Edit Profile (opens in new tab) Shao, Qi-Man Co-Author Distance Author ID: shao.qi-man Published as: Shao, Qi-Man; Shao, Qiman; Shao, Q.-M.; Shao, QiMan; Shao, Q. M.; Shao, Qui-Man; Shao, Qi Man more...less Homepage: http://www.sta.cuhk.edu.hk/qmshao/public_html/index.html External Links: MGP · ResearchGate Documents Indexed: 192 Publications since 1985, including 3 Books and 8 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 83 Co-Authors with 147 Joint Publications 2,909 Co-Co-Authors all top 5 Co-Authors 40 single-authored 18 Chen, Minghui 17 Horváth, Lajos 16 Csörgő, Miklós 9 Li, Wenbo V. 8 Fang, Xiao 8 Lin, Zhengyan 7 Liu, Weidong 6 Chen, Louis Hsiao-Yun 6 Fan, Xiequan 6 Ibrahim, Joseph George 6 Zhou, Wang 5 Jing, Bingyi 5 Wang, Qiying 4 Dembo, Amir 4 He, Xuming 4 Lai, Tze Leung 4 Peligrad, Magda 4 Xu, Lihu 4 Zhang, Zhuo-Song 4 Zhou, Wen-Xin 3 Berkes, István 3 Pan, Guangming 3 Su, Chun 3 Yu, Hao 2 Csáki, Endre 2 Dey, Dipak Kumar 2 Feng, Xinwei 2 Gao, Lan 2 Goldstein, Larry 2 Grama, Ion G. 2 Kokoszka, Piotr S. 2 Liu, Quansheng 2 Lu, Chuanrong 2 Luo, Li 2 Szyszkowicz, Barbara 2 Zeitouni, Ofer 1 Alraddadi, R. 1 Aurzada, Frank 1 Bentkus, Vidmants-Kastytis 1 Chang, Jinyuan 1 Chatterjee, Sourav 1 Chen, Bin 1 Chen, Peng 1 Chen, Xia 1 Chen, Xiaohong 1 Chen, Yanchu 1 de la Peña, Victor H. 1 Fan, Jianqing 1 Fan, Yingying 1 Gao, Fuchang 1 Housworth, Elizabeth Ann 1 Hu, Haojun 1 Hu, Yueyun 1 Hu, Zhishui 1 Kuelbs, James D. 1 Kühn, Thomas 1 Lei, Xiaoyu 1 Ling, Shiqing 1 Liu, Songhao 1 Lv, Jinchi 1 Mason, David M. 1 Mei, Jingning 1 Peng, Shige 1 Perk, Sinem 1 Poonen, Bjorn 1 Qian, Lianfen 1 Rosiński, Jan 1 Ross, Kenneth A. 1 Shi, Jiasheng 1 Song, Yongsheng 1 Steinebach, Josef G. 1 Su, Zhong Gen 1 Su, Zhonggen 1 Wang, Dong 1 Wang, Hao 1 Wei, Gang 1 Weiss, Robert E. 1 Wu, Wei Biao 1 Xu, Daming 1 Xu, Hai 1 Zhang, Kan 1 Zhang, Mengchen 1 Zhang, Rongmao 1 Zhao, Minzhi 1 Zhou, Wenxin all top 5 Serials 14 The Annals of Probability 14 The Annals of Statistics 13 Stochastic Processes and their Applications 11 Bernoulli 8 Probability Theory and Related Fields 8 Journal of Theoretical Probability 6 Statistics & Probability Letters 5 Journal of Multivariate Analysis 5 Proceedings of the American Mathematical Society 5 The Annals of Applied Probability 4 Acta Mathematica Sinica 4 Journal of Statistical Planning and Inference 4 Studia Scientiarum Mathematicarum Hungarica 3 Annals of the Institute of Statistical Mathematics 3 Canadian Journal of Mathematics 3 Chinese Annals of Mathematics. Series B 3 Chinese Journal of Applied Probability and Statistics 3 Science in China. Series A 3 Communications in Statistics. Theory and Methods 3 Statistica Sinica 3 Electronic Communications in Probability 3 Science China. Mathematics 2 Periodica Mathematica Hungarica 2 Biometrika 2 Journal of the American Statistical Association 2 Chinese Annals of Mathematics. Series A 2 Acta Mathematica Hungarica 2 Acta Mathematicae Applicatae Sinica. English Series 2 Scientia Sinica. Series A 2 Electronic Journal of Probability 2 Communications in Mathematics and Statistics 2 Probability and its Applications 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Acta Scientiarum Mathematicarum 1 Advances in Mathematics 1 Bulletin of the London Mathematical Society 1 Journal of Applied Probability 1 Sankhyā. Series A. Methods and Techniques 1 Transactions of the American Mathematical Society 1 Comptes Rendus Mathématiques de l’Académie des Sciences 1 Journal of Mathematics. Wuhan University 1 Approximation Theory and its Applications 1 Journal of the American Mathematical Society 1 Kexue Tongbao 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Chinese Science Bulletin 1 International Journal of Robust and Nonlinear Control 1 Test 1 Applied Mathematics. Series B (English Edition) 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Calcutta Statistical Association Bulletin 1 Acta Mathematica Sinica. English Series 1 IMA Journal of Management Mathematics 1 Advanced Lectures in Mathematics (ALM) 1 Probability Surveys 1 Springer Series in Statistics all top 5 Fields 156 Probability theory and stochastic processes (60-XX) 76 Statistics (62-XX) 12 Numerical analysis (65-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 Combinatorics (05-XX) 2 Group theory and generalizations (20-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Real functions (26-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 157 Publications have been cited 3,221 times in 2,325 Documents Cited by ▼ Year ▼ Normal approximation by Stein’s method. Zbl 1213.62027 Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man 261 2011 A comparison theorem on moment inequalities between negatively associated and independent random variables. Zbl 0971.60015 Shao, Qi-Man 217 2000 Monte Carlo methods in Bayesian computation. Zbl 0949.65005 Chen, Ming-Hui; Shao, Qi-Man; Ibrahim, Joseph G. 205 2000 Gaussian processes: Inequalities, small ball probabilities and applications. Zbl 0987.60053 Li, W. V.; Shao, Q.-M. 187 2001 A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs. Zbl 0867.62012 He, Xuming; Shao, Qi-Man 113 1996 Self-normalized large deviations. Zbl 0873.60017 Shao, Qi-Man 84 1997 Weak convergence for weighted empirical processes of dependent sequences. Zbl 0874.60006 Shao, Qi-Man; Yu, Hao 83 1996 On parameters of increasing dimensions. Zbl 0948.62013 He, Xuming; Shao, Qi-Man 83 2000 Normal approximation under local dependence. Zbl 1048.60020 Chen, Louis H. Y.; Shao, Qi-Man 82 2004 Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071 de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man 80 2009 Maximal inequalities for partial sums of \(\rho\)-mixing sequences. Zbl 0831.60028 Shao, Qi-Man 76 1995 The law of iterated logarithm for negatively associated random variables. Zbl 0997.60023 Shao, Qi-Man; Su, Chun 62 1999 Almost sure invariance principles for mixing sequences of random variables. Zbl 0793.60038 Shao, Qi-Man 60 1993 A note on the almost sure central limit theorem for weakly dependent random variables. Zbl 0820.60012 Peligrad, Magda; Shao, Qi-Man 58 1995 Self-normalized Cramér-type large deviations for independent random variables. Zbl 1051.60031 Jing, Bing-Yi; Shao, Qi-Man; Wang, Qiying 57 2003 Nonnormal approximation by Stein’s method of exchangeable pairs with application to the Curie-Weiss model. Zbl 1216.60018 Chatterjee, Sourav; Shao, Qi-Man 55 2011 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 A Cramér type large deviation result for Student’s \(t\)-statistic. Zbl 0927.60045 Shao, Qi-Man 48 1999 A new skewed link model for dichotomous quantal response data. Zbl 1072.62655 Chen, Ming-Hui; Dey, Dipak K.; Shao, Qi-Man 45 1999 A normal comparison inequality and its applications. Zbl 1004.60031 Li, Wenbo V.; Shao, Qi-Man 43 2002 A non-uniform Berry-Esseen bound via Stein’s method. Zbl 0996.60029 Chen, Louis H. Y.; Shao, Qi-Man 42 2001 A moment inequality and its applications. Zbl 0698.60025 Shao, Qiman 41 1988 Normal approximation for nonlinear statistics using a concentration inequality approach. Zbl 1146.62310 Chen, Louis H. Y.; Shao, Qi-Man 39 2007 The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization. Zbl 1154.60021 Liu, Wei-Dong; Lin, Zhengyan; Shao, Qi-Man 38 2008 On Monte Carlo methods for estimating ratios of normalizing constants. Zbl 0936.62028 Chen, Ming-Hui; Shao, Qi-Man 25 1997 Random polynomials having few or no real zeros. Zbl 1002.60045 Dembo, Amir; Poonen, Bjorn; Shao, Qi-Man; Zeitouni, Ofer 25 2002 Limit theorems for quadratic forms with applications to Whittle’s estimate. Zbl 0940.60037 Horváth, Lajos; Shao, Qi-Man 24 1999 Bounds and estimators of a basic constant in extreme value theory of Gaussian processes. Zbl 0841.60036 Shao, Qi-Man 24 1996 Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control. Zbl 1305.62213 Liu, Weidong; Shao, Qi-Man 24 2014 Strong approximation theorems for independent random variables and their applications. Zbl 0817.60027 Shao, Qi-Man 23 1995 From Stein identities to moderate deviations. Zbl 1275.60029 Chen, Louis H. Y.; Fang, Xiao; Shao, Qi-Man 23 2013 Complete convergence for \(\alpha{}\)-mixing sequences. Zbl 0787.60039 Shao, Qiman 22 1993 Self-normalized limit theorems: a survey. Zbl 1286.60029 Shao, Qi-Man; Wang, Qiying 22 2013 Lower tail probabilities for Gaussian processes. Zbl 1052.60028 Li, Wenbo V.; Shao, Qi-Man 21 2004 Bootstrapping the sample means for stationary mixing sequences. Zbl 0802.62048 Shao, Qi-Man; Yu, Hao 20 1993 Estimation of the variance of partial sums for \(\rho\)-mixing random variables. Zbl 0816.62027 Peligrad, Magda; Shao, Qi-Man 20 1995 Propriety of posterior distribution for dichotomous quantal response models. Zbl 1008.62027 Chen, Ming-Hui; Shao, Qi-Man 20 2001 Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula. Zbl 1479.60003 Fang, Xiao; Shao, Qi-Man; Xu, Lihu 20 2019 Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes. Zbl 0791.60028 Csörgő, Miklós; Shao, Qi-Man 19 1993 Small ball probabilities for Gaussian processes with stationary increments under Hölder norms. Zbl 0820.60023 Kuelbs, J.; Li, W. V.; Shao, Qi-Man 19 1995 The Berry-Esseen bound for character ratios. Zbl 1093.60014 Shao, Qi-Man; Su, Zhong-Gen 19 2006 Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation. Zbl 0869.60025 Horváth, Lajos; Shao, Qi-Man 18 1996 Complete convergence for \(\rho\)-mixing sequences. Zbl 0686.60025 Shao, Qiman 18 1989 On moduli of continuity for local times of Gaussian processes. Zbl 0834.60088 Csörgö, Miklós; Lin, Zheng-Yan; Shao, Qi-Man 17 1995 Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes. Zbl 0762.60028 Csáki, Endre; Csörgő, Miklós; Shao, Qiman 17 1992 A note on small ball probability of a Gaussian process with stationary increments. Zbl 0776.60050 Shao, Qi-Man 16 1993 Recent developments on self-normalized limit theorems. Zbl 0936.60025 Shao, Qi-Man 16 1998 Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. Zbl 1466.60052 Shao, Qi-Man; Zhang, Zhuo-Song 15 2019 Power prior distributions for generalized linear models. Zbl 0971.62036 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man 15 2000 Small ball probabilities of Gaussian fields. Zbl 0833.60043 Shao, Qi-Man; Wang, Dong 15 1995 Saddlepoint approximation for Student’s \(t\)-statistic with no moment conditions. Zbl 1068.62016 Jing, Bing-Yi; Shao, Qi-Man; Zhou, Wang 15 2004 Convergence of integrals of uniform empirical and quantile processes. Zbl 0784.60038 Csörgő, Miklós; Horváth, Lajos; Shao, Qi-Man 14 1993 Limit theorems with rate of convergence under sublinear expectations. Zbl 1428.62096 Fang, Xiao; Peng, Shige; Shao, Qi-Man; Song, Yongsheng 14 2019 On a conjecture of Révész. Zbl 0809.60036 Shao, Qi-Man 13 1995 Almost sure convergence of the Bartlett estimator. Zbl 1092.62030 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 13 2005 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060 Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 13 2016 Cramér type moderate deviation theorems for self-normalized processes. Zbl 1350.60025 Shao, Qi-Man; Zhou, Wen-Xin 13 2016 Prior elicitation for model selection and estimation in generalized linear mixed models. Zbl 1027.62056 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man; Weiss, Robert E. 12 2003 Posterior propriety and computation for the Cox regression model with applications to missing covariates. Zbl 1436.62476 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man 12 2006 A Cramér moderate deviation theorem for Hotelling’s \(T^{2}\)-statistic with applications to global tests. Zbl 1347.62032 Liu, Weidong; Shao, Qi-Man 12 2013 Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. Zbl 1202.62127 Liu, Weidong; Shao, Qi-Man 11 2010 Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices. Zbl 1354.60020 Shao, Qi-Man; Zhou, Wen-Xin 11 2014 On the invariance principle of \(\rho\)-mixing sequences of random variables. Zbl 0683.60023 Shao, Qiman 10 1989 Propriety of the posterior distribution and existence of the mle for regression models with covariates missing at random. Zbl 1117.62308 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man 10 2004 Bootstrapping the Student \(t\)-statistic. Zbl 1010.62026 Mason, David M.; Shao, Qi-Man 10 2001 Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality. Zbl 1129.60021 Bentkus, Vidmantas; Jing, Bing-Yi; Shao, Qi-Man; Zhou, Wang 10 2007 Self-normalized Cramér type moderate deviations for martingales. Zbl 1428.62424 Fan, Xiequan; Grama, Ion; Liu, Quansheng; Shao, Qi-Man 10 2019 Are discoveries spurious? Distributions of maximum spurious correlations and their applications. Zbl 1402.62097 Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin 10 2018 Nonparametric estimate of spectral density functions of sample covariance matrices: a first step. Zbl 1204.62056 Jing, Bing-Yi; Pan, Guangming; Shao, Qi-Man; Zhou, Wang 10 2010 Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. Zbl 1229.60044 Chen, Xia; Li, Wenbo V.; Rosiński, Jan; Shao, Qi-Man 10 2011 Towards a universal self-normalized moderate deviation. Zbl 1143.60022 Jing, Bing-Yi; Shao, Qi-Man; Zhou, Wang 9 2008 Limit theorems for the union-intersection test. Zbl 0816.62020 Horváth, Lajos; Shao, Qi-Man 9 1995 Monte Carlo methods for Bayesian analysis of constrained parameter problems. Zbl 0904.62035 Chen, Ming-Hui; Shao, Qi-Man 9 1998 Strong approximations for partial sums of weakly dependent random variables. Zbl 0625.60032 Shao, Qiman; Lu, Chuanrong 9 1987 A Gaussian correlation inequality and its applications to the existence of small ball constant. Zbl 1075.60505 Shao, Qi-Man 9 2003 On non-stationary threshold autoregressive models. Zbl 1221.62127 Liu, Weidong; Ling, Shiqing; Shao, Qi-Man 9 2011 Exponential inequalities for dependent random variables. Zbl 0744.60030 Shao, Qiman 9 1990 Cram’er type moderate deviations for the maximum of self-normalized sums. Zbl 1196.60037 Hu, Zhishui; Shao, Qi-Man; Wang, Qiying 9 2009 Limit distributions of directionally reinforced random walks. Zbl 0911.60008 Horváth, Lajos; Shao, Qi-Man 8 1998 Weak convergence of multidimensional empirical processes for strong processes. Zbl 0652.60032 Shao, Qiman 8 1986 Properties of prior and posterior distributions for multivariate categorical response data models. Zbl 0946.62027 Chen, Ming-Hui; Shao, Qi-Man 8 1999 Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications. Zbl 1357.60030 Chang, Jinyuan; Shao, Qi-Man; Zhou, Wen-Xin 8 2016 An invariance principle for stationary \(\rho\)-mixing sequences with infinite variance. Zbl 0777.60028 Shao, Qiman 8 1993 Studentized increments of partial sums. Zbl 0802.60026 Csörgő, Miklós; Lin, Zhengyan; Shao, Qiman 7 1994 On almost sure limit inferior for \(B\)-valued stochastic processes and applications. Zbl 0799.60036 Csörgő, Miklós; Shao, Qi-Man 7 1994 Small ball estimates for Gaussian processes under Sobolev type norms. Zbl 0932.60039 Li, Wenbo V.; Shao, Qi-Man 7 1999 Self-normalized large deviations in vector spaces. Zbl 0910.60011 Dembo, Amir; Shao, Qi-Man 7 1998 On a problem of Csörgö and Révész. Zbl 0684.60020 Shao, Qi-Man 7 1989 Asymptotic distributions of high-dimensional distance correlation inference. Zbl 1486.62050 Gao, Lan; Fan, Yingying; Lv, Jinchi; Shao, Qi-Man 7 2021 Berry-Esseen inequality for unbounded exchangeable pairs. Zbl 1323.60039 Chen, Yanchu; Shao, Qi-Man 7 2012 Self-normalized Cramér type moderate deviations for the maximum of sums. Zbl 1273.60032 Liu, Weidong; Shao, Qi-Man; Wang, Qiying 7 2013 Identifying the limiting distribution by a general approach of Stein’s method. Zbl 1362.60020 Shao, Qi-Man; Zhang, Zhuo-Song 7 2016 Stein’s method, self-normalized limit theory and applications. Zbl 1229.60034 Shao, Qi-Man 7 2011 Necessary and sufficient conditions on the properiety of posterior distributions for generalized linear mixed models. Zbl 1192.62075 Chen, Ming-Hui; Shao, Qi-Man; Xu, Daming 7 2002 Estimating ratios of normalizing constants for densities with different dimensions. Zbl 0885.62029 Chen, Ming-Hui; Shao, Qi-Man 6 1997 Capture time of Brownian pursuits. Zbl 0989.60077 Li, Wenbo V.; Shao, Qi-Man 6 2001 A note on estimation of variance for \(\rho\)-mixing sequences. Zbl 0843.62083 Peligrad, Magda; Shao, Qi-Man 6 1996 Limit theorems for permutations of empirical processes with applications to change point analysis. Zbl 1129.60033 Horváth, Lajos; Shao, Qi-Man 6 2007 A refined Cramér-type moderate deviation for sums of local statistics. Zbl 1434.60071 Fang, Xiao; Luo, Li; Shao, Qi-Man 6 2020 Moderate deviations in Poisson approximation: a first attempt. Zbl 1417.60015 Chen, Louis H. Y.; Fang, Xiao; Shao, Qi-Man 6 2013 Cramér-type moderate deviation for quadratic forms with a fast rate. Zbl 1515.60066 Fang, Xiao; Liu, Song-Hao; Shao, Qi-Man 1 2023 Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean. Zbl 1486.60044 Gao, Lan; Shao, Qi-Man; Shi, Jiasheng 1 2022 Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms. Zbl 07526597 Shao, Qi-Man; Zhang, Zhuo-Song 1 2022 Asymptotic distributions of high-dimensional distance correlation inference. Zbl 1486.62050 Gao, Lan; Fan, Yingying; Lv, Jinchi; Shao, Qi-Man 7 2021 Cramér-type moderate deviation theorems for nonnormal approximation. Zbl 1476.60060 Shao, Qi-Man; Zhang, Mengchen; Zhang, Zhuo-Song 4 2021 Self-normalized moderate deviations for random walk in random scenery. Zbl 1469.60086 Feng, Xinwei; Shao, Qi-Man; Zeitouni, Ofer 2 2021 A refined Cramér-type moderate deviation for sums of local statistics. Zbl 1434.60071 Fang, Xiao; Luo, Li; Shao, Qi-Man 6 2020 Self-normalized Cramér type moderate deviations for stationary sequences and applications. Zbl 1445.60027 Fan, Xiequan; Grama, Ion; Liu, Quansheng; Shao, Qi-Man 6 2020 Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula. Zbl 1479.60003 Fang, Xiao; Shao, Qi-Man; Xu, Lihu 20 2019 Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. Zbl 1466.60052 Shao, Qi-Man; Zhang, Zhuo-Song 15 2019 Limit theorems with rate of convergence under sublinear expectations. Zbl 1428.62096 Fang, Xiao; Peng, Shige; Shao, Qi-Man; Song, Yongsheng 14 2019 Self-normalized Cramér type moderate deviations for martingales. Zbl 1428.62424 Fan, Xiequan; Grama, Ion; Liu, Quansheng; Shao, Qi-Man 10 2019 Correction to: Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula. Zbl 1458.60033 Fang, Xiao; Shao, Qi-Man; Xu, Lihu 2 2019 Oracle model selection for correlated data via residuals. Zbl 1508.62219 Nguyen, H.; Shao, Q. 1 2019 Are discoveries spurious? Distributions of maximum spurious correlations and their applications. Zbl 1402.62097 Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin 10 2018 On necessary and sufficient conditions for the self-normalized central limit theorem. Zbl 1417.60018 Shao, Qiman 4 2018 Berry-Esseen bounds for self-normalized martingales. Zbl 1391.60089 Fan, Xiequan; Shao, Qi-Man 2 2018 Self-normalization: taming a wild population in a heavy-tailed world. Zbl 1399.60032 Shao, Qiman; Zhou, Wenxin 5 2017 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060 Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 13 2016 Cramér type moderate deviation theorems for self-normalized processes. Zbl 1350.60025 Shao, Qi-Man; Zhou, Wen-Xin 13 2016 Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications. Zbl 1357.60030 Chang, Jinyuan; Shao, Qi-Man; Zhou, Wen-Xin 8 2016 Identifying the limiting distribution by a general approach of Stein’s method. Zbl 1362.60020 Shao, Qi-Man; Zhang, Zhuo-Song 7 2016 Stein’s method for nonlinear statistics: a brief survey and recent progress. Zbl 1333.60034 Shao, Qi-Man; Zhang, Kan; Zhou, Wen-Xin 4 2016 Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control. Zbl 1305.62213 Liu, Weidong; Shao, Qi-Man 24 2014 Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices. Zbl 1354.60020 Shao, Qi-Man; Zhou, Wen-Xin 11 2014 From Stein identities to moderate deviations. Zbl 1275.60029 Chen, Louis H. Y.; Fang, Xiao; Shao, Qi-Man 23 2013 Self-normalized limit theorems: a survey. Zbl 1286.60029 Shao, Qi-Man; Wang, Qiying 22 2013 A Cramér moderate deviation theorem for Hotelling’s \(T^{2}\)-statistic with applications to global tests. Zbl 1347.62032 Liu, Weidong; Shao, Qi-Man 12 2013 Self-normalized Cramér type moderate deviations for the maximum of sums. Zbl 1273.60032 Liu, Weidong; Shao, Qi-Man; Wang, Qiying 7 2013 Moderate deviations in Poisson approximation: a first attempt. Zbl 1417.60015 Chen, Louis H. Y.; Fang, Xiao; Shao, Qi-Man 6 2013 Small deviations for a family of smooth Gaussian processes. Zbl 1297.60022 Aurzada, Frank; Gao, Fuchang; Kühn, Thomas; Li, Wenbo V.; Shao, Qi-Man 3 2013 Berry-Esseen inequality for unbounded exchangeable pairs. Zbl 1323.60039 Chen, Yanchu; Shao, Qi-Man 7 2012 Asymptotics of the variance of the number of real roots of random trigonometric polynomials. Zbl 1272.60030 Su, ZhongGen; Shao, QiMan 4 2012 An adaptive fault-tolerant control framework with agent-based systems. Zbl 1244.93079 Perk, Sinem; Shao, Q. M.; Teymour, F.; Cinar, A. 1 2012 Normal approximation by Stein’s method. Zbl 1213.62027 Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man 261 2011 Nonnormal approximation by Stein’s method of exchangeable pairs with application to the Curie-Weiss model. Zbl 1216.60018 Chatterjee, Sourav; Shao, Qi-Man 55 2011 Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. Zbl 1229.60044 Chen, Xia; Li, Wenbo V.; Rosiński, Jan; Shao, Qi-Man 10 2011 On non-stationary threshold autoregressive models. Zbl 1221.62127 Liu, Weidong; Ling, Shiqing; Shao, Qi-Man 9 2011 Stein’s method, self-normalized limit theory and applications. Zbl 1229.60034 Shao, Qi-Man 7 2011 Cramér type moderate deviations for Studentized \(U\)-statistics. Zbl 1271.60044 Lai, Tze Leng; Shao, Qi-Man; Wang, Qiying 4 2011 Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. Zbl 1202.62127 Liu, Weidong; Shao, Qi-Man 11 2010 Nonparametric estimate of spectral density functions of sample covariance matrices: a first step. Zbl 1204.62056 Jing, Bing-Yi; Pan, Guangming; Shao, Qi-Man; Zhou, Wang 10 2010 Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071 de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man 80 2009 Cram’er type moderate deviations for the maximum of self-normalized sums. Zbl 1196.60037 Hu, Zhishui; Shao, Qi-Man; Wang, Qiying 9 2009 Maximum likelihood inference for the Cox regression model with applications to missing covariates. Zbl 1170.62066 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man 4 2009 Berry-Esseen bounds for projections of coordinate symmetric random vectors. Zbl 1189.60051 Goldstein, Larry; Shao, Qi-Man 4 2009 A note on directed polymers in Gaussian environments. Zbl 1191.60123 Hu, Yueyun; Shao, Qi-Man 1 2009 The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization. Zbl 1154.60021 Liu, Wei-Dong; Lin, Zhengyan; Shao, Qi-Man 38 2008 Towards a universal self-normalized moderate deviation. Zbl 1143.60022 Jing, Bing-Yi; Shao, Qi-Man; Zhou, Wang 9 2008 Normal approximation for nonlinear statistics using a concentration inequality approach. Zbl 1146.62310 Chen, Louis H. Y.; Shao, Qi-Man 39 2007 Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality. Zbl 1129.60021 Bentkus, Vidmantas; Jing, Bing-Yi; Shao, Qi-Man; Zhou, Wang 10 2007 Limit theorems for permutations of empirical processes with applications to change point analysis. Zbl 1129.60033 Horváth, Lajos; Shao, Qi-Man 6 2007 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 The Berry-Esseen bound for character ratios. Zbl 1093.60014 Shao, Qi-Man; Su, Zhong-Gen 19 2006 Posterior propriety and computation for the Cox regression model with applications to missing covariates. Zbl 1436.62476 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man 12 2006 Large and moderate deviations for Hotelling’s \(T^2\)-statistic. Zbl 1112.60017 Dembo, Amir; Shao, Qi-Man 5 2006 Almost sure convergence of the Bartlett estimator. Zbl 1092.62030 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 13 2005 Normal approximation under local dependence. Zbl 1048.60020 Chen, Louis H. Y.; Shao, Qi-Man 82 2004 Lower tail probabilities for Gaussian processes. Zbl 1052.60028 Li, Wenbo V.; Shao, Qi-Man 21 2004 Saddlepoint approximation for Student’s \(t\)-statistic with no moment conditions. Zbl 1068.62016 Jing, Bing-Yi; Shao, Qi-Man; Zhou, Wang 15 2004 Propriety of the posterior distribution and existence of the mle for regression models with covariates missing at random. Zbl 1117.62308 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man 10 2004 Self-normalized Cramér-type large deviations for independent random variables. Zbl 1051.60031 Jing, Bing-Yi; Shao, Qi-Man; Wang, Qiying 57 2003 Prior elicitation for model selection and estimation in generalized linear mixed models. Zbl 1027.62056 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man; Weiss, Robert E. 12 2003 A Gaussian correlation inequality and its applications to the existence of small ball constant. Zbl 1075.60505 Shao, Qi-Man 9 2003 A normal comparison inequality and its applications. Zbl 1004.60031 Li, Wenbo V.; Shao, Qi-Man 43 2002 Random polynomials having few or no real zeros. Zbl 1002.60045 Dembo, Amir; Poonen, Bjorn; Shao, Qi-Man; Zeitouni, Ofer 25 2002 Necessary and sufficient conditions on the properiety of posterior distributions for generalized linear mixed models. Zbl 1192.62075 Chen, Ming-Hui; Shao, Qi-Man; Xu, Daming 7 2002 Partition-weighted Monte Carlo estimation. Zbl 1012.62024 Chen, Ming-Hui; Shao, Qi-Man 2 2002 Gaussian processes: Inequalities, small ball probabilities and applications. Zbl 0987.60053 Li, W. V.; Shao, Q.-M. 187 2001 A non-uniform Berry-Esseen bound via Stein’s method. Zbl 0996.60029 Chen, Louis H. Y.; Shao, Qi-Man 42 2001 Propriety of posterior distribution for dichotomous quantal response models. Zbl 1008.62027 Chen, Ming-Hui; Shao, Qi-Man 20 2001 Bootstrapping the Student \(t\)-statistic. Zbl 1010.62026 Mason, David M.; Shao, Qi-Man 10 2001 Capture time of Brownian pursuits. Zbl 0989.60077 Li, Wenbo V.; Shao, Qi-Man 6 2001 Bayesian analysis of binary data using skewed logit models. Zbl 1020.62020 Chen, Ming-Hui; Dey, Dipak K.; Shao, Qi-Man 3 2001 A comparison theorem on moment inequalities between negatively associated and independent random variables. Zbl 0971.60015 Shao, Qi-Man 217 2000 Monte Carlo methods in Bayesian computation. Zbl 0949.65005 Chen, Ming-Hui; Shao, Qi-Man; Ibrahim, Joseph G. 205 2000 On parameters of increasing dimensions. Zbl 0948.62013 He, Xuming; Shao, Qi-Man 83 2000 Power prior distributions for generalized linear models. Zbl 0971.62036 Chen, Ming-Hui; Ibrahim, Joseph G.; Shao, Qi-Man 15 2000 A note on the Gaussian correlation conjecture. Zbl 0968.60032 Li, Wenbo V.; Shao, Qi-Man 2 2000 On central limit theorems for shrunken random variables. Zbl 0933.60002 Housworth, Elizabeth; Shao, Qi-Man 1 2000 Strong laws for \(L_p\)-norms of empirical and related processes. Zbl 0980.60039 Berkes, I.; Horváth, L.; Shao, Qui-Man; Steinebach, J. 1 2000 The law of iterated logarithm for negatively associated random variables. Zbl 0997.60023 Shao, Qi-Man; Su, Chun 62 1999 A Cramér type large deviation result for Student’s \(t\)-statistic. Zbl 0927.60045 Shao, Qi-Man 48 1999 A new skewed link model for dichotomous quantal response data. Zbl 1072.62655 Chen, Ming-Hui; Dey, Dipak K.; Shao, Qi-Man 45 1999 Limit theorems for quadratic forms with applications to Whittle’s estimate. Zbl 0940.60037 Horváth, Lajos; Shao, Qi-Man 24 1999 Properties of prior and posterior distributions for multivariate categorical response data models. Zbl 0946.62027 Chen, Ming-Hui; Shao, Qi-Man 8 1999 Small ball estimates for Gaussian processes under Sobolev type norms. Zbl 0932.60039 Li, Wenbo V.; Shao, Qi-Man 7 1999 Existence of Bayesian estimates for the polychotomous quantal response models. Zbl 0977.62021 Chen, Ming-Hui; Shao, Qi-Man 1 1999 Recent developments on self-normalized limit theorems. Zbl 0936.60025 Shao, Qi-Man 16 1998 Monte Carlo methods for Bayesian analysis of constrained parameter problems. Zbl 0904.62035 Chen, Ming-Hui; Shao, Qi-Man 9 1998 Limit distributions of directionally reinforced random walks. Zbl 0911.60008 Horváth, Lajos; Shao, Qi-Man 8 1998 Self-normalized large deviations in vector spaces. Zbl 0910.60011 Dembo, Amir; Shao, Qi-Man 7 1998 Self-normalized moderate deviations and lils. Zbl 0934.60020 Dembo, Amir; Shao, Qi-Man 1 1998 Self-normalized large deviations. Zbl 0873.60017 Shao, Qi-Man 84 1997 On Monte Carlo methods for estimating ratios of normalizing constants. Zbl 0936.62028 Chen, Ming-Hui; Shao, Qi-Man 25 1997 Estimating ratios of normalizing constants for densities with different dimensions. Zbl 0885.62029 Chen, Ming-Hui; Shao, Qi-Man 6 1997 Performance study of marginal posterior density estimation via Kullback-Leibler divergence. Zbl 0905.62021 Chen, Ming-Hui; Shao, Qi-Man 3 1997 Almost sure summability of partial sums. Zbl 0880.60025 Csörgő, M.; Horváth, L.; Shao, Q.-M. 1 1997 A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs. Zbl 0867.62012 He, Xuming; Shao, Qi-Man 113 1996 Weak convergence for weighted empirical processes of dependent sequences. Zbl 0874.60006 Shao, Qi-Man; Yu, Hao 83 1996 ...and 57 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,703 Authors 67 Shao, Qi-Man 39 Wang, Xuejun 35 Zhang, Li-Xin 31 Liang, Hanying 26 Horváth, Lajos 26 Lin, Zhengyan 25 Chen, Minghui 23 Wu, Qunying 22 Gaunt, Robert Edward 22 Sung, Soohak 20 Hu, Shuhe 20 Ibrahim, Joseph George 20 Yang, Shanchao 19 Zhang, Yong 18 Chen, Pingyan 17 Fan, Xiequan 17 Miao, Yu 17 Peligrad, Magda 16 Csörgő, Miklós 16 Shen, Aiting 16 Xing, Guodong 15 Dębicki, Krzysztof 15 He, Xuming 15 Peccati, Giovanni 14 Goldstein, Larry 14 Hušková, Marie 14 Röllin, Adrian 13 Chen, Louis Hsiao-Yun 13 Li, Wenbo V. 13 Lin, Jinguan 13 Liu, Weidong 13 Nazarov, Alexander I. 13 Ross, Nathan 13 Xiao, Yimin 12 Choi, Yong-Kab 12 Dey, Dipak Kumar 12 Hashorva, Enkelejd 12 Kabluchko, Zakhar A. 12 Volodin, Andrei I. 12 Xu, Lihu 12 Zhou, Wang 12 Zhou, Xingcai 11 Aurzada, Frank 11 Cai, Guanghui 11 Cai, Tony Tony 11 Kokoszka, Piotr S. 11 Merlevède, Florence 11 Wang, Qiying 11 Wang, Wensheng 11 Wu, Wei Biao 10 Cai, Zongwu 10 Dunson, David Brian 10 Fang, Xiao 10 Fu, Ke’ang 10 Swan, Yvik C. 10 Vieu, Philippe 10 Wu, Yi 10 Zang, Qingpei 9 Berkes, István 9 Chernozhukov, Victor 9 Ebner, Bruno 9 Fan, Jianqing 9 Frolov, Andreĭ Nikolaevich 9 Hwang, Kyo-Shin 9 Jiang, Yuanying 9 Jing, Bingyi 9 Sunklodas, Jonas Kazys 9 Xia, Aihua 8 Aue, Alexander 8 Barbour, Andrew David 8 Bazán, Jorge Luis 8 Bouzebda, Salim 8 Gao, Fuchang 8 Işlak, Ümit 8 Jiang, Tiefeng 8 Liu, Quansheng 8 Neammanee, Kritsana 8 Nourdin, Ivan 8 Reinert, Gesine D. 8 Sharipov, Olimjon Shukurovich 8 Shi, Zhan 8 Yang, Wenzhi 8 Yu, Keming 8 Zhou, Wen-Xin 7 Dedecker, Jérôme 7 Deng, Xin 7 Döbler, Christian 7 Doukhan, Paul 7 Fulman, Jason E. 7 Huang, Wei 7 Kato, Kengo 7 Kuczmaszewska, Anna 7 Lê Vǎn Thành 7 Li, Yunxia 7 Nikitin, Yakov Yur’evich 7 Ntzoufras, Ioannis 7 Pang, Tianxiao 7 Qin, Yongsong 7 Wendler, Martin 7 Wu, Yongfeng ...and 2,603 more Authors all top 5 Cited in 282 Serials 137 Statistics & Probability Letters 97 Stochastic Processes and their Applications 86 Communications in Statistics. 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