About me
Papers

Q. Han and Y. Shen. Generalized kernel distance covariance in high dimensions: Nonnull CLTs and power universality.

*O. Y. Feng, Y. Chen, Q. Han, R. J. Carroll and R. J. Samworth. Nonparametric, tuningfree estimation of Sshaped functions.

Q. Han, T. Jiang and Y. Shen. A general method for power analysis in testing high dimensional covariance matrices.

Q. Han, B. Sen and Y. Shen. High dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints. Ann. Statist., to appear.

H. Deng, Q. Han and B. Sen. Inference for local parameters in convexity constrained models.

*Y. Shen, Q. Han and F. Han. On a phase transition in general order spline regression.

H. Deng, Q. Han and C.H. Zhang. Confidence intervals for multiple isotonic regression and other monotone models. Ann. Statist., to appear.

Q. Han and K. Kato. BerryEsseen bounds for Chernofftype nonstandard asymptotics in isotonic regression. Ann. Appl. Probab., to appear.

Q. Han. Set structured global empirical risk minimizers are rate optimal in general dimensions. Ann. Statist., to appear.

Q. Han. Multiplier Uprocesses: sharp bounds and applications. Bernoulli, to appear.

Q. Han and J. A. Wellner. Complex sampling designs: uniform limit theorems and applications. Ann. Statist., 49, 459485.

Q. Han and C.H. Zhang. Limit distribution theory for block estimators in multiple isotonic regression. Ann. Statist., 48, 32513282.

Q. Han and J. A. Wellner. Robustness of shaperestricted regression estimators: an envelope perspective.

*Q. Han, *T. Wang, S. Chatterjee and R. J. Samworth. Isotonic regression in general dimensions. Ann. Statist., 47, 24402471.

Q. Han and J. A. Wellner. Convergence rates of least squares regression estimators with heavytailed errors. Ann. Statist., 47, 22862319. (Presented in the Annals of Statistics special invited session at JSM 2019)

Q. Han. Oracle posterior contraction rates under hierarchical priors. Electron. J. Statist., 15, 10851153.

Q. Han and J. A. Wellner. Multivariate convex regression: global risk bounds and adaptation.

Q. Han and J. A. Wellner. Approximation and estimation of sconcave densities via Rényi divergences. Ann. Statist., 44, 13321359.

*A. Jalali, Q. Han, I. Dumitriu and M. Fazel. Exploiting tradeoffs for exact recovery in heterogeneous stochastic block models. NeurIPS 2016, 29.