STAT 6060: Self-normalized Limit Theory and Stein's Method

• Course Instructor: Qi-Man Shao
• Office: LSB 145
• Office Phone: 3943-7055
• Email: qmshao@sta.cuhk.edu.hk
• Web URL: http://www.sta.cuhk.edu.hk/qmshao
• Time and Venue: 14:30 - 16:15 Friday, LSB C3

• References:
  • Self-normalized Processes: Limit Theory and Statistical Applications by V. H. de la Pena, T.L. Lai and Q.M. Shao
  • Normal Approximation by Stein's Method by L.H.Y. Chen, L. Goldstein and Q.M. Shao

Probability inequalities, Stein's method, normal and non-normal approximation, Berry-Esseen bounds, self-normalized large and moderate deviation, applications

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