219 citations · 1k across the 41 of their papers we have counts for
4 papers · 2 filters
Berry-Esseen bounds for self-normalized martingales
Xiequan Fan, Qi-Man Shao
A Berry-Esseen bound is obtained for self-normalized martingales under the assumption of finite moments. The bound coincides with the classical Berry-Esseen bound for standardized…
Self-normalized Cramer type moderate deviations for martingales
Xiequan Fan, Ion Grama, Quansheng Liu +1
Let be a sequence of martingale differences. Set and We prove a Cramér type moderate deviation ex…
Limit theorems with rate of convergence under sublinear expectations
Xiao Fang, Shige Peng, Qi-Man Shao +1
Under the sublinear expectation for a given set of linear expectations , we establish a new law of large numbers and…
Berry-Esseen Bounds of Normal and Non-normal Approximation for Unbounded Exchangeable Pairs
Qi-Man Shao, Zhuo-Song Zhang
An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution…