Skip to main content

Xiaofeng Shao

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
ABinBev
Jump

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

Professor, Statistics

Recent Publications

Jiang, F., Gao, H., & Shao, X. (2024). Testing Serial Independence of Object-Valued Time Series. Biometrika, 111(3), 925-944. https://doi.org/10.1093/biomet/asad069

Jiang, F., Zhu, C., & Shao, X. (2024). Two-sample and change-point inference for non-Euclidean valued time series. Electronic Journal of Statistics, 18(1), 848-894. https://doi.org/10.1214/24-EJS2218

Kurisu, D., Kato, K., & Shao, X. (2024). Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data. Journal of the American Statistical Association, 119(547), 1820-1832. https://doi.org/10.1080/01621459.2023.2218578

Li, L., Shao, X., & Yu, Z. (Accepted/In press). A Slicing-Free Perspective to Sufficient Dimension Reduction: Selective Review and Recent Developments. International Statistical Review, 92(3), 355-382. https://doi.org/10.1111/insr.12565

Xu, T., Zhu, R., & Shao, X. (2024). On variance estimation of random forests with Infinite-order U-statistics. Electronic Journal of Statistics, 18(1), 2135-2207. https://doi.org/10.1214/24-EJS2247

View all publications on Illinois Experts