Q. M. Shao

From MaRDI portal
(Redirected from Person:180919)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Large deviations and Berry-Esseen bounds for a critical Galton-Watson process
Journal of Theoretical Probability
2025-09-24Paper
Berry-Esseen bounds for degenerate U-statistics with application to distance correlation
Science China. Mathematics
2025-08-19Paper
Self-normalized Cramér type moderate deviation theorem for Gaussian approximation
The Annals of Statistics
2025-08-07Paper
Berry-Esseen bounds for functionals of independent random variables
Stochastic Processes and their Applications
2025-03-31Paper
Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons
Science China. Mathematics
2025-01-13Paper
Self-normalized Cramér type moderate deviations for martingales and applications
Bernoulli
2024-11-05Paper
Another look at Stein's method for studentized nonlinear statistics with an application to U-statistics
Journal of Theoretical Probability
2024-11-05Paper
Cramér's moderate deviations for martingales with applications
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2024-10-08Paper
Nonuniform Berry-Esseen bounds for studentized U-statistics
Bernoulli
2024-08-20Paper
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process
Journal of Applied Probability
2024-01-12Paper
Self-normalized Cram\'{e}r type moderate deviations for martingales and applications2023-09-11Paper
A probability approximation framework: Markov process approach
The Annals of Applied Probability
2023-06-05Paper
Cramér-type moderate deviation for quadratic forms with a fast rate
Bernoulli
2023-06-02Paper
Cramér-type moderate deviation for quadratic forms with a fast rate
Bernoulli
2023-06-02Paper
Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics2023-01-05Paper
A refined randomized concentration inequality
Statistics & Probability Letters
2022-06-01Paper
Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
Bernoulli
2022-05-16Paper
Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
Bernoulli
2022-05-16Paper
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
The Annals of Statistics
2022-04-25Paper
Cram\'{e}r's moderate deviations for martingales with applications2022-04-05Paper
Asymptotic distributions of high-dimensional distance correlation inference
The Annals of Statistics
2021-12-03Paper
Asymptotic distributions of high-dimensional distance correlation inference
The Annals of Statistics
2021-12-03Paper
Cramér-type moderate deviation theorems for nonnormal approximation
The Annals of Applied Probability
2021-11-04Paper
Cramér-type moderate deviation theorems for nonnormal approximation
The Annals of Applied Probability
2021-11-04Paper
Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms
(available as arXiv preprint)
2021-02-09Paper
Self-normalized moderate deviations for random walk in random scenery
Journal of Theoretical Probability
2021-02-04Paper
Self-normalized Cramér type moderate deviations for stationary sequences and applications
Stochastic Processes and their Applications
2020-06-09Paper
A refined Cramér-type moderate deviation for sums of local statistics
Bernoulli
2020-04-27Paper
Self-normalized Cramér-type moderate deviations for functionals of Markov chain
Acta Mathematicae Applicatae Sinica. English Series
2020-04-15Paper
Correction to: Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2019-11-07Paper
Self-normalized Cramér type moderate deviations for martingales
Bernoulli
2019-09-25Paper
Self-normalized Cramér type moderate deviations for martingales
Bernoulli
2019-09-25Paper
Limit theorems with rate of convergence under sublinear expectations
Bernoulli
2019-09-25Paper
Limit theorems with rate of convergence under sublinear expectations
Bernoulli
2019-09-25Paper
Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2019-07-17Paper
Skewness correction in tail probability approximations for sums of local statistics2019-04-04Paper
Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
The Annals of Probability
2019-03-14Paper
Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
The Annals of Probability
2019-03-14Paper
On necessary and sufficient conditions for the self-normalized central limit theorem
Science China. Mathematics
2018-10-29Paper
Self-normalization: taming a wild population in a heavy-tailed world
Applied Mathematics. Series B (English Edition)
2018-07-18Paper
Berry-Esseen bounds for self-normalized martingales
Communications in Mathematics and Statistics
2018-04-16Paper
scientific article; zbMATH DE number 6848755 (Why is no real title available?)2018-03-09Paper
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 method
Science China. Mathematics
2017-05-05Paper
In memory of Wenbo V. Li's contributions
High Dimensional Probability VII
2017-01-11Paper
Cramér-type moderate deviations for Studentized two-sample U-statistics with applications
The Annals of Statistics
2016-11-18Paper
Self-normalized Cramér-type moderate deviations under dependence
The Annals of Statistics
2016-09-07Paper
Self-normalized Cramér-type moderate deviations under dependence
The Annals of Statistics
2016-09-07Paper
Cramér type moderate deviation theorems for self-normalized processes
Bernoulli
2016-07-14Paper
Cramér type moderate deviation theorems for self-normalized processes
Bernoulli
2016-07-14Paper
Posterior propriety and computation for the Cox regression model with applications to missing covariates
Biometrika
2016-06-27Paper
Stein's method for nonlinear statistics: a brief survey and recent progress
Journal of Statistical Planning and Inference
2015-12-22Paper
Berry-Esseen inequality for unbounded exchangeable pairs
Probability Approximations and Beyond
2015-06-24Paper
Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics
Communications in Mathematics and Statistics
2015-02-04Paper
Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control
The Annals of Statistics
2014-12-12Paper
Small deviations for a family of smooth Gaussian processes
Journal of Theoretical Probability
2014-09-18Paper
Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
The Annals of Probability
2014-04-25Paper
Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
The Annals of Probability
2014-04-25Paper
Self-normalized limit theorems: a survey
Probability Surveys
2014-01-13Paper
Moderate deviations in Poisson approximation: a first attempt
Statistica Sinica
2013-11-25Paper
Self-normalized Cramér type moderate deviations for the maximum of sums
Bernoulli
2013-08-16Paper
Self-normalized Cramér type moderate deviations for the maximum of sums
Bernoulli
2013-08-16Paper
Self-normalized limit theorems in probability and statistics2013-08-07Paper
A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
The Annals of Statistics
2013-05-30Paper
A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
The Annals of Statistics
2013-05-30Paper
Cramér type moderate deviations for Studentized \(U\)-statistics
ESAIM: Probability and Statistics
2013-04-25Paper
From Stein identities to moderate deviations
The Annals of Probability
2013-03-15Paper
From Stein identities to moderate deviations
The Annals of Probability
2013-03-15Paper
Asymptotics of the variance of the number of real roots of random trigonometric polynomials
Science China. Mathematics
2013-01-28Paper
An adaptive fault-tolerant control framework with agent-based systems
International Journal of Robust and Nonlinear Control
2012-08-04Paper
Universality of sample covariance matrices: CLT of the smoothed empirical spectral distribution2011-11-23Paper
Stein's method, self-normalized limit theory and applications2011-11-11Paper
On non-stationary threshold autoregressive models
Bernoulli
2011-09-14Paper
Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
The Annals of Applied Probability
2011-05-11Paper
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
The Annals of Probability
2011-04-15Paper
On the longest length of consecutive integers
Acta Mathematica Sinica, English Series
2011-04-08Paper
Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
The Annals of Statistics
2011-01-19Paper
Normal Approximation by Stein’s Method
Probability and Its Applications
2010-09-09Paper
Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices2010-08-23Paper
Necessary and sufficient conditions on the properiety of posterior distributions for generalized linear mixed models2010-08-12Paper
Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
The Annals of Statistics
2010-05-26Paper
A note on directed polymers in Gaussian environments
Electronic Communications in Probability
2010-04-30Paper
A note on directed polymers in Gaussian environments
Electronic Communications in Probability
2010-04-30Paper
Asymptotic distributions of non-central Studentized statistics
Science in China. Series A
2009-12-07Paper
Cram'er type moderate deviations for the maximum of self-normalized sums
Electronic Journal of Probability
2009-11-20Paper
Cram'er type moderate deviations for the maximum of self-normalized sums
Electronic Journal of Probability
2009-11-20Paper
Berry-Esseen bounds for projections of coordinate symmetric random vectors
Electronic Communications in Probability
2009-11-20Paper
Berry-Esseen bounds for projections of coordinate symmetric random vectors
Electronic Communications in Probability
2009-11-20Paper
Maximum likelihood inference for the Cox regression model with applications to missing covariates
Journal of Multivariate Analysis
2009-09-28Paper
A note on the self-normalized large deviation2009-04-28Paper
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
The Annals of Applied Probability
2009-01-13Paper
Self-Normalized Processes
Probability and its Applications
2008-10-06Paper
Towards a universal self-normalized moderate deviation
Transactions of the American Mathematical Society
2008-08-07Paper
Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality
Bernoulli
2008-01-09Paper
Normal approximation for nonlinear statistics using a concentration inequality approach
Bernoulli
2008-01-09Paper
Limit theorems for permutations of empirical processes with applications to change point analysis
Stochastic Processes and their Applications
2007-12-17Paper
A calibrated scenario generation model for heavy-tailed risk factors
IMA Journal of Management Mathematics
2007-11-27Paper
Propriety of the Posterior Distribution and Existence of the MLE for Regression Models With Covariates Missing at Random
Journal of the American Statistical Association
2007-08-20Paper
Large and moderate deviations for Hotelling's \(T^2\)-statistic
Electronic Communications in Probability
2006-11-03Paper
On discriminating between long-range dependence and changes in mean
The Annals of Statistics
2006-08-24Paper
Almost sure convergence of the Bartlett estimator
Periodica Mathematica Hungarica
2006-06-27Paper
The Berry-Esseen bound for character ratios
Proceedings of the American Mathematical Society
2006-03-27Paper
scientific article; zbMATH DE number 5005874 (Why is no real title available?)2006-02-13Paper
A Gaussian correlation inequality and its applications to the existence of small ball constant.
Stochastic Processes and their Applications
2005-11-29Paper
scientific article; zbMATH DE number 2227298 (Why is no real title available?)2005-11-09Paper
Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
The Annals of Statistics
2005-09-12Paper
scientific article; zbMATH DE number 2152206 (Why is no real title available?)2005-04-04Paper
Asymptotic distributions and {B}erry-{E}sseen bounds for sums of record values
Electronic Journal of Probability
2005-03-08Paper
Asymptotic distributions and {B}erry-{E}sseen bounds for sums of record values
Electronic Journal of Probability
2005-03-08Paper
Normal approximation under local dependence.
The Annals of Probability
2004-09-15Paper
Lower tail probabilities for Gaussian processes.
The Annals of Probability
2004-09-15Paper
Self-normalized Cramér-type large deviations for independent random variables.
The Annals of Probability
2004-07-01Paper
scientific article; zbMATH DE number 1941499 (Why is no real title available?)2003-06-29Paper
Bootstrapping the Student t-statistic
The Annals of Probability
2003-05-06Paper
Partition-weighted Monte Carlo estimation
Annals of the Institute of Statistical Mathematics
2003-04-27Paper
Prior elicitation for model selection and estimation in generalized linear mixed models
Journal of Statistical Planning and Inference
2003-04-09Paper
A non-uniform Berry-Esseen bound via Stein's method
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-10-23Paper
The law of iterated logarithm for negatively associated random variables
Stochastic Processes and their Applications
2002-08-29Paper
Random polynomials having few or no real zeros
Journal of the American Mathematical Society
2002-08-07Paper
A New Skewed Link Model for Dichotomous Quantal Response Data2002-07-30Paper
A normal comparison inequality and its applications
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-07-29Paper
Capture time of Brownian pursuits
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-07-29Paper
Gaussian processes: Inequalities, small ball probabilities and applications2002-06-10Paper
Existence of Bayesian estimates for the polychotomous quantal response models
Annals of the Institute of Statistical Mathematics
2002-01-24Paper
A comparison theorem on moment inequalities between negatively associated and independent random variables
Journal of Theoretical Probability
2001-10-30Paper
Power prior distributions for generalized linear models
Journal of Statistical Planning and Inference
2001-10-04Paper
scientific article; zbMATH DE number 1552485 (Why is no real title available?)2001-09-02Paper
Strong laws for L_p-norms of empirical and related processes
Periodica Mathematica Hungarica
2001-06-13Paper
scientific article; zbMATH DE number 1536179 (Why is no real title available?)2000-11-28Paper
Properties of prior and posterior distributions for multivariate categorical response data models
Journal of Multivariate Analysis
2000-10-29Paper
Propriety of posterior distribution for dichotomous quantal response models
Proceedings of the American Mathematical Society
2000-10-19Paper
On parameters of increasing dimensions
Journal of Multivariate Analysis
2000-10-03Paper
Limit theorems for quadratic forms with applications to Whittle's estimate
The Annals of Applied Probability
2000-07-13Paper
On Monte Carlo methods for estimating ratios of normalizing constants
The Annals of Statistics
2000-05-18Paper
scientific article; zbMATH DE number 1301702 (Why is no real title available?)2000-05-03Paper
Monte Carlo methods in Bayesian computation
Springer Series in Statistics
2000-03-15Paper
Small ball estimates for Gaussian processes under Sobolev type norms
Journal of Theoretical Probability
2000-03-13Paper
Self-normalized moderate deviations and lils
Stochastic Processes and their Applications
1999-11-18Paper
On central limit theorems for shrunken random variables
Proceedings of the American Mathematical Society
1999-11-01Paper
A Cramér type large deviation result for Student's \(t\)-statistic
Journal of Theoretical Probability
1999-09-23Paper
Limit distributions of directionally reinforced random walks
Advances in Mathematics
1999-05-04Paper
Performance study of marginal posterior density estimation via Kullback-Leibler divergence
Test
1999-02-07Paper
Limit theorem for maximum of standardized U-statistics with an application
The Annals of Statistics
1999-01-10Paper
scientific article; zbMATH DE number 1149757 (Why is no real title available?)1998-12-20Paper
Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
Stochastic Processes and their Applications
1998-11-23Paper
scientific article; zbMATH DE number 1052811 (Why is no real title available?)1998-04-29Paper
scientific article; zbMATH DE number 1101426 (Why is no real title available?)1998-01-07Paper
Monte Carlo methods for Bayesian analysis of constrained parameter problems
Biometrika
1998-01-01Paper
Bahadur efficiency and robustness of Studentized score tests
Annals of the Institute of Statistical Mathematics
1997-11-06Paper
Self-normalized large deviations
The Annals of Probability
1997-10-16Paper
Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
The Annals of Probability
1997-09-01Paper
A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
The Annals of Statistics
1997-08-03Paper
scientific article; zbMATH DE number 878357 (Why is no real title available?)1997-07-07Paper
Weak convergence for weighted empirical processes of dependent sequences
The Annals of Probability
1997-04-24Paper
A note on the law of large numbers for directed random walks in random environments
Stochastic Processes and their Applications
1997-04-22Paper
A Darling-Erdös-Type Theorem for Standardized Random Walk Summation
Bulletin of the London Mathematical Society
1996-10-31Paper
scientific article; zbMATH DE number 878318 (Why is no real title available?)1996-09-02Paper
scientific article; zbMATH DE number 812577 (Why is no real title available?)1996-08-13Paper
scientific article; zbMATH DE number 854962 (Why is no real title available?)1996-07-18Paper
scientific article; zbMATH DE number 850372 (Why is no real title available?)1996-06-11Paper
A note on estimation of variance for \(\rho\)-mixing sequences
Statistics & Probability Letters
1996-06-05Paper
Asymptotics for directed random walks in random environments
Acta Mathematica Hungarica
1996-04-01Paper
A Chung type law of the iterated logarithm for subsequences of a Wiener process
Stochastic Processes and their Applications
1996-01-02Paper
On moduli of continuity for local times of Gaussian processes
Stochastic Processes and their Applications
1995-11-14Paper
Maximal inequalities for partial sums of \(\rho\)-mixing sequences
The Annals of Probability
1995-09-17Paper
Strong approximation theorems for independent random variables and their applications
Journal of Multivariate Analysis
1995-07-17Paper
Estimation of the variance of partial sums for \(\rho\)-mixing random variables
Journal of Multivariate Analysis
1995-07-03Paper
Limit theorems for the union-intersection test
Journal of Statistical Planning and Inference
1995-07-02Paper
Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
Journal of Theoretical Probability
1995-05-23Paper
On a Conjecture of Revesz
Proceedings of the American Mathematical Society
1995-03-26Paper
A note on the almost sure central limit theorem for weakly dependent random variables
Statistics & Probability Letters
1995-02-22Paper
Path Properties for l ∞ -Valued Gaussian Processes
Proceedings of the American Mathematical Society
1994-12-19Paper
Studentized increments of partial sums
Science in China. Series A
1994-12-15Paper
Bootstrapping the sample means for stationary mixing sequences
Stochastic Processes and their Applications
1994-12-07Paper
Self-normalized central limit theorem for sums of weakly dependent random variables
Journal of Theoretical Probability
1994-11-17Paper
On almost sure limit inferior for B-valued stochastic processes and applications
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1994-11-17Paper
A new proof on the distribution of the local time of a Wiener process
Statistics & Probability Letters
1994-11-07Paper
On a new law of the iterated logarithm of Erdős and Révész
Acta Mathematica Hungarica
1994-10-10Paper
Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties
Canadian Journal of Mathematics
1994-10-10Paper
A self-normalized Erdős-Rényi type strong law of large numbers
Stochastic Processes and their Applications
1994-09-20Paper
Almost sure invariance principles for mixing sequences of random variables
Stochastic Processes and their Applications
1994-08-11Paper
Strong limit theorems for large and small increments of ^ p- valued Gaussian processes
The Annals of Probability
1994-07-07Paper
On the limiting behaviors of increments of sums of random variables without moment conditions
Chinese Annals of Mathematics. Series B
1994-06-06Paper
A note on dichotomy theorems for integrals of stable processes
Statistics & Probability Letters
1994-05-24Paper
scientific article; zbMATH DE number 475317 (Why is no real title available?)1994-01-23Paper
An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance
Chinese Annals of Mathematics. Series B
1993-12-15Paper
A note on small ball probability of a Gaussian process with stationary increments
Journal of Theoretical Probability
1993-10-03Paper
scientific article; zbMATH DE number 205704 (Why is no real title available?)1993-09-01Paper
Randomization Moduli of Continuity for ℓ<sub>2</sub>-Norm Squared Ornstein-Uhlenbeck Processes
Canadian Journal of Mathematics
1993-08-08Paper
On the Law of the Iterated Logarithm for Infinite Dimensional Ornstein-Uhlenbeck Processes
Canadian Journal of Mathematics
1993-06-29Paper
Convergence of integrals of uniform empirical and quantile processes
Stochastic Processes and their Applications
1993-06-29Paper
scientific article; zbMATH DE number 168140 (Why is no real title available?)1993-05-16Paper
Complete convergence for \(\alpha{}\)-mixing sequences
Statistics & Probability Letters
1993-05-16Paper
An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1993-03-04Paper
Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1993-02-04Paper
Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1993-02-04Paper
How small are the increments of partial sums of non-i.i.d. random variables
Science in China. Series A
1993-01-17Paper
scientific article; zbMATH DE number 92431 (Why is no real title available?)1993-01-16Paper
scientific article; zbMATH DE number 62513 (Why is no real title available?)1992-09-27Paper
scientific article; zbMATH DE number 61272 (Why is no real title available?)1992-09-27Paper
Exponential inequalities for dependent random variables
Acta Mathematicae Applicatae Sinica. English Series
1992-06-26Paper
scientific article; zbMATH DE number 4948 (Why is no real title available?)1992-06-25Paper
scientific article; zbMATH DE number 4209201 (Why is no real title available?)1991-01-01Paper
On the complete convergence for randomly selected sequences
Chinese Science Bulletin
1990-01-01Paper
On the invariance principle of -mixing sequences of random variables
Chinese Annals of Mathematics. Series B
1989-01-01Paper
scientific article; zbMATH DE number 4124702 (Why is no real title available?)1989-01-01Paper
On a problem of Csörgö and Révész
The Annals of Probability
1989-01-01Paper
scientific article; zbMATH DE number 4145034 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4015812 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4067549 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 3998882 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 4064153 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3911401 (Why is no real title available?)1985-01-01Paper
Nonuniform Berry-Esseen bounds for Studentized U-statistics
(available as arXiv preprint)
N/APaper
Normal approximation for exponential random graphs
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Q. M. Shao