Qi-Man Shao - Publications

Affiliations: 
Mathematics Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong 
Area:
Mathematics, Statistics

94 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Shao Q, Zhang Z. Berry–Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs Annals of Probability. 47: 61-108. DOI: 10.1214/18-Aop1255  0.38
2019 Feng X, Shao Q, Zeitouni O. Self-normalized Moderate Deviations for Random Walk in Random Scenery Journal of Theoretical Probability. 1-22. DOI: 10.1007/S10959-019-00965-2  0.345
2019 Fang X, Shao Q, Xu L. Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Probability Theory and Related Fields. 174: 945-979. DOI: 10.1007/S00440-018-0874-5  0.381
2018 Fan J, Shao QM, Zhou WX. ARE DISCOVERIES SPURIOUS? DISTRIBUTIONS OF MAXIMUM SPURIOUS CORRELATIONS AND THEIR APPLICATIONS. Annals of Statistics. 46: 989-1017. PMID 29942099 DOI: 10.1214/17-Aos1575  0.402
2018 Shao Q. On necessary and sufficient conditions for the self-normalized central limit theorem Science China-Mathematics. 61: 1741-1748. DOI: 10.1007/S11425-018-9368-3  0.407
2017 Shao Q, Zhou W. Self-normalization: Taming a wild population in a heavy-tailed world Applied Mathematics-a Journal of Chinese Universities Series B. 32: 253-269. DOI: 10.1007/S11766-017-3552-Y  0.345
2016 Shao QM, Zhou WX. Cramér type moderate deviation theorems for self-normalized processes Bernoulli. 22: 2029-2079. DOI: 10.3150/15-Bej719  0.386
2016 Chen X, Shao QM, Wu WB, Xu L. Self-normalized cramér-type moderate deviations under dependence Annals of Statistics. 44: 1593-1617. DOI: 10.1214/15-Aos1429  0.337
2016 Shao QM, Zhang ZS. Identifying the limiting distribution by a general approach of Stein’s method Science China Mathematics. 1-14. DOI: 10.1007/S11425-016-0322-3  0.39
2014 Liu W, Shao QM. Phase transition and regularized bootstrap in large-scale t-tests with false discovery rate control Annals of Statistics. 42: 2003-2025. DOI: 10.1214/14-Aos1249  0.414
2014 Shao QM, Zhou WX. Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices Annals of Probability. 42: 623-648. DOI: 10.1214/13-Aop837  0.391
2014 Shao QM, Zhang K, Zhou WX. Stein's method for nonlinear statistics: A brief survey and recent progress Journal of Statistical Planning and Inference. DOI: 10.1016/J.Jspi.2015.06.008  0.375
2013 Chen LHY, Fang X, Shao QM. Moderate deviations in Poisson approximation: A first attempt Statistica Sinica. 23: 1523-1540. DOI: 10.5705/Ss.2012.203S  0.394
2013 Liu W, Shao QM, Wang Q. Self-normalized Cramér type moderate deviations for the maximum of sums Bernoulli. 19: 1006-1027. DOI: 10.3150/12-Bej415  0.384
2013 Shao QM, Wang Q. Self-normalized limit theorems: A survey Probability Surveys. 10: 69-93. DOI: 10.1214/13-Ps216  0.383
2013 Liu W, Shao QM. A Cramér moderate deviation theorem for Hotelling's T 2-statistic with applications to global tests Annals of Statistics. 41: 296-322. DOI: 10.1214/12-Aos1082  0.417
2013 Chen LHY, Fang X, Shao QM. From stein identities to moderate deviations Annals of Probability. 41: 262-293. DOI: 10.1214/12-Aop746  0.394
2013 Aurzada F, Gao F, Kühn T, Li WV, Shao QM. Small Deviations for a Family of Smooth Gaussian Processes Journal of Theoretical Probability. 26: 153-168. DOI: 10.1007/S10959-011-0380-5  0.329
2012 Su ZG, Shao QM. Asymptotics of the variance of the number of real roots of random trigonometric polynomials Science China Mathematics. 55: 2347-2366. DOI: 10.1007/S11425-012-4525-5  0.352
2011 Liu W, Ling S, Shao QM. On non-stationary threshold autoregressive models Bernoulli. 17: 969-986. DOI: 10.3150/10-Bej306  0.345
2011 Chen X, Li WV, Rosiński J, Shao QM. Large deviations for local times and intersection local times of fractional brownian motions and Riemann-Liouville processes Annals of Probability. 39: 729-778. DOI: 10.1214/10-Aop566  0.312
2011 Chatterjee S, Shao QM. Nonnormal approximation by stein's method of exchangeable pairs with application to the curie-weiss model Annals of Applied Probability. 21: 464-483. DOI: 10.1214/10-Aap712  0.417
2011 Lai TL, Shao QM, Wang Q. Cramér type moderate deviations for Studentized U-statistics Esaim - Probability and Statistics. 15: 168-179. DOI: 10.1051/Ps/2009014  0.361
2011 Zhao MZ, Shao QM. On the longest length of consecutive integers Acta Mathematica Sinica, English Series. 27: 329-338. DOI: 10.1007/S10114-011-0496-7  0.342
2010 Jing BY, Pan G, Shao QM, Zhou W. Nonparametric estimate of spectral density functions of sample covariance matrices: A first step Annals of Statistics. 38: 3724-3750. DOI: 10.1214/10-Aos833  0.356
2009 Chen MH, Ibrahim JG, Shao QM. Maximum Likelihood Inference for the Cox Regression Model with Applications to Missing Covariates. Journal of Multivariate Analysis. 100: 2018-2030. PMID 19802375 DOI: 10.1016/J.Jmva.2009.03.013  0.335
2009 Hu Z, Shao Q, Wang Q. Cram'er Type Moderate deviations for the Maximum of Self-normalized Sums Electronic Journal of Probability. 14: 1181-1197. DOI: 10.1214/Ejp.V14-663  0.346
2009 Goldstein L, Shao Q. Berry-Esseen Bounds for Projections of Coordinate Symmetric Random Vectors Electronic Communications in Probability. 14: 474-485. DOI: 10.1214/Ecp.V14-1502  0.326
2009 Shao Q, Zhang R. Asymptotic distributions of non-central studentized statistics Science in China, Series a: Mathematics. 52: 1262-1284. DOI: 10.1007/S11425-009-0086-7  0.414
2008 Liu WD, Lin Z, Shao QM. The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization Annals of Applied Probability. 18: 2337-2366. DOI: 10.1214/08-Aap527  0.401
2008 Jing BY, Shao QM, Zhou W. Towards a universal self-normalized moderate deviation Transactions of the American Mathematical Society. 360: 4263-4285. DOI: 10.1090/S0002-9947-08-04402-4  0.393
2007 Chen LHY, Shao QM. Normal approximation for nonlinear statistics using a concentration inequality approach Bernoulli. 13: 581-599. DOI: 10.3150/07-Bej5164  0.398
2007 Bentkus V, Jing BY, Shao QM, Zhou W. Limiting distributions of the non-central t-statistic and their applications to the power of t-tests under non-normality Bernoulli. 13: 346-364. DOI: 10.3150/07-Bej5073  0.369
2007 Horváth L, Shao QM. Limit theorems for permutations of empirical processes with applications to change point analysis Stochastic Processes and Their Applications. 117: 1870-1888. DOI: 10.1016/J.Spa.2007.02.006  0.376
2006 Dembo A, Shao Q. Large and Moderate Deviations for Hotelling's $T^2$-Statistics Electronic Communications in Probability. 11: 149-159. DOI: 10.1214/Ecp.V11-1209  0.341
2006 Berkes I, Horváth L, Kokoszka P, Shao QIM. On discriminating between long-range dependence and changes in mean Annals of Statistics. 34: 1140-1165. DOI: 10.1214/009053606000000254  0.358
2006 Shao QM, Wang H, Yu H. A calibrated scenario generation model for heavy-tailed risk factors Ima Journal of Management Mathematics. 17: 289-303. DOI: 10.1093/Imaman/Dpi044  0.32
2004 Shao Q, Su C, Wei G. Asymptotic distributions and Berry-Esseen bounds for sums of record values Electronic Journal of Probability. 9: 544-559. DOI: 10.1214/Ejp.V9-210  0.38
2004 Li WV, Shao Q. Lower tail probabilities for Gaussian processes Annals of Probability. 32: 216-242. DOI: 10.1214/Aop/1078415834  0.409
2004 Chen LHY, Shao QM. Normal approximation under local dependence Annals of Probability. 32: 1985-2028. DOI: 10.1214/009117904000000450  0.346
2004 Jing BY, Shao QM, Zhou W. Saddlepoint approximation for student's t-statistic with no moment conditions Annals of Statistics. 32: 2679-2711. DOI: 10.1214/009053604000000742  0.345
2003 Jing BY, Shao QM, Wang Q. Self-normalized cramér-type large deviations for independent random variables Annals of Probability. 31: 2167-2215. DOI: 10.1214/Aop/1068646382  0.387
2003 Shao QM. A Gaussian correlation inequality and its applications to the existence of small ball constant Stochastic Processes and Their Applications. 107: 269-287. DOI: 10.1016/S0304-4149(03)00084-X  0.376
2002 Dembo A, Poonen B, Shao QM, Zeitouni O. Random polynomials having few or no real zeros Journal of the American Mathematical Society. 15: 857-892. DOI: 10.1090/S0894-0347-02-00386-7  0.383
2002 Chen MH, Shao QM. Partition-weighted Monte Carlo estimation Annals of the Institute of Statistical Mathematics. 54: 338-354. DOI: 10.1023/A:1022426103047  0.302
2002 Li WV, Shao QM. A normal comparison inequality and its applications Probability Theory and Related Fields. 122: 494-508. DOI: 10.1007/S004400100176  0.394
2001 Mason DM, Shao QM. Bootstrapping the student t-statistic Annals of Probability. 29: 1435-1450. DOI: 10.1214/Aop/1015345757  0.4
2001 Chen LHY, Shao Q. A non-uniform Berry–Esseen bound via Stein's method Probability Theory and Related Fields. 120: 236-254. DOI: 10.1007/Pl00008782  0.397
2000 Shao QM. A Comparison Theorem on Moment Inequalities between Negatively Associated and Independent Random Variables Journal of Theoretical Probability. 13: 343-356. DOI: 10.1023/A:1007849609234  0.423
2000 He X, Shao QM. On Parameters of Increasing Dimensions Journal of Multivariate Analysis. 73: 120-135. DOI: 10.1006/Jmva.1999.1873  0.354
1999 Horváth L, Shao Q. Limit Theorems For Quadratic Forms With Applications To Whittle'S Estimate Annals of Applied Probability. 9: 146-187. DOI: 10.1214/Aoap/1029962600  0.422
1999 Chen M, Shao Q. Monte Carlo Estimation of Bayesian Credible and HPD Intervals Journal of Computational and Graphical Statistics. 8: 69-92. DOI: 10.1080/10618600.1999.10474802  0.344
1999 Chen M, Dey DK, Shao Q. A New Skewed Link Model for Dichotomous Quantal Response Data Journal of the American Statistical Association. 94: 1172-1186. DOI: 10.1080/01621459.1999.10473872  0.31
1999 Li WV, Shao Q. Small Ball Estimates for Gaussian Processes under Sobolev Type Norms Journal of Theoretical Probability. 12: 699-720. DOI: 10.1023/A:1021675731663  0.341
1999 Shao QM. A Cramér Type Large Deviation Result for Student's t-Statistic Journal of Theoretical Probability. 12: 385-398. DOI: 10.1023/A:1021626127372  0.391
1999 Chen M, Shao Q. Existence of Bayesian Estimates for the Polychotomous Quantal Response Models Annals of the Institute of Statistical Mathematics. 51: 637-656. DOI: 10.1023/A:1004027028943  0.376
1999 Shao Q, Su C. The law of the iterated logarithm for negatively associated random variables Stochastic Processes and Their Applications. 83: 139-148. DOI: 10.1016/S0304-4149(99)00026-5  0.389
1999 Chen MH, Shao QM. Properties of Prior and Posterior Distributions for Multivariate Categorical Response Data Models Journal of Multivariate Analysis. 71: 277-296. DOI: 10.1006/Jmva.1999.1846  0.333
1998 Chen M, Shao Q. Monte Carlo methods for Bayesian analysis of constrained parameter problems Biometrika. 85: 73-87. DOI: 10.1093/Biomet/85.1.73  0.328
1998 Dembo A, Shao QM. Self-normalized moderate deviations and lils Stochastic Processes and Their Applications. 75: 51-65. DOI: 10.1016/S0304-4149(98)00007-6  0.326
1998 Horváth L, Shao QM. Limit Distributions of Directionally Reinforced Random Walks Advances in Mathematics. 134: 367-383. DOI: 10.1006/Aima.1997.1707  0.374
1997 Chen M, Shao Q. On Monte Carlo methods for estimating ratios of normalizing constants Annals of Statistics. 25: 1563-1594. DOI: 10.1214/Aos/1031594732  0.34
1997 Shao QM. Self-normalized large deviations Annals of Probability. 25: 285-328. DOI: 10.1214/Aop/1024404289  0.372
1997 Chen M, Shao Q. Performance study of marginal posterior density estimation via Kullback-Leibler divergence Test. 6: 321-350. DOI: 10.1007/Bf02564702  0.31
1996 Horváth L, Shao QM. Limit theorem for maximum of standardized U-statistics with an application Annals of Statistics. 24: 2266-2279. DOI: 10.1214/Aos/1069362321  0.402
1996 He X, Shao Q. A general bahadur representation of M-estimators and its application to linear regression with nonstochastic designs Annals of Statistics. 24: 2608-2630. DOI: 10.1214/Aos/1032181172  0.377
1996 Horváth L, Shao QM. Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation Annals of Probability. 24: 1368-1387. DOI: 10.1214/Aop/1065725185  0.424
1996 Shao Q, Yu H. Weak convergence for weighted empirical processes of dependent sequences Annals of Probability. 24: 2098-2127. DOI: 10.1214/Aop/1041903220  0.329
1996 Shao Q. A Small Deviation Theorem for Independent Random Variables Theory of Probability and Its Applications. 40: 191-200. DOI: 10.1137/1140021  0.36
1996 Horváth L, Shao Q. A Darling-Erdös-Type Theorem for Standardized Random Walk Summation Bulletin of the London Mathematical Society. 28: 425-432. DOI: 10.1112/Blms/28.4.425  0.333
1996 Horvàth L, Shao QM. Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence Stochastic Processes and Their Applications. 63: 117-137. DOI: 10.1016/0304-4149(96)00053-1  0.382
1996 Peligrad M, Shao Q. A note on estimation of variance for [rho]-mixing sequences Statistics & Probability Letters. 26: 141-145. DOI: 10.1016/0167-7152(95)00003-8  0.374
1996 He X, Shao Q. Bahadur Efficiency And Robustness Of Studentized Score Tests Annals of the Institute of Statistical Mathematics. 48: 295-314. DOI: 10.1007/Bf00054792  0.315
1995 Horváth L, Shao QM. Limit theorems for the union-intersection test Journal of Statistical Planning and Inference. 44: 133-148. DOI: 10.1016/0378-3758(94)00049-2  0.362
1995 Shao QM. A Chung type law of the iterated logarithm for subsequences of a Wiener process Stochastic Processes and Their Applications. 59: 125-142. DOI: 10.1016/0304-4149(95)00025-3  0.339
1995 Csörgo M, Lin ZY, Shao QM. On moduli of continuity for local times of Gaussian processes Stochastic Processes and Their Applications. 58: 1-21. DOI: 10.1016/0304-4149(94)00012-I  0.309
1995 Peligrad M, Shao QM. A note on the almost sure central limit theorem for weakly dependent random variables Statistics and Probability Letters. 22: 131-136. DOI: 10.1016/0167-7152(94)00059-H  0.347
1995 Kuelbs J, Li WV, Shao Qm. Small ball probabilities for Gaussian processes with stationary increments under Hölder norms Journal of Theoretical Probability. 8: 361-386. DOI: 10.1007/Bf02212884  0.397
1995 Horváth L, Shao QM. Asymptotics for directed random walks in random environments Acta Mathematica Hungarica. 68: 21-36. DOI: 10.1007/Bf01874433  0.346
1995 Peligrad M, Shao QM. Estimation of the Variance of Partial Sums for ρ-Mixing Random Variables Journal of Multivariate Analysis. 52: 140-157. DOI: 10.1006/Jmva.1995.1008  0.435
1995 Shao QM. Strong Approximation Theorems for Independent Random Variables and Their Applications Journal of Multivariate Analysis. 52: 107-130. DOI: 10.1006/Jmva.1995.1006  0.39
1994 Csörgo M, Shao QM. A self-normalized Erdo{combining double acute accent}s-Rényi type strong law of large numbers Stochastic Processes and Their Applications. 50: 187-196. DOI: 10.1016/0304-4149(94)90117-1  0.402
1994 Jorváth L, Shao QM. A note on the law of large numbers for directed random walks in random environments Stochastic Processes and Their Applications. 54: 275-279. DOI: 10.1016/0304-4149(94)00013-1  0.35
1994 Csörgo M, Shao QM. A new proof on the distribution of the local time of a Wiener process Statistics and Probability Letters. 19: 285-290. DOI: 10.1016/0167-7152(94)90178-3  0.328
1994 Peligrad M, Shao QM. Self-normalized central limit theorem for sums of weakly dependent random variables Journal of Theoretical Probability. 7: 309-338. DOI: 10.1007/Bf02214272  0.421
1994 Csörgo M, Shao QM. On almost sure limit inferior for B-valued stochastic processes and applications Probability Theory and Related Fields. 99: 29-54. DOI: 10.1007/Bf01199589  0.326
1993 Shao QM, Yu H. Bootstrapping the sample means for stationary mixing sequences Stochastic Processes and Their Applications. 48: 175-190. DOI: 10.1016/0304-4149(93)90113-I  0.347
1993 Csörgo M, Horváth L, Shao QM. Convergence of integrals of uniform empirical and quantile processes Stochastic Processes and Their Applications. 45: 283-294. DOI: 10.1016/0304-4149(93)90075-F  0.327
1993 Shao QM. Almost sure invariance principles for mixing sequences of random variables Stochastic Processes and Their Applications. 48: 319-334. DOI: 10.1016/0304-4149(93)90051-5  0.395
1993 Shao QM. Complete convergence for α-mixing sequences Statistics and Probability Letters. 16: 279-287. DOI: 10.1016/0167-7152(93)90131-2  0.301
1993 Shao QM. A note on small ball probability of a Gaussian process with stationary increments Journal of Theoretical Probability. 6: 595-602. DOI: 10.1007/Bf01066719  0.376
1992 Shao QM. An Erdo{combining double acute accent}s-Révész type law of the iterated logarithm for stationary Gaussian processes Probability Theory and Related Fields. 94: 119-133. DOI: 10.1007/Bf01222513  0.318
1992 Shao Qm. How small are the increments of partial sums of non-IID random variables Science in China (Scientia Sinica) Series A. 35: 675-689.  0.307
1990 Shao Q. Exponential inequalities for dependent random variables Acta Mathematicae Applicatae Sinica. 6: 338-350. DOI: 10.1007/Bf02015340  0.376
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