中科院数学与系统科学研究院

数学研究所  应用数学所

中科院华罗庚数学重点实验室

综合报告会

（Colloquium）

报告人：Prof. Qi-Man Shao(The Chinese University of Hong Kong)

题  目：Perspective of Self-normalized Limit Theory

时  间：2016.6.8 (星期三) , 10:00-11:00

地  点：数学院南楼N202室

Abstract :

Limit theory is an important area of probability and statistics with a wide range of applications to various disciplines. Well -known classical limit theorems include the law of large numbers, the central limit theorem, large and moderate deviation theorem. It is noted that the normalizing coe？cients in the classical limit theorems are deterministic and that moment conditions or other related assumptions are often necessary and su？cient for these results. However in many commonly used statistics (such as the Student t-statistic), the normalizing coe？cients are random, or self-normalized. In this talk we will review recent developments of self-normalized limit theory as well as their applications. Some open questions will also be discussed.