Books:
 Chen, L.H.Y., Goldstein, L. and Shao, Q.M. (2010). Normal Approximation by Stein's Method. SpringerVerlag , New York. ISBN 9783642150067.
 Lai, T.L., de la Pena, V. and Shao, Q. M. (2009), Selfnormalized Processes: Theory and Statistical Applications. Springer Series in Probability and its Applications, SpringerVerlag, New York. ISBN 9783540856351.
 Chen, M. H., Shao, Q. M. and Ibrahim, J.G. (2000), Monte Carlo Methods In Bayesian Computation. Springer Series in Statistics, SpringerVerlag , New York. ISBN 0387989358.
Selected publications:
 Nonnormal approximation by Stein's method of exchangeable pairs with application to the CurieWeiss model. Ann. Appl. Probab. 21 (2011), 464483 (with S. Chatterjee)
 Large deviations for local times and intersection local times of fractional Brownian motions and RiemannLiouville processes. Ann. Probab. 39 (2011), 729778 (with X. Chen, W. Li and J. Rosinski)
 Nonparametric estimate of spectral density functions of sample covariance matrices: A first step. Ann. Statisit. 38 (2010), 37243750 (with B.Y. Jing, G.M. Pan and W. Zhou)
 Cramertype moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. Ann. Statist. 38 (2010), 19131935. (with W.D. Liu)
 The asymptotic distribution and BerryEsseen bound of a new test for independence in high dimension with an application to stochastic optimization. Ann. Appl. Probab. 18 (2008), 23372366 (with Z.Y. Lin and W.D. Liu)
 Towards a universal selfnormalized moderate deviation. Trans. Amer. Math. Soc. 360 (2008), 42634285 (with B.Y. Jing and W. Zhou).
 Normal approximation for nonlinear statistics using a concentration inequality approach Bernoulli 13 (2007), 581599 (with L.H.Y. Chen).
 On discriminating between longrange dependence and changes in mean. Ann. Stat. 34 (2006), 11401165 (with I. Berkes, L. Horvath and P. Kokoszka)
 Saddlepoint approximation for Student's tstatistic with no moment conditions. Ann. Statist. 32 (2004), 26792711 (with B.Y. Jing and W. Zhou)
 On propriety of the posterior distribution and existence of the maximum likelihood estimator for regression models with covariates missing at random. J. Amer. Stat. Assoc. 99 (2004), 421438 (with M.H. Chen and J. G. Ibrahim)
 Normal approximation under local dependence. Ann. Probab. 32 (2004), 19852028 (with L.H.Y. Chen
 Lower tail probabilities of Gaussian processes. Ann. Probab. 32 (2004), 216242 (with W. Li)
 Selfnormalized Cramer type large deviations for independent random variables. Ann. Probab. (with B. Y. Jing and Q.Y. Wang) 31 (2003), 21672215.
 Random polynomials having few or no real zeros. J. Amer. Math. Soc. 15 (2002), 857892 (with A. Dembo, B. Poonen and O. Zeitouni)
 A normal comparison inequality and its applications. Probab. Theory Related Fields 122 (2002), 494508 (with W.Li)
 Bootstrapping the Student tstatistic. Ann. Probab. 29 (2001), 14351450 (with D. Mason)
 Capture time of Brownian pursuits. Probab. Theory Relat. Fields 121 (2001), 3048 (with W.V. Li)
 A nonuniform BerryEsseen bound via Stein's method. Probab. Theory Relat. Fields 120 (2001), 236254(with L. H. Y. Chen)
 A new skewed link model for dichotomous quantal response data. J. Amer. Statist. Assoc. 94 (1999), 11721186. (with M.H. Chen and D.K. Dey)
 Limit theorems for quadratic forms with applications to Whittle's estimate. Ann. Appl. Probab. 9 (1999), 146187 (with L. Horv\'ath).
 Limit distributions of directionally reinforced random walks. Adv. Math. 134 (1998), 367383 (with L. Horv\'ath).
 Monte Carlo methods for Bayesian analysis of Constrained parameter problems. Biometrika 85 (1998), 7387 (with M.H. Chen)
 Selfnormalized large deviations. Ann. Probab. 25 (1997), 285328.
 On Monte Carlo methods for estimating ratios of normalizing constants. Ann. Statist. 25 (1997), 15631594 (with M.H. Chen)
 A general Bahadur representation of Mestimators and its application to linear regression with nonstochastic designs. Ann. Statist. 24 (1996), 26082630 (with X. He)
 Limit theorem for maximum of standardized Ustatistics with an application. Ann. Statist. 24 (1996), 22662279 (with L. Horv\'ath).
 Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation. Ann. Probab. 24 (1996), 13681387 (with L. Horv\'ath).
 Weak convergence for weighted empirical processes of dependent sequences. Ann. Probab. 24 (1996), 20982127 (with H. Yu).
 Maximal inequality for partial sums of $\rho$mixing sequences. Ann. Probab. 23 (1995), 948965.
 Small ball probabilities of Gaussian fields. Probab. Theory Relat. Fields 102 (1995), 511517 (with D. Wang).
 On almost sure limit inferior for Bvalued stochastic processes and applications. Probab. Theory Relat. Fields 99 (1994), 2954 (with M. Csorgo)
 Strong limit theorems for large and small increments of $\ell^p$valued Gaussian processes. Ann. Probab. 21 (1993), 19581990 (with M. Csorgo)
 A note on small ball probability of Gaussian processes with stationary increments. J. Theoret. Probab. 6 (1993), 595602.
 Bootstrapping the sample means for stationary mixing sequences. Stochastic Process. Appl. 48 (1993), 175190 (with H. Yu)
 An Erdos and Revesz type law of the iterated logarithm for stationary Gaussian processes. Probab. Theory Relat. Fields 94 (1992), 119133.
 On a problem of Csorgo and Revesz. Ann. Probab. 17 (1989), 809812.
List of publications
 An almost sure invariance principle for Gaussian sequences. Chinese J. Appl. Probab. Statist. 1 (1985), 4346
 Weak convergence of multidimensional empirical processes in the strong mixing case. Chinese Ann. Math. (Ser. A) 7 (1986), 547552
 A remark on the increment of a Wiener process. J. Math. (Wuhan) 6 (1986), 175182.
 Strong approximations for partial sums of weakly dependent random variables. Sci. Sinica (Ser. A) 30 (1987), 575587 (with C.R. Lu)
 Strong approximations on lacunary trigonometric series with weights. Sci. Sinica (Ser. A) 30 (1987), 796806
 A remark on the invariance principle for $\rho$mixing sequence. Chinese Ann. Math. Ser. A 9 (1988), 409412.
 A moment inequality and its applications. Acta Math. Sinica 31 (1988), 736747.
 On the invariance principle for $\rho$mixing sequences of random variables. Chinese Ann. Math. (Ser. B) 10 (1989), 427433.
 On the complete convergence for $\rho$mixing sequence. Acta Math. Sinica 32 (1989), 377393.
 On the increments of sums of independent random variables. Chinese J. Appl. Probab. Statist. 5 (1989), 117126.
 A BerryEsseen inequality and an invariance principle for associated random fields. Chinese J. Appl. Probab. Statist. 5 (1989), 18.
 On a problem of Csorgo and Revesz. Ann. Probab. 17 (1989), 809812
 Exponential inequalities for dependent random variables. Acta Math. Appl. Sinica (English Ser.) 6 (1990), 338350
 On the complete convergence for randomly selected sequences. Chinese Sci. Bull. 35 (1990), 9398.
 A further investigation on the complete convergence for independent random variables. Chinese J. Appl. Probab. Statist. 7 (1991), 174188.
 An investigation on conditions for complete convergence of Ustatistics. Acta Math. Sinica 34 (1991), 754769 (with C. Su)
 On a lemma of Butzer and Kirschfink. Approx. Theory Appl. 7 (1991), 3538.
 Contribution to the limit theorems. In: Contemp. Math. 118 (1991), 221237 (with Z.Y. Lin and C.R. Lu)
 Criteria for limit inferior of small increments of Banach space valued stochastic processes. C. R. Math. Rep. Acad. Sci. Canada 13 (1991), 173178 (with M. Csorgo).
 A note on local and global functions of a Wiener process and some Renyitype statistics. Studia Sci. Math. Hungar. 26 (1991), 239259 (with M. Csorgo and B. Szyszkowicz).
 An Erdos and Revesz type law of the iterated logarithm for stationary Gaussian processes. Probab. Theory Relat. Fields 94 (1992), 119133.
 Fernique type inequality and moduli of continuity for $l^2$valued OrnsteinUhlenbeck processes. Ann. Inst. H. Poincar\'e Probab. Statist. 28 (1992), 479517 (with E. Csaki and Csorgo)
 How small are the increments of partial sums of independent random variables. Sci. Sinica Ser. A 35 (1992), 675689.
 Strong limit theorems for large and small increments of $l^p$valued Gaussian processes . Ann. Probab. 21 (1993), 19581990 (with M. Csorgo).
 Bootstrapping the sample means for stationary mixing sequences. Stochastic Process. Appl. 48 (1993), 175190 (with H. Yu).
 A note on small ball probability of Gaussian processes with stationary increments. J. Theoret. Probab. 6 (1993), 595602.
 On independence and dependence properties for a set of random events. Amer. Statist. 47 (1993), 112115 (with Y.H. Wang and J. Stoyanov).
 Almost sure invariance principles for mixing sequences of random variables. Stochastic Process. Appl. 48 (1993), 319334
 Convergence of integrals of uniform empirical and quantile processes. Stochastic Process. Appl. 45 (1993), 283294 (with M. Csorgo and L. Horvath)
 On the law of the iterated logarithm for infinite dimensioal OrnsteinOhlenbeck process. Canad. J. Math. 45 (1993), 159175
 Randomization moduli of continuity for $\ell^2$norm squared OrnsteinUhlenbeck processes. Canad. J. Math. 45 (1993), 269283 (with M. Csorgon and Z.Y. Lin)
 On complete convergence for $\alpha$mixing sequences. Statist. Probab. Lett. 16 (1993), 279287 .
 On the invariance principle for $\rho$mixing sequence of random variables with infinite variance. Chinese Ann. Math. Ser. B 14 (1993), 2742.
 On the weighted asymptotics of partial sums and empirical processes of independent random variables. In: Contemp. Math. 149 (1993), 139148 (with M. Csorgo, L. Horvath and B. Szyszkowicz).
 On the limiting behaviors of increments of sums of random variables without moment conditions. Chinese Ann. Math. Ser. B 14 (1993), 307318 (with Z. Y. Lin).
 Some limit theorems for mutidimensional Brownian motion . Acta. Math. Sinica 36 (1993), 5359 (with B. Chen).
 On almost sure limit inferior for Bvalued stochastic processes and applications. Probab. Theory Related Fields 99 (1994), 2954 (with M. Csorgo).
 Path properties for $\ell_{\infty$valued Gaussian processes. Proc. Amer. Math. Soc. 121 (1994), 225236 (with M. Csorgo and Z.Y. Lin).
 Selfnormalizing central limit theorem for sums of weakly dependent random variables. J. Theoret. Probab. 7 (1994), 309338 (with M. Peligrad).
 A selfnormalized ErdosRenyi type law of large numbers. Stochastic Process. Appl. 50 (1994), 187196 (with M. Csorgo ).
 On a new law of iterated logarithm of Erdos and Revesz Acta Math. Hungar. 64 (1994), 157181.
 Random increments of a Wiener process and their applications. Studia Sci. Math. Hungar. 29 (1994), 443480.
 Kernel generated twotime parameter Gaussian processes and some of their path properties. Canad. J. Math. 46 (1994), 81119 (with M. Csorgo and Z.Y. Lin).
 A note on dichotomy theorems for integrals of stable processes. Statist. Probab. Lett. 19 (1994), 4549 (with L. Horvath).
 A new proof on the distribution of the local time of a Wiener processes. Statist. Probab. Lett. 19 (1994), 285290 (with M. Csorgo).
 Studentized increments of partial sums. Sci. Sinica Ser.A 37 (1994), 265276 (with M. Csorgo and Z.Y. Lin).
 A note on the law of large numbers for directed random walks in random environments. Stoch. Process. Appl. 54 (1994), 275  279 (with L. Horvath).
 Small ball probabilities of Gaussian fields. Probab. Theory Relat. Fields 102 (1995), 511517 (with D. Wang).
 Maximal inequality for partial sums of $\rho$mixing sequences. Ann. Probab. 23 (1995), 948965.
 Strong approximation theorems for independent random variables and their applications. J. Multivariate Anal. 52 (1995), 107  130.
 Estimation of the variance of partial sums for $\rho$mixing random variables. J. Multivariate Anal. 52 (1995), 140  157. (with M. Peligrad).
 A note on the almost sure central limit theorem for weakly dependent random variables. Statist. Probab. Lett. 22 (1995), 131136. (with M. Peligrad).
 A Chung type law of the iterated logarithm for subsequences of a Wiener process. Stoch. Process. Appl. 59 (1995), 125142.
 Moduli of continuity for local time of Gaussian processes. Stoch. Process. Appl. 58 (1995), 121 (with M. Csorgo and Z.Y. Lin)
 A small deviation theorem for independent random variables. Theory Probab. Appl. 40 (1995), 225235.
 On a conjecture of R\'ev\'esz . Proc. Amer. Math. Soc. 123 (1995), 575582.
 Small ball probabilities for Gaussian processes with stationary increments under Holder norms. J. Theoret. Probab. 8 (1995), 361386 (with J. Kuelbs and W. V. Li).
 Asymptotics for directed random walks in random environments. Acta Math. Hungar. 68 (1995), 2136 (with L. Horvath).
 Limit theorems for the unionintersection test. J. Statist. Plan. Inf. 44 (1995), 133148 (with L. Horvath).
 Limit theorems for the maximum of standardized Cesaro and Abel sums. J. Statist. Res. 29 (1995), 3750 (with L. Horvath).
 Moduli of continuity for $\ell^p$valued Gaussian processes. Acta. Sci. Math. 60 (1995), 149175 (with E. Csaki and M. Csorgo).
 A general Bahadur representation of Mestimators and its application to linear regression with nonstochastic designs. Ann. Statist. 24 (1996), 26082630 (with X. He).
 Limit theorem for maximum of standardized Ustatistics with an application. Ann. Statist. 24 (1996), 22662279 (with L. Horvath).
 Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation. Ann. Probab. 24 (1996), 13681387 (with L. Horvath).
 Weak convergence for weighted empirical processes of dependent sequences. Ann. Probab. 24 (1996), 20982127 (with H. Yu).
 Bounds and estimators of a basic constant in extreme value theory of Gaussian processes. Statist. Sinica 7 (1996), 245257.
 pVariation of Gaussian processes with stationary increments. Studia Sci. Math. Hungar. 31 (1996), 237247.
 A note on estimation of the variance for $\rho$mixing sequences. Statist. Probab. Lett. 26 (1996), 141  145. (with M. Peligrad).
 A DarlingErdostype theorem for standardized random walk summation. Bull. London Math. Soc. 28 (1996), 425  432. (with L. Horvath).
 Bahadur efficiency and robustness of studentized score tests. Ann. Inst. Statist. Math. 48 (1996), 295314 (with X. He).
 DarlingErdos type theorems for sums of Gaussian variables with long range dependence. Stoch. Process. Appl. 63 (1996), 117137 (with L. Horvath)
 Selfnormalized large deviations. Ann. Probab. 25 (1997), 285328.
 On Monte Carlo methods for estimating ratios of normalizing constants. Ann. Statist. 25 (1997), 607630 (with M.H. Chen).
 Estimating ratios of normalizing constants for densities with different dimensions. Statist. Sinica 7 (1997), 607630 (with M.H. Chen).
 Performance study of marginal posterior density estimation via KullbackLeibler divergence. Test 6 (1997), 321350 (with M.H. Chen).
 Almost sure summability of partial sums. Studia Sci. Math. Hungar. 33 (1997), 4574 (with M. Csorgo and L. Horvath).
 Monte Carlo methods for Bayesian analysis of constrained parameter problems. Biometrika 85 (1998), 7387. (with M.H. Chen)
 Limit distributions of directionally reinforced random walks. Adv. Math. 134 (1998), 367383 (with L. Horvath).
 Selfnormalized large deviations in vector spaces. In: Progress in Probability (Eberlein, Hahn, Talagrand, eds) Vol 43 (1998), 2732. (with A. Dembo)
 Selfnormalized moderate deviations and LILs. Stochastic Process. Appl. 75 (1998), 5165. (with A. Dembo
 Recent developments in selfnormalized limit theorems. In Asymptotic Methods in Probability and Statistics (editor B. Szyszkowicz), pp. 467  480. Elsevier Science, 1998.
 Limit theorems for quadratic forms with applications to Whittle's estimate. Ann. Appl. Probab. 9 (1999), 146187 (with L. Horv\'ath).
 A Cram\'er type large deviation result for Student's tstatistic. J. Theoret. Probab. 12 (1999), 387398. ( pdf ), ( dvi ), ( ps )
 The law of the iterated logarithm for negatively associated random variables. Stochastic Process. Appl. 83 (1999), 139148 (with C. Su ).
 Small ball estimates for Gaussian processes under Soblev type norms. J. Theoret. Probab. 12 (1999), 699720 (with W. V. Li).
 Existence of Bayes Estimators for the polychotomous quantal response models. Ann. Inst. Statist. Math. 51 (1999), 637656 (with M.H. Chen)
 A new skewed link model for dichotomous quantal response data. J. Amer. Statist. Assoc. 94 (1999), 11721186. (with M.H. Chen and D.K. Dey)
 Properties of prior and posterior distributions for multivariate categorical response data models. J. Multivariate Anal. 71 (1999), 277296. (with M.H. Chen)
 Monte Carlo estimation of Bayesian credible and HPD intervals. J. Computational and Graphical Statist 8 (1999), 6992 (with M.H. Chen)
 On central limit theorems for shrunken random variables. Proc. Amer. Math. Soc. 128 (2000), 261267 (with E. Housworth).
 Power prior distributions for generalized linear models. J. Statist. Plan. Inf. 84 (2000), 121137 (with M.H. Chen and J. G. Ibrahim)
 On parameters of increasing dimensions. J. Multivariate Anal. 73 (2000), 120135. (with X. He)
 A comparison theorem on moment inequalities between negatively associated and independent random variables. J. Theoret. Probab. 13 (2000), 343356.
 A note on the Gaussian correlation conjecture. In: Progress in Probability (E. Gin\'e, D. M. Mason and J.A. Wellner, eds), Vol. 47 (2000), 163172 (with W.V. Li)
 Strong laws for $L_p$norms of empirical and related processes. Periodica Mathematica Hungarica} 41 (2000), 3569 (with I. Berkes, L. Horv\'ath and J. Steinebach).
 Propriety of posterior distribution for dichotomous quantal response models with general link functions. Proc. Amer. Math. Soc. 129 (2001),293302. (with M.H. Chen)
 Gaussian processes: inequalities, small ball probabilities and applications. In: Stochastic Processes: Theory and Methods. Handbook of Statistics, Vol. 19 (2001), Edited by C.R. Rao and D. Shanbhag, 533597 (with W.V. Li)
 A nonuniform BerryEsseen bound via Stein's method. Probab. Theory Relat. Fields 120 (2001), 236254 (with L. H. Y. Chen)
 Capture time of Brownian pursuits. Probab. Theory Relat. Fields 121 (2001), 3048 (with W.V. Li)
 Bayesian analysis of binary data using skewed logit models. Calcutta Stat. Assoc. Bulletin 51 (2001), 1130 (with M.H. Chen and D.K. Dey)
 Do stock returns follow a finite variance distribution? Ann. Economics and Finance 2 (2001), 467486 (with H.Yu and J. Yu)
 Bootstrapping the Student tstatistic. Ann. Probab. 29 (2001), 14351450(with D. Mason)
 How big is the uniform convergence interval of the strong law of large numbers? Stochastic Analysis and Applications Vol. 2 (editors: Y.J. Cho, J.K Kim and Y.K. Choi) (2002), 141148.
 Random polynomials having few or no real zeros. J. Amer. Math. Soc. 15 (2002), 857892 (with A. Dembo, B. Poonen and O. Zeitouni)
 A normal comparison inequality and its applications Probab. Theory Relat. Fields 122 (2002), 494508 (with W. V. Li)}
 Partitionweighted MonteCarlo estimation. Ann. Inst. Statist. Math. 54 (2002), 338354 (with Chen M.H.)
 Sufficient and necessary conditions on the propriety of posterior distributions for generalized linear mixed models. Sankhy Ser. B 64 (2002), 5785 (with M.H. Chen and D. Xu)
 Prior Elicitation for Model Selection and Estimation in Generalized Linear Mixed Models. J. Statist. Planning Inference 111 (2003), 5776 (with M.H. Chen, M.H., J.G. Ibrahim and R.E. Weiss)
 A Gaussian correlation inequality and its application to the existence of small ball constant. Stoch. Process. Appl. 107 (2003), 269287.
 Selfnormalized Cram\'er type large deviations for independent random variables. Ann. Probab. 31 (2003), 21672215 (with B. Y. Jing and Q.Y. Wang)
 A Monte Carlo gap test in computing HPD regions. Development of Modern Statistics and Related topics (editors: H. Zhang and J. Huang) Series in Biostatistics Vol. 1. pp. 3852. World Sci. Publishing, River Edge, NJ, 2003 (with M.H. Chen, X. He and H. Xu)
 Lower tail probabilities of Gaussian processes. Ann. Probab. 32 (2004), 216242 (with W. Li)
 Normal approximation under local dependence. Ann. Probab. 32 (2004), 19852028 (with L.H.Y. Chen)
 On propriety of the posterior distribution and existence of the maximum likelihood estimator for regression models with covariates missing at random. J. Amer. Stat. Assoc. 99 (2004), 421438 (with M.H. Chen and J. G. Ibrahim)
 Asymptotic distributions and BerryEsseen bounds for sums of record values. Electronic J. Probab. 9 (2004), 544559 (with C. Su and G. Wei)
 Recent progress on selfnormalized limit theorems. Probability, Finance and Insurance, 5068. Edited by T.L. Lai, H. Yang, and S.P. Yung, World Scientific, 2004.
 Saddlepoint approximation for Student's tstatistic with no moment conditions. Ann. Statist. 32 (2004), 26792711 (with B.Y. Jing and W. Zhou)
 On Helgason's number and Khintchine's inequality. Asymptotic Methods in Stochastics: Festschrift for Mikl\'os Cs\"org\H{o}. Edited by L. Horvath and B. Szyszkowicz, Fields Institute Communications, Vol. 44, pp.195201, 2004 (with K.A. Ross)
 Normal approximation. In: An Introduction to Stein's Method (A.D. Barbour and L.H.Y. Chen eds). Lecture Notes Series, Institute for Mathematical Sciences, NUS, Vol. 4, p. 159. World Scientific, 2005 (with L.H.Y. Chen)
 An explicit Berry  Esseen bound for the Student tstatistic via Stein's method. In: Stein's Method and Applications (A.D. Barbour and L.H.Y. Chen eds). Lecture Notes Series, Institute for Mathematical Sciences, NUS, Vol. 5, p. 143155. World Scientific, 2005.
 Almost sure convergence of the Barlett estimator. Period. Math. Hungar. 51 (2005), 1125 (with I. Berkes, L. Horv\'ath and P. Kokoszka)
 On discriminating between longrange dependence and changes in mean. Ann. Stat.} 34 (2006), 11401165 (with I. Berkes, L. Horv\'ath and P. Kokoszka)
 Posterior propriety and computation for the Cox regression model with applications to missing covariates. Biometrika 93 (2006), 791807 (with M.H. Chen and J.G. Ibrahim)
 The BerryEsseen bound for character ratios. Proc. Amer. Math. Soc. 134 (2006), 21532159 (with Z. Su)
 Large and moderate deviations for Hotelling's $t^2$statistic. Elect. Comm. in Probab 11 (2006), 149159 (with A. Dembo)
 A calibrated scenario generation model for heavytailed risk factors. IMA J. Management Math. 17 (2006), 289303 (with H. Wang and H. Yu)
 A note on the selfnormalized large deviation. Chinese J. Appl. Probab. Statist. 22 (2006), 358362
 Normal approximation for nonlinear statistics using a concentration inequality approach Bernoulli 13 (2007), 581599 (with L.H.Y. Chen)
 Limiting distributions of the noncentral $t$statistic and their applications to the power of $t$tests under nonnormality. Bernoulli 13 (2007), 346364 (with V. Bentkus, B.Y. Jing, and W. Zhou)
 Limit theorems for permutations of empirical processes. Stoch. Process. Appl. 117 (2007), 18701888 (with L. Horv\'ath)
 Selfnormalized limit theorems in probability and statistics. In: Asymptotic Theory in Probability and Statistics with Applications (Editors: T.L. Lai, L.F Qian and Q.M. Shao)(2007), 343 (with T.L. Lai).}
 The asymptotic distribution and BerryEsseen bound of a new test for independence in high dimension with an application to stochastic optimization. Ann. Appl. Probab. 18 (2008), 23372366 (with Z.Y. Lin and W.D. Liu)
 Towards a universal selfnormalized moderate deviation. Trans. Amer. Math. Soc. 360 (2008), 42634285 (with B.Y. Jing and W. Zhou).
 Cram\'er type large deviations for the maximum of selfnormalized sums. E. Journal Probab. 14 (2009), 11811197 (with Z.S. Hu and Q.Y. Wang)
 BerryEsseen bounds for projections of coordinate symmetric random vectors. E. Comm. Probab. 14 (2009), 474  485 (with L. Goldstein)
 A note on directed polymers in gaussian environments. E. Comm. Probab. 14 (2009), 518  528 (with Y. Hu)
 Asymptotic distributions of noncentral studentized statistics. Science in China (Ser A) 52 (2009), 1262  1284 (with R.M. Zhang)
 Maximum likelihood inference for the Cox regression model with applications to missing covariates. J. Multivariate Anal. 100 (2009), 20182030 (with M.H. Chen and J.G. Ibrahim)
 Cramertype moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. Ann. Statist. 38 (2010), 19131935. (with W.D. Liu)
 Nonparametric estimate of spectral density functions of sample covariance matrices: A first step. Ann. Statisit. 38 (2010), 37243750 (with B.Y. Jing, G.M. Pan and W. Zhou)
 Nonnormal approximation by Stein's method of exchangeable pairs with application to the CurieWeiss model. Ann. Appl. Probab. 21 (2011), 464483 (with S. Chatterjee)
 Large deviations for local times and intersection local times of fractional Brownian motions and RiemannLiouville processes. Ann. Probab. 39 (2011), 729778 (with X. Chen, W. Li and J. Rosinski)
 On the longest length of consecutive integers. Acta Math. Sin. (Engl. Ser.) 27 (2011), 329  338 (with M. Zhao)
