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Qui-Man Shao - MaRDI portal

Qui-Man Shao

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Person:180919

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zbMath Open shao.qi-manWikidataQ102343469 ScholiaQ102343469MaRDI QIDQ180919

List of research outcomes





PublicationDate of PublicationType
Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons2025-01-13Paper
Self-normalized Cramér type moderate deviations for martingales and applications2024-11-05Paper
Another look at Stein's method for studentized nonlinear statistics with an application to U-statistics2024-11-05Paper
Cramér's moderate deviations for martingales with applications2024-10-08Paper
Nonuniform Berry-Esseen bounds for studentized U-statistics2024-08-20Paper
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process2024-01-12Paper
Self-normalized Cram\'{e}r type moderate deviations for martingales and applications2023-09-11Paper
A probability approximation framework: Markov process approach2023-06-05Paper
Cramér-type moderate deviation for quadratic forms with a fast rate2023-06-02Paper
Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics2023-01-05Paper
A refined randomized concentration inequality2022-06-01Paper
Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms2022-05-16Paper
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean2022-04-25Paper
Cram\'{e}r's moderate deviations for martingales with applications2022-04-05Paper
Asymptotic distributions of high-dimensional distance correlation inference2021-12-03Paper
Cramér-type moderate deviation theorems for nonnormal approximation2021-11-04Paper
Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms2021-02-09Paper
Self-normalized moderate deviations for random walk in random scenery2021-02-04Paper
Self-normalized Cramér type moderate deviations for stationary sequences and applications2020-06-09Paper
A refined Cramér-type moderate deviation for sums of local statistics2020-04-27Paper
Self-normalized Cramér-type moderate deviations for functionals of Markov chain2020-04-15Paper
Correction to: Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula2019-11-07Paper
Limit theorems with rate of convergence under sublinear expectations2019-09-25Paper
Self-normalized Cramér type moderate deviations for martingales2019-09-25Paper
Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula2019-07-17Paper
Skewness correction in tail probability approximations for sums of local statistics2019-04-04Paper
Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs2019-03-14Paper
On necessary and sufficient conditions for the self-normalized central limit theorem2018-10-29Paper
Self-normalization: taming a wild population in a heavy-tailed world2018-07-18Paper
Berry-Esseen bounds for self-normalized martingales2018-04-16Paper
https://portal.mardi4nfdi.de/entity/Q46069112018-03-09Paper
Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons2017-12-08Paper
Identifying the limiting distribution by a general approach of Stein's method2017-05-05Paper
In Memory of Wenbo V. Li’s Contributions2017-01-11Paper
Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications2016-11-18Paper
Self-normalized Cramér-type moderate deviations under dependence2016-09-07Paper
Cramér type moderate deviation theorems for self-normalized processes2016-07-14Paper
Posterior propriety and computation for the Cox regression model with applications to missing covariates2016-06-27Paper
Stein's method for nonlinear statistics: a brief survey and recent progress2015-12-22Paper
Berry-Esseen Inequality for Unbounded Exchangeable Pairs2015-06-24Paper
Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics2015-02-04Paper
Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control2014-12-12Paper
Small deviations for a family of smooth Gaussian processes2014-09-18Paper
Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices2014-04-25Paper
Self-normalized limit theorems: a survey2014-01-13Paper
Moderate deviations in Poisson approximation: a first attempt2013-11-25Paper
Self-normalized Cramér type moderate deviations for the maximum of sums2013-08-16Paper
https://portal.mardi4nfdi.de/entity/Q53272022013-08-07Paper
A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests2013-05-30Paper
Cramér type moderate deviations for Studentized U-statistics2013-04-25Paper
From Stein identities to moderate deviations2013-03-15Paper
Asymptotics of the variance of the number of real roots of random trigonometric polynomials2013-01-28Paper
Universality of sample covariance matrices: CLT of the smoothed empirical spectral distribution2011-11-23Paper
https://portal.mardi4nfdi.de/entity/Q30966982011-11-11Paper
On non-stationary threshold autoregressive models2011-09-14Paper
Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model2011-05-11Paper
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes2011-04-15Paper
On the longest length of consecutive integers2011-04-08Paper
Nonparametric estimate of spectral density functions of sample covariance matrices: a first step2011-01-19Paper
Normal Approximation by Stein’s Method2010-09-09Paper
Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices2010-08-23Paper
https://portal.mardi4nfdi.de/entity/Q35803282010-08-12Paper
Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series2010-05-26Paper
A note on directed polymers in Gaussian environments2010-04-30Paper
Asymptotic distributions of non-central Studentized statistics2009-12-07Paper
Berry-Esseen bounds for projections of coordinate symmetric random vectors2009-11-20Paper
Cram'er type moderate deviations for the maximum of self-normalized sums2009-11-20Paper
Maximum likelihood inference for the Cox regression model with applications to missing covariates2009-09-28Paper
https://portal.mardi4nfdi.de/entity/Q36223132009-04-28Paper
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization2009-01-13Paper
Self-Normalized Processes2008-10-06Paper
Towards a universal self-normalized moderate deviation2008-08-07Paper
Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality2008-01-09Paper
Normal approximation for nonlinear statistics using a concentration inequality approach2008-01-09Paper
Limit theorems for permutations of empirical processes with applications to change point analysis2007-12-17Paper
A calibrated scenario generation model for heavy-tailed risk factors2007-11-27Paper
Propriety of the Posterior Distribution and Existence of the MLE for Regression Models With Covariates Missing at Random2007-08-20Paper
Large and moderate deviations for Hotelling's \(T^2\)-statistic2006-11-03Paper
On discriminating between long-range dependence and changes in mean2006-08-24Paper
Almost sure convergence of the Bartlett estimator2006-06-27Paper
The Berry-Esseen bound for character ratios2006-03-27Paper
https://portal.mardi4nfdi.de/entity/Q33694322006-02-13Paper
A Gaussian correlation inequality and its applications to the existence of small ball constant.2005-11-29Paper
https://portal.mardi4nfdi.de/entity/Q57056212005-11-09Paper
Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions2005-09-12Paper
https://portal.mardi4nfdi.de/entity/Q46638062005-04-04Paper
Asymptotic distributions and {B}erry-{E}sseen bounds for sums of record values2005-03-08Paper
Normal approximation under local dependence.2004-09-15Paper
Lower tail probabilities for Gaussian processes.2004-09-15Paper
Self-normalized Cramér-type large deviations for independent random variables.2004-07-01Paper
https://portal.mardi4nfdi.de/entity/Q44086202003-06-29Paper
Bootstrapping the Student \(t\)-statistic2003-05-06Paper
Partition-weighted Monte Carlo estimation2003-04-27Paper
Prior elicitation for model selection and estimation in generalized linear mixed models2003-04-09Paper
A non-uniform Berry-Esseen bound via Stein's method2002-10-23Paper
The law of iterated logarithm for negatively associated random variables2002-08-29Paper
Random polynomials having few or no real zeros2002-08-07Paper
A New Skewed Link Model for Dichotomous Quantal Response Data2002-07-30Paper
A normal comparison inequality and its applications2002-07-29Paper
Capture time of Brownian pursuits2002-07-29Paper
https://portal.mardi4nfdi.de/entity/Q27349822002-06-10Paper
Existence of Bayesian estimates for the polychotomous quantal response models2002-01-24Paper
A comparison theorem on moment inequalities between negatively associated and independent random variables2001-10-30Paper
Power prior distributions for generalized linear models2001-10-04Paper
https://portal.mardi4nfdi.de/entity/Q45247412001-09-02Paper
Strong laws for \(L_p\)-norms of empirical and related processes2001-06-13Paper
https://portal.mardi4nfdi.de/entity/Q45163732000-11-28Paper
Properties of prior and posterior distributions for multivariate categorical response data models2000-10-29Paper
Propriety of posterior distribution for dichotomous quantal response models2000-10-19Paper
On parameters of increasing dimensions2000-10-03Paper
Limit theorems for quadratic forms with applications to Whittle's estimate2000-07-13Paper
On Monte Carlo methods for estimating ratios of normalizing constants2000-05-18Paper
https://portal.mardi4nfdi.de/entity/Q42469132000-05-03Paper
Monte Carlo methods in Bayesian computation2000-03-15Paper
Small ball estimates for Gaussian processes under Sobolev type norms2000-03-13Paper
Self-normalized moderate deviations and lils1999-11-18Paper
On central limit theorems for shrunken random variables1999-11-01Paper
A Cramér type large deviation result for Student's \(t\)-statistic1999-09-23Paper
Limit distributions of directionally reinforced random walks1999-05-04Paper
Performance study of marginal posterior density estimation via Kullback-Leibler divergence1999-02-07Paper
Limit theorem for maximum of standardized \(U\)-statistics with an application1999-01-10Paper
https://portal.mardi4nfdi.de/entity/Q43871351998-12-20Paper
Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence1998-11-23Paper
https://portal.mardi4nfdi.de/entity/Q43510491998-04-29Paper
https://portal.mardi4nfdi.de/entity/Q43708671998-01-07Paper
Monte Carlo methods for Bayesian analysis of constrained parameter problems1998-01-01Paper
Bahadur efficiency and robustness of Studentized score tests1997-11-06Paper
Self-normalized large deviations1997-10-16Paper
Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation1997-09-01Paper
A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs1997-08-03Paper
https://portal.mardi4nfdi.de/entity/Q48776201997-07-07Paper
Weak convergence for weighted empirical processes of dependent sequences1997-04-24Paper
A note on the law of large numbers for directed random walks in random environments1997-04-22Paper
A Darling-Erdös-Type Theorem for Standardized Random Walk Summation1996-10-31Paper
https://portal.mardi4nfdi.de/entity/Q48775791996-09-02Paper
https://portal.mardi4nfdi.de/entity/Q48538061996-08-13Paper
https://portal.mardi4nfdi.de/entity/Q48697481996-07-18Paper
https://portal.mardi4nfdi.de/entity/Q48663971996-06-11Paper
A note on estimation of variance for \(\rho\)-mixing sequences1996-06-05Paper
Asymptotics for directed random walks in random environments1996-04-01Paper
A Chung type law of the iterated logarithm for subsequences of a Wiener process1996-01-02Paper
On moduli of continuity for local times of Gaussian processes1995-11-14Paper
Maximal inequalities for partial sums of \(\rho\)-mixing sequences1995-09-17Paper
Strong approximation theorems for independent random variables and their applications1995-07-17Paper
Estimation of the variance of partial sums for \(\rho\)-mixing random variables1995-07-03Paper
Limit theorems for the union-intersection test1995-07-02Paper
Small ball probabilities for Gaussian processes with stationary increments under Hölder norms1995-05-23Paper
On a Conjecture of Revesz1995-03-26Paper
A note on the almost sure central limit theorem for weakly dependent random variables1995-02-22Paper
Path Properties for l ∞ -Valued Gaussian Processes1994-12-19Paper
Studentized increments of partial sums1994-12-15Paper
Bootstrapping the sample means for stationary mixing sequences1994-12-07Paper
Self-normalized central limit theorem for sums of weakly dependent random variables1994-11-17Paper
On almost sure limit inferior for \(B\)-valued stochastic processes and applications1994-11-17Paper
A new proof on the distribution of the local time of a Wiener process1994-11-07Paper
On a new law of the iterated logarithm of Erdős and Révész1994-10-10Paper
Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties1994-10-10Paper
A self-normalized Erdős-Rényi type strong law of large numbers1994-09-20Paper
Almost sure invariance principles for mixing sequences of random variables1994-08-11Paper
Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes1994-07-07Paper
On the limiting behaviors of increments of sums of random variables without moment conditions1994-06-06Paper
A note on dichotomy theorems for integrals of stable processes1994-05-24Paper
https://portal.mardi4nfdi.de/entity/Q42735631994-01-23Paper
An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance1993-12-15Paper
A note on small ball probability of a Gaussian process with stationary increments1993-10-03Paper
https://portal.mardi4nfdi.de/entity/Q46935621993-09-01Paper
Randomization Moduli of Continuity for ℓ2-Norm Squared Ornstein-Uhlenbeck Processes1993-08-08Paper
Convergence of integrals of uniform empirical and quantile processes1993-06-29Paper
On the Law of the Iterated Logarithm for Infinite Dimensional Ornstein-Uhlenbeck Processes1993-06-29Paper
Complete convergence for \(\alpha{}\)-mixing sequences1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40359891993-05-16Paper
An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes1993-03-04Paper
Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes1993-02-04Paper
How small are the increments of partial sums of non-i.i.d. random variables1993-01-17Paper
https://portal.mardi4nfdi.de/entity/Q40179701993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q40082831992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40094231992-09-27Paper
Exponential inequalities for dependent random variables1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q47127571992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33571891991-01-01Paper
On the complete convergence for randomly selected sequences1990-01-01Paper
On the invariance principle of \(\rho\)-mixing sequences of random variables1989-01-01Paper
On a problem of Csörgö and Révész1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42048811989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34760661988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30279881987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38005081987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37979561986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47254191986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36874341985-01-01Paper
Nonuniform Berry-Esseen bounds for Studentized U-statisticsN/APaper
Normal approximation for exponential random graphsN/APaper

Research outcomes over time

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