219 citations · 1k across the 41 of their papers we have counts for
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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…
Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons
Weidong Liu, Dennis Leung, Qiman Shao
In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we con…
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…
Asymptotic power of Rao's score test for independence in high dimensions
Dennis Leung, Qi-Man Shao
Let be the Pearson correlation matrix of normal random variables. The Rao's score test for the independence hypothesis , where …