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math.PR2014★ 33 cited
Cramér type moderate deviation theorems for self-normalized processes
Qi-Man Shao, Wen-Xin Zhou
Cramér type moderate deviation theorems quantify the accuracy of the relative error of the normal approximation and provide theoretical justifications for many commonly used method…
math.PR2014★ 28 cited
Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
Qi-Man Shao, Wen-Xin Zhou
Let be a random sample from a -dimensional population distribution, where and for some , and let…