activity
20002023
most citedNormal approximation under local dependence

219 citations · 1k across the 41 of their papers we have counts for

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42 papers

math.ST2023★ 1 cited

Nonuniform Berry-Esseen bounds for Studentized U-statistics

Dennis Leung, Qi-Man Shao

We establish nonuniform Berry-Esseen (B-E) bounds for Studentized U-statistics of the rate under a third-moment assumption, which covers the t-statistic that correspon…

math.ST2023

Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics

Dennis Leung, Qi-Man Shao, Liqian Zhang

We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential rando…

math.PR2022★ 1 cited

Cramér's moderate deviations for martingales with applications

Xiequan Fan, Qi-Man Shao

Let be a sequence of martingale differences. Set and …

math.PR2021★ 2 cited

Cramér-type Moderate Deviation for Quadratic Forms with a Fast Rate

Xiao Fang, Song-Hao Liu, Qi-Man Shao

Let be independent and identically distributed random vectors in . Suppose , , where is the $d\times d…

math.PR2021

Refined Cramér Type Moderate Deviation Theorems for General Self-normalized Sums with Applications to Dependent Random Variables and Winsorized Mean

Lan Gao, Qi-Man Shao, Jiasheng Shi

Let {(X_i,Y_i)}_{i=1}^n be a sequence of independent bivariate random vectors. In this paper, we establish a refined Cramér type moderate deviation theorem for the general self-nor…

math.PR2021

Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms

Qi-Man Shao, Zhuo-Song Zhang

We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best po…