56 citations · 337 across the 23 of their papers we have counts for
4 papers · 1 filter
Cramér-type moderate deviations for Studentized two-sample -statistics with applications
Jinyuan Chang, Qi-Man Shao, Wen-Xin Zhou
Two-sample -statistics are widely used in a broad range of applications, including those in the fields of biostatistics and econometrics. In this paper, we establish sharp Cramé…
Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity
Jinyuan Chang, Chao Zheng, Wen-Xin Zhou +1
In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-typ…
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…
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…