31 citations · 32 across the 3 of their papers we have counts for
3 papers
stat.ME2023
Slicing-free Inverse Regression in High-dimensional Sufficient Dimension Reduction
Qing Mai, Xiaofeng Shao, Runmin Wang +1
Sliced inverse regression (SIR, Li 1991) is a pioneering work and the most recognized method in sufficient dimension reduction. While promising progress has been made in theory and…
stat.ME2021★ 1 cited
Segmenting Time Series via Self-Normalization
Zifeng Zhao, Feiyu Jiang, Xiaofeng Shao
We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust…
math.PR2006★ 31 cited
Invariance principles for fractionally integrated nonlinear processes
Wei Biao Wu, Xiaofeng Shao
We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very…