Statistics seminar - Professor Qi-Man Shao - Southern University of Science and Technology

A seminar by Professor Qi-Man Shao from Southern University of Science and Technology

Title: A Dialog with Self-normalized Limit Theory

Abstract:

Last two decades has witnessed significant progress on self-normalized limit theory in probability and statistics. In contrast with the classical limit theorems, self-normalized (Studentized) limit theorems, especially Cramer type moderate deviation theorems, require much less moment assumptions. In this talk, we shall review recent developments of limit theory for self-normalized processes as well as applications to statistical inference.

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