Weidong Liu

activity

20092023

most citedQuantile Regression Under Memory Constraint

166 citations · 585 across the 26 of their papers we have counts for

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Showing 2013 · math.STShow all

2 papers · 2 filters

math.ST2013★ 10 cited

Self-normalized Cramér type moderate deviations for the maximum of sums

Weidong Liu, Qi-Man Shao, Qiying Wang

Let $X_{1}, X_{2}, ...$ be independent random variables with zero means and finite variances, and let $S_{n} = \sum_{i = 1}^{n} X_{i}$ and $V_{n}^{2} = \sum_{i = 1}^{n} X_{i}^{2}$ . A Cramér type moderate deviatio…

math.ST2013★ 24 cited

A Cramér moderate deviation theorem for Hotelling's $T^{2}$ -statistic with applications to global tests

Weidong Liu, Qi-Man Shao

A Cramer moderate deviation theorem for Hotelling's $T^{2}$ -statistic is proved under a finite $(3 + δ)$ th moment. The result is applied to large scale tests on the equality of mean ve…

Self-normalized Cramér type moderate deviations for the maximum of sums

A Cramér moderate deviation theorem for Hotelling's T2-statistic with applications to global tests

A Cramér moderate deviation theorem for Hotelling's $T^{2}$ -statistic with applications to global tests