Qui-Man Shao

From MaRDI portal
Person:180919

Available identifiers

zbMath Open shao.qi-manWikidataQ102343469 ScholiaQ102343469MaRDI QIDQ180919

List of research outcomes

PublicationDate of PublicationType
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

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Qui-Man Shao