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

My research interests are in the area of probability and statistics. I have been working in the following subjects: Self-normalized limit theory, Normal and non-normal approximations, Monte Carlo studies, Bootstrap, General M-estimate, Strong approximation, Small deviation, Gaussian processes.

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.