Time: 14:30-16:00, 4 November 2020 (Wednesday) (Beijing time) 

Venue：T2-102, UIC

Abstract 

Student’s t-statistic is one of the most important statistics and has a wide range of applications in probability, statistics, finance and other fields of science. During the past century, the t-statistic has evolved into much more general Studentized statistics and self-normalized processes, it is finding applications today that were never envisaged when it was introduced. The past two decades have also witnessed the significant development of a rich probability theory of self-normalized processes, including moderate and large deviation theorems. A key feature of self-normalization is the robustness against a heavy-tailed population. This talk will give an overview of the salient progress of self-normalized limit theory, from Student’s t-statistic to more general Studentized nonlinear statistics. Furthermore, we go beyond independence and glimpse some very recent advances in self-normalized moderate deviations under dependence.

About Prof. Shao

Prof. Shao is currently Chair Professor at SUSTech. He is an elected fellow of IMS, an invited speaker at International Congress of Mathematicians (2010) and an IMS Medallion Lecturer at 2011 Joint Statistical Meeting. He is an Associate Editor for Bernoulli, and Associate Editor-in-Chief for Science China: Mathematics. He was an Associate Editor for Annals of Statistics and won the State Natural Science Award (2nd class) in 2015.