Bio
Dr. Qi-Man Shao is the founding chairman of the Department of Statistics and Data Science and Chair Professor at Southern University of Science and Technology. He received his B.S in 1983 and M.Ph in 1986 from Hangzhou University (now known as Zhejiang University). Then he got his Ph.D from the University of Science and Technology of China in 1989. He was a faculty member at Hangzhou University, National University of Singapore, University of Oregon, the Hong Kong University of Science and Technology and the Chinese University of Hong Kong respectively. Dr. Shao has made significant contributions to the limit theory in probability and statistics. In particular, he has systematically developed the self-normalized limit theory and established the self-normalized large and moderate deviation theorems. In 2015, Dr. Shao was awarded the State Natural Science Award (2nd class). He was an invited speaker at the International Congress of Mathematicians in 2010 and an elected Fellow of the Institute of Mathematical Statistics (IMS) in 2001. He served as chairman of IMS Committee on Fellows and an Associate Editor of the Annals of Statistics and the Annals of Applied Probability. He is currently a council member of IMS and a co-Editor of the Annals of Applied Probability.
Abstract
Perspective of Self-normalized Limit Theory
Limit theory plays an important role in probability and statistics. Classical limit theorems such as the law of large numbers, the central limit theorem and the Cram ́er moderate deviation theorem, under deterministic standardization, have been well developed and understood. However, standardized coefficients in applications are more often random, or self-normalized. In this talk, we shall review recent developments of limit theory for self-normalized processes as well as applications to statistical inference.