by Qi-Man Shao, Hong Kong University of Science and Technology

Hello and welcome. I am a Professor in the Mathematics Department at the Hong Kong University of Science and Technology.

Research Interests

Limit theory in probability and statistics; Self-normalized large deviation theory; High-dimensional and large-scale statistical analysis; Stein's method for normal and non-normal approximation; Gaussian random fields, Random polynomials and matrices; Probability estimates of rare events; Monte Carlo studies; Change point analysis.

Publications and CV

Books

• Chen, M. H., Shao, Q. M. and Ibrahim, J.G. (2000) , Monte Carlo Methods In Bayesian Computation . Springer Series in Statistics, Springer-Verlag , New York. ISBN 0-387-98935-8
• Lai, T.L., de la Pena, V. and Shao, Q. M. (2009) , Self-normalized Processes: Theory and Statistical Applications. Springer Series in Probability and its Applications, Springer-Verlag , New York. ISBN 978-3-540-85635-1.