journal of Statistics. 39(4). 772–783. 10 indexed citations
15.
Shao, Xiaofeng. (2011). A bootstrap-assisted spectral test of white noise under unknown dependence. Journal of Econometrics. 162(2). 213–224. 36 indexed citations
16.
Shao, Xiaofeng. (2010). Extended tapered block bootstrap. Statistica Sinica. 20(2). 807–821. 12 indexed citations
17.
Shao, Xiaofeng, et al.. (2010). Common fixed point under integral type contractive condition in Fuzzy metric spaces. 11. 131–134. 2 indexed citations
18.
Shao, Xiaofeng. (2010). A Self-Normalized Approach to Confidence Interval Construction in Time Series. Journal of the Royal Statistical Society Series B (Statistical Methodology). 72(3). 343–366. 90 indexed citations
19.
Shao, Xiaofeng. (2009). A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES. Econometric Theory. 25(1). 195–210. 9 indexed citations
20.
Shao, Xiaofeng & Wei Biao Wu. (2006). Local asymptotic powers of nonparametric and semiparametric tests for fractional integration. Stochastic Processes and their Applications. 117(2). 251–261. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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