## Lai, Tze Leung

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 Author ID: lai.tze-leung Published as: Lai, Tze Leung; Lai, T. L.; Lai, Tze-Leung; Lai, Tse Leung; Tze Lai, Leung; Tze, Leung Lai; Lai, Tze Leng; Lai, Tze L. more...less External Links: MGP · Wikidata · GND · IdRef
 Documents Indexed: 238 Publications since 1973, including 3 Books 3 Contributions as Editor · 1 Further Contribution Biographic References: 1 Publication Co-Authors: 87 Co-Authors with 181 Joint Publications 1,755 Co-Co-Authors
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### Co-Authors

 61 single-authored 20 Robbins, Herbert Ellis 15 Wei, Ching-Zong 14 Ying, Zhiliang 12 Chan, Hock Peng 11 Xing, Haipeng 9 Siegmund, David O. 7 de la Peña, Victor H. 6 Bartroff, Jay 6 Chow, Yuan Shih 6 Shih, Mei-Chiung 6 Wong, Samuel Po-Shing 4 Gu, Ming Gao 4 Ing, Ching-Kang 4 Klass, Michael J. 4 Lim, Tiong Wee 4 Shao, Qi-Man 3 Chuang, Chin-Shan 3 Fuh, Cheng-Der 3 Gross, Shulamith T. 3 Kim, Chulki 3 Liao, Olivia Yueh-Wen 3 Su, Zheng 3 Tsang, Ka Wai 3 Xu, Huanzhong 2 Aitsahlia, Farid 2 Brezzi, Monica 2 Chen, Guijing 2 Choi, Kwok Pui 2 Deng, Shaojie 2 Small, Dylan S. 2 Stout, William F. 2 Sun, Kevin Haoyu 2 Tong, Xin Thomson 2 Wang, Julia Qizhi 2 Wong, Wengkee 2 Yao, Yi-Ching 2 Zhang, Limin 1 Alvo, Mayer 1 Bickel, Peter John 1 Bloch, Daniel A. 1 Chang, Fu 1 Chen, Hanfeng 1 Chen, Jiahua 1 Chen, Yuguo 1 Chen, Zehao 1 Ching, Zong Wei 1 Choi, Anna 1 Cuzick, Jack 1 Finkelman, Matthew 1 Giesecke, Kay 1 Govindarajulu, Zakkula 1 Graves, Todd L. 1 Hall, Peter Gavin 1 Han, Jiarui 1 He, Pei 1 Hirose, Hideo 1 Ho, Hwai-Chung 1 Hsiung, Chao Agnes 1 Jin, Yuxue 1 Kao, Samuel C. 1 Kim, Dongwoo 1 Konev, Victor 1 Lan, K. K. Gordon 1 Lan, Kuei-Kuei 1 Lee, Chang Ping 1 Lee, Stephen Man Sing 1 Levin, Bruce R. 1 Li, Wenzhi 1 Liao, Shih-Wei 1 Lim, Johan 1 Liu, Haiyan 1 Liu, Jia 1 Liu, Tongwei 1 Politis, Dimitris Nicolas 1 Qian, Lianfen 1 Romano, Joseph P. 1 Shan, Jerry Zhaolin 1 Shen, David Bo 1 Sklar, Michael Benjamin 1 Spivakovsky, Viktor 1 Su, Yong 1 Tubert-Bitter, Pascale 1 Wang, Qiying 1 Weng, R. C. 1 Wijsman, Robert A. 1 Woodroofe, Michael Barrett 1 Yakowitz, Sidney J. 1 Young, G. Alastair 1 Yu, Kai Fun 1 Yu, Philip Leung Ho 1 Yuan, Hongsong 1 Zhang, Nancy Ruonan 1 Zheng, Zukang 1 Zhu, Guangrui 1 Zhu, Ray Guangrui
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### Serials

 28 The Annals of Statistics 21 Statistica Sinica 20 The Annals of Probability 17 Sequential Analysis 9 Proceedings of the National Academy of Sciences of the United States of America 8 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 7 Journal of Multivariate Analysis 6 Biometrika 5 Advances in Applied Probability 5 IEEE Transactions on Automatic Control 5 Bulletin of the Institute of Mathematics. Academia Sinica 5 Communications in Statistics. Theory and Methods 4 Biometrics 4 SIAM Journal on Control and Optimization 4 Statistical Science 3 Journal of Statistical Planning and Inference 3 Transactions of the American Mathematical Society 3 Advances in Applied Mathematics 3 The Annals of Applied Probability 3 Stochastic Processes and their Applications 3 Statistics and Its Interface 2 IEEE Transactions on Information Theory 2 Journal of the American Statistical Association 2 Proceedings of the American Mathematical Society 2 Journal of Economic Dynamics & Control 2 Lifetime Data Analysis 2 Annals of Mathematical Sciences and Applications 1 Journal of Research of the National Bureau of Standards 1 Psychometrika 1 Stochastics 1 Econometrica 1 Journal of Applied Probability 1 Operations Research 1 Technometrics 1 American Journal of Mathematical and Management Sciences 1 IEEE Transactions on Signal Processing 1 Journal of the Royal Statistical Society. Series B 1 Kexue Tongbao 1 Computational Economics 1 Applied Mathematical Finance 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Methodology and Computing in Applied Probability 1 Biostatistics 1 North American Actuarial Journal 1 Journal Électronique d’Histoire des Probabilités et de la Statistique 1 Institute of Mathematical Statistics Lecture Notes - Monograph Series 1 Journal of Statistical Theory and Practice 1 The Annals of Applied Statistics 1 Advanced Lectures in Mathematics (ALM) 1 Probability Surveys 1 Springer Series in Statistics 1 ISRN Probability and Statistics 1 Springer Texts in Statistics 1 Research in the Mathematical Sciences 1 Probability and its Applications
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### Fields

 176 Statistics (62-XX) 108 Probability theory and stochastic processes (60-XX) 27 Systems theory; control (93-XX) 23 Numerical analysis (65-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Operations research, mathematical programming (90-XX) 6 History and biography (01-XX) 6 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX)

### Citations contained in zbMATH Open

196 Publications have been cited 2,938 times in 1,982 Documents Cited by Year
Asymptotically efficient adaptive allocation rules. Zbl 0568.62074
Lai, T. L.; Robbins, Herbert
1985
A nonlinear renewal theory with applications to sequential analysis. I. Zbl 0378.62069
Lai, T. L.; Siegmund, D.
1977
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Zbl 0649.62060
Lai, Tze Leung; Wei, Ching Zong
1982
A nonlinear renewal theory with applications to sequential analysis II. Zbl 0409.62074
Lai, T. L.; Siegmund, D.
1979
Strong consistency of least squares estimates in multiple regression II. Zbl 0416.62051
Lai, T. L.; Robbins, Herbert; Wei, C. Z.
1979
Estimating a distribution function with truncated and censored data. Zbl 0741.62037
Lai, Tze Leung; Ying, Zhiliang
1991
Information bounds and quick detection of parameter changes in stochastic systems. Zbl 0955.62084
Lai, Tze Leung
1998
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Zbl 0488.62071
Tze, Leung Lai; Ching, Zong Wei
1982
Large sample theory of a modified Buckley-James estimator for regression analysis with censored data. Zbl 0742.62043
Lai, Tze Leung; Ying, Zhiliang
1991
Sequential changepoint detection in quality control and dynamical systems (with discussion). Zbl 0832.62072
Lai, Tze Leung
1995
Fixed accuracy estimation of an autoregressive parameter. Zbl 0519.62076
Lai, T. L.; Siegmund, D.
1983
Limit theorems for delayed sums. Zbl 0305.60009
Lai, Tze Leung
1974
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters. Zbl 0509.62081
Lai, T. L.; Wei, C. Z.
1983
Rank regression methods for left-truncated and right-censored data. Zbl 0739.62031
Lai, Tze Leung; Ying, Zhiliang
1991
Limiting behavior of weighted sums of independent random variables. Zbl 0303.60025
Chow, Y. S.; Lai, T. L.
1973
Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder). Zbl 1037.62081
Lai, Tze Leung
2001
Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation. Zbl 0705.62040
Gu, Ming Gao; Lai, Tze Leung
1990
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
2009
Adaptive design and stochastic approximation. Zbl 0426.62059
Lai, T. L.; Robbins, Herbert
1979
Extended renewal theory and moment convergence in Anscombe’s theorem. Zbl 0405.60020
Chow, Y. S.; Hsiung, Chao A.; Lai, T. L.
1979
Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression. Zbl 0817.62008
Lai, Tze Leung; Ying, Zhiliang; Zheng, Zukang
1995
Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings. Zbl 0335.60021
Chow, Y. S.; Lai, T. L.
1975
Nonparametric estimation and regression analysis with left-truncated and right-censored data. Zbl 0882.62037
Gross, Shulamith T.; Lai, Tze Leung
1996
Adaptive treatment allocation and the multi-armed bandit problem. Zbl 0643.62054
Lai, Tze Leung
1987
Asymptotic properties of nonlinear least squares estimates in stochastic regression models. Zbl 0824.62054
Lai, Tze Leung
1994
Efficient recursive algorithms for detection of abrupt changes in signals and control systems. Zbl 0956.93060
Lai, Tze Leung; Shan, Jerry Zhaolin
1999
Extended least squares and their applications to adaptive control and prediction in linear systems. Zbl 0603.93060
Lai, Tze Leung; Wei, Ching-Zong
1986
Maximally dependent random variables. Zbl 0352.60013
Lai, T. L.; Robbins, Herbert
1976
A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models. Zbl 0485.60031
Lai, Tze Leung; Wei, Ching Zong
1982
Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems. Zbl 0994.62078
Lai, Tze Leung
2000
Summability methods for independent, identically distributed random variables. Zbl 0339.60048
Lai, Tze Leung
1974
Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes. Zbl 0272.60024
Lai, Tze Leung
1974
A stepwise regression method and consistent model selection for highdimensional sparse linear models. Zbl 1225.62095
Ing, Ching-Kang; Lai, Tze Leung
2011
Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes. Zbl 0472.62089
Lai, Tze Leung; Robbins, Herbert
1981
Bootstrap methods for truncated and censored data. Zbl 0868.62036
Gross, Shulamith T.; Lai, Tze Leung
1996
Nearly optimal sequential tests of composite hypotheses. Zbl 0657.62088
Lai, Tze Leung
1988
Convergence rates and r-quick versions of the strong law for stationary mixing sequences. Zbl 0389.60020
Lai, Tze Leung
1977
Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0471.62065
Chen, Gui-Jing; Lai, T. L.; Wei, C. Z.
1981
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices. Zbl 1106.60022
Chan, Hock Peng; Lai, Tze Leung
2006
Optimal stopping and sequential tests which minimize the maximum expected sample size. Zbl 0261.62062
Lai, Tze Leung
1973
Control charts based on weighted sums. Zbl 0288.62043
Lai, Tze Leung
1974
Stochastic approximation. Zbl 1039.62077
Lai, Tze Leung
2003
A missing information principle and $$M$$-estimators in regression analysis with censored and truncated data. Zbl 0817.62030
Lai, Tze Leung; Ying, Zhiliang
1994
A class of dependent random variables and their maxima. Zbl 0377.60022
Lai, Tze Leung; Robbins, Herbert
1978
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2004
Linear rank statistics in regression analysis with censored or truncated data. Zbl 0799.62071
Lai, Tze Leung; Ying, Zhiliang
1992
Strong consistency of least squares estimates in multiple regression. Zbl 0386.62051
Lai, T. L.; Robbins, Herbert; Wei, C. Z.
1978
Asymptotic optimality of invariant sequential probability ratio tests. Zbl 0459.62069
Lai, Tze Leung
1981
Asymptotic properties of projections with applications to stochastic regression problems. Zbl 0501.62083
Lai, T. L.; Wei, C. Z.
1982
Stochastic integrals of empirical-type processes with applications to censored regression. Zbl 0684.62048
Lai, Tze Leung; Ying, Zhiliang
1988
Edgeworth expansions for symmetric statistics with applications to bootstrap methods. Zbl 0822.62010
Lai, Tze Leung; Wang, Julia Qizhi
1993
Asymptotic moments of random walks with applications to ladder variables and renewal theory. Zbl 0351.60062
Lai, Tze Leung
1976
A general theory of particle filters in hidden Markov models and some applications. Zbl 1293.60071
Chan, Hock Peng; Lai, Tze Leung
2013
Optimal learning and experimentation in bandit problems. Zbl 1168.91324
Brezzi, Monica; Lai, Tze Leung
2002
Weak convergence of time-sequential censored rank statistics with applications to sequential testing in clinical trials. Zbl 0762.62020
Gu, Ming Gao; Lai, Tze Leung
1991
A simple Bayesian approach to multiple change-points. Zbl 1214.62006
Lai, Tze Leung; Xing, Haipeng
2011
Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks. Zbl 0995.60081
Fuh, Cheng-Der; Lai, Tze Leung
2001
Mean-variance portfolio optimization when means and covariances are unknown. Zbl 1454.62303
Lai, Tze Leung; Xing, Haipeng; Chen, Zehao
2011
Limit theorems for sums of dependent random variables. Zbl 0419.60026
Lai, Tze Leung; Stout, William
1980
Convergence rates in the strong law of large numbers for random variables taking values in Banach spaces. Zbl 0301.60005
Lai, Tze Leung
1974
On Chernoff-Savage statistics and sequential rank tests. Zbl 0331.62059
Lai, Tze Leung
1975
On r-quick convergence and a conjecture of Strassen. Zbl 0369.60036
Lai, Tze Leung
1976
Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory. Zbl 0397.60030
Chow, Y. S.; Lai, T. L.
1978
Iterated least squares in multiperiod control. Zbl 0489.62073
Lai, T. L.; Robbins, Herbert
1982
Statistical models and methods for financial markets. Zbl 1149.62086
Lai, Tze Leung; Xing, Haipeng
2008
Optimal stopping and dynamic allocation. Zbl 0638.60062
Chang, Fu; Lai, Tze Leung
1987
Approximate dynamic programming and its applications to the design of Phase I cancer trials. Zbl 1328.62581
Bartroff, Jay; Lai, Tze Leung
2010
Estimators with prescribed precision in stochastic regression models. Zbl 0838.62072
Konev, Victor; Lai, Tze Leung
1995
On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm. Zbl 0352.60019
Lai, T. L.; Lan, K. K.
1976
Sequential experimentation in clinical trials. Design and analysis. Zbl 1281.62001
Bartroff, Jay; Lai, Tze Leung; Shih, Mei-Chiung
2013
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks. Zbl 1029.60058
Chan, Hock Peng; Lai, Tze Leung
2003
Asymptotically efficient self-tuning regulators. Zbl 0626.93034
Lai, T. L.; Wei, C. Z.
1987
Exercise regions and efficient valuation of American lookback options. Zbl 1090.91043
Lai, Tze Leung; Lim, Tiong Wee
2004
Likelihood ratio identities and their applications to sequential analysis (with discussion). Zbl 1075.62070
Lai, Tze Leung
2004
On confidence sequences. Zbl 0346.62035
Lai, Tze Leung
1976
On the concept of excitation in least squares identification and adaptive control. Zbl 0595.60048
Lai, Tze Leung; Wei, Ching Zong
1986
Open bandit processes and optimal scheduling of queueing networks. Zbl 0645.90027
Lai, Tze Leung; Ying, Zhiliang
1988
Nonparametric estimation in nonlinear mixed effects models. Zbl 1036.62033
Lai, Tze Leung; Shih, Mei-Chiung
2003
Recursive identification and adaptive prediction in linear stochastic systems. Zbl 0756.93081
Lai, Tze Leung; Ying, Zhiliang
1991
Machine learning and nonparametric bandit theory. Zbl 0883.62090
Lai, Tze-Leung; Yakowitz, Sidney
1995
Multistage tests of multiple hypotheses. Zbl 1318.62248
Bartroff, Jay; Lai, Tze Leung
2010
The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences. Zbl 0403.60032
Lai, Tze Leung; Stout, William
1978
Moments of ladder variables for driftless random walks. Zbl 0416.60078
Chow, Y. S.; Lai, T. L.
1979
Power, sample size and adaptation considerations in the design of group sequential critical trials. Zbl 1113.62090
Lai, Tze Leung; Shih, Mei-Chiung
2004
Stochastic segmentation models for array-based comparative genomic hybridization data analysis. Zbl 1143.62082
Lai, Tze Leung; Xing, Haipeng; Zhang, Nancy
2008
Importance sampling for generalized likelihood ratio procedures in sequential analysis. Zbl 1075.62069
Chan, H. P.; Lai, T. L.
2005
Gaussian processes, moving averages and quick detection problems. Zbl 0294.60028
Lai, Tze Leung
1973
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2007
On uniform integrability in renewal theory. Zbl 0329.60056
Lai, Tze Leung
1975
Sequential medical trials. Zbl 0453.62066
Lai, T. L.; Levin, Bruce; Robbins, Herbert; Siegmund, David
1980
Sequential selection procedures based on confidence sequences for normal populations. Zbl 0454.62075
Kao, Samuel C.; Lai, Tze Leung
1980
Wald’s equations, first passage times and moments of ladder variables in Markov random walks. Zbl 0922.60043
Fuh, Cheng Der; Lai, Tze Leung
1998
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. Zbl 1105.62367
Chan, Hock Peng; Lai, Tze Leung
2000
Bootstrap confidence bands for spectra and cross-spectra. Zbl 0745.62041
Politis, Dimitris N.; Romano, Joseph P.; Lai, Tze-Leung
1992
On uniform integrability and asymptotically risk-efficient sequential estimation. Zbl 0876.62069
Lai, Tze Leung
1996
On optimal stopping problems in sequential hypothesis testing. Zbl 0924.62085
Lai, Tze Leung
1997
A modification of Schwarz’s sequential likelihood ratio tests in multivariate sequential analysis. Zbl 0816.62063
Lai, Tze Leung; Zhang, Limin
1994
Strong consistency of leastsquares estimates in regression models. Zbl 0359.62051
Lai, T. L.; Robbins, Herbert
1977
On Strassen-type laws of the iterated logarithm for delayed averages of the Wiener process. Zbl 0261.60030
Lai, Tze-Leung
1973
Asymptotically efficient adaptive choice of control laws in controlled Markov chains. Zbl 0876.93053
Graves, Todd L.; Lai, Tze Leung
1997
Multi-armed bandits with covariates: theory and applications. Zbl 07513915
Kim, Dong Woo; Lai, Tze Leung; Xu, Huanzhong
2021
Statistical science in information technology and precision medicine. Zbl 1432.62011
Lai, Tze Leung; Choi, Anna; Tsang, Ka Wai
2019
Asymptotically efficient parameter estimation in hidden Markov spatio-temporal random fields. Zbl 1480.62196
Lai, Tze Leung; Lim, Johan
2015
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62150
Lai, Tze Leung
2014
A general theory of particle filters in hidden Markov models and some applications. Zbl 1293.60071
Chan, Hock Peng; Lai, Tze Leung
2013
Sequential experimentation in clinical trials. Design and analysis. Zbl 1281.62001
Bartroff, Jay; Lai, Tze Leung; Shih, Mei-Chiung
2013
Stochastic change-point ARX-GARCH models and their applications to econometric time series. Zbl 1417.62250
Lai, Tze Leung; Xing, Haipeng
2013
Sequential importance sampling and resampling for dynamic portfolio credit risk. Zbl 1241.91126
Deng, Shaojie; Giesecke, Kay; Lai, Tze Leung
2012
Evolutionary credibility theory: a generalized linear mixed modeling approach. Zbl 1291.91118
Lai, Tze Leung; Sun, Kevin Haoyu
2012
Efficient adaptive randomization and stopping rules in multi-arm clinical trials for testing a new treatment. Zbl 1293.62162
Lai, Tze Leung; Liao, Olivia Yueh-Wen
2012
Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling. Zbl 1269.65011
Chan, Hock Peng; Deng, Shaojie; Lai, Tze-Leung
2012
A stepwise regression method and consistent model selection for highdimensional sparse linear models. Zbl 1225.62095
Ing, Ching-Kang; Lai, Tze Leung
2011
A simple Bayesian approach to multiple change-points. Zbl 1214.62006
Lai, Tze Leung; Xing, Haipeng
2011
Mean-variance portfolio optimization when means and covariances are unknown. Zbl 1454.62303
Lai, Tze Leung; Xing, Haipeng; Chen, Zehao
2011
Incorporating individual and collective ethics into phase I cancer trial designs. Zbl 1217.62160
Bartroff, Jay; Lai, Tze Leung
2011
Cramér type moderate deviations for Studentized $$U$$-statistics. Zbl 1271.60044
Lai, Tze Leng; Shao, Qi-Man; Wang, Qiying
2011
A sequential Monte Carlo approach to computing tail probabilities in stochastic models. Zbl 1246.60042
Chan, Hock Peng; Lai, Tze Leung
2011
Evaluating probability forecasts. Zbl 1235.62127
Lai, Tze Leung; Gross, Shulamith T.; Shen, David Bo
2011
Approximate dynamic programming and its applications to the design of Phase I cancer trials. Zbl 1328.62581
Bartroff, Jay; Lai, Tze Leung
2010
Multistage tests of multiple hypotheses. Zbl 1318.62248
Bartroff, Jay; Lai, Tze Leung
2010
Sequential change-point detection when the pre- and post-change parameters are unknown. Zbl 1190.62147
Lai, Tze Leung; Xing, Haipeng
2010
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
2009
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2009
Martingales in sequential analysis and time series, 1945–1985. Zbl 1170.01372
Lai, Tze Leung
2009
A Bayesian approach to sequential surveillance in exponential families. Zbl 1175.62083
Lai, Tze Leung; Liu, Tongwei; Xing, Haipeng
2009
Option hedging theory under transaction costs. Zbl 1182.91179
Lai, Tze Leung; Lim, Tiong Wee
2009
Statistical models and methods for financial markets. Zbl 1149.62086
Lai, Tze Leung; Xing, Haipeng
2008
Stochastic segmentation models for array-based comparative genomic hybridization data analysis. Zbl 1143.62082
Lai, Tze Leung; Xing, Haipeng; Zhang, Nancy
2008
Generalized likelihood ratio statistics and uncertainty adjustments in efficient adaptive design of clinical trials. Zbl 1147.62066
Bartroff, Jay; Lai, Tze Leung
2008
Modern sequential analysis and its applications to computerized adaptive testing. Zbl 1301.62075
Bartroff, Jay; Finkelman, Matthew; Lai, Tze Leung
2008
Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60057
Lai, Tze Leung; Chan, Hock Peng
2008
Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products. Zbl 1230.91183
Lai, Tze Leung; Wong, Samuel Po-Shing
2008
Statistical inference in dynamic panel data models. Zbl 1141.62095
Lai, Tze Leung; Small, Dylan S.; Liu, Jia
2008
Saddlepoint approximations and boundary crossing probabilities for random fields and their applications. Zbl 1170.60320
Lai, Tze Leung
2008
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2007
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities. Zbl 1134.65005
Chan, Hock Peng; Lai, Tze Leung
2007
Corrected random walk approximations to free boundary problems in optimal stopping. Zbl 1127.60038
Lai, Tse Leung; Yao, Yi-Ching; Aitsahlia, Farid
2007
Identification and adaptive control of change-point ARX models via Rao-Blackwellized particle filters. Zbl 1366.93671
Chen, Yuguo; Lai, Tze Leung
2007
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices. Zbl 1106.60022
Chan, Hock Peng; Lai, Tze Leung
2006
Confidence intervals for survival quantiles in the Cox regression model. Zbl 1109.62102
Lai, Tze Leung; Su, Zheng
2006
Approximate policy optimization and adaptive control in regression models. Zbl 1137.90705
Han, Jiarui; Lai, Tze Leung; Spivakovsky, Viktor
2006
Sequential generalized likelihood ratios and adaptive treatment allocation for optimal sequential selection. Zbl 1099.62087
Chan, H. P.; Lai, T. L.
2006
Efficient recursive estimation and adaptive control in stochastic regression and ARMAX models. Zbl 1107.62095
Lai, Tze Leung; Ying, Zhiliang
2006
Confidence intervals in group sequential trials with random group sizes and applications to survival analysis. Zbl 1109.62071
Lai, Tze Leung; Li, Wenzhi
2006
Flexible modeling via a hybrid estimation scheme in generalized mixed models for longitudinal data. Zbl 1091.62058
Lai, Tze Leung; Shih, Mei-Chiung; Wong, Samuel Po-Shing
2006
The optimal stopping problem for $$S_n/n$$ and its ramifications. Zbl 1144.60306
Lai, Tze Leung; Yao, Yi-Ching
2006
Bias correction and confidence intervals following sequential tests. Zbl 1268.62095
Lai, Tze Leung; Su, Zheng; Chuang, Chin Shan
2006
Time series and related topics. In memory of Ching-Zong Wei. Selected papers based on the presentations at the conference, Taipei, Taiwan, December 12–14, 2005. Zbl 1113.62001
2006
Importance sampling for generalized likelihood ratio procedures in sequential analysis. Zbl 1075.62069
Chan, H. P.; Lai, T. L.
2005
Autoregressive models with piecewise constant volatility and regression parameters. Zbl 1070.62072
Lai, Tze Leung; Liu, Haiyan; Xing, Haipeng
2005
Optimal stopping for Brownian motion with applications to sequential analysis and option pricing. Zbl 1085.62096
Lai, Tze Leung; Lim, Tiong Wee
2005
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2004
Exercise regions and efficient valuation of American lookback options. Zbl 1090.91043
Lai, Tze Leung; Lim, Tiong Wee
2004
Likelihood ratio identities and their applications to sequential analysis (with discussion). Zbl 1075.62070
Lai, Tze Leung
2004
Power, sample size and adaptation considerations in the design of group sequential critical trials. Zbl 1113.62090
Lai, Tze Leung; Shih, Mei-Chiung
2004
Valuation of American options via basis functions. Zbl 1366.91161
Lai, Tze Leung; Wong, Samuel Po-Shing
2004
Interim and terminal analyses of clinical trials with failure-time endpoints and related group sequential designs. Zbl 1090.62124
Lai, Tze Leung
2004
Stochastic approximation. Zbl 1039.62077
Lai, Tze Leung
2003
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks. Zbl 1029.60058
Chan, Hock Peng; Lai, Tze Leung
2003
Nonparametric estimation in nonlinear mixed effects models. Zbl 1036.62033
Lai, Tze Leung; Shih, Mei-Chiung
2003
A hybrid estimator in nonlinear and generalised linear mixed effects models. Zbl 1436.62311
Lai, Tze Leung; Shih, Mei-Chiung
2003
Optimal learning and experimentation in bandit problems. Zbl 1168.91324
Brezzi, Monica; Lai, Tze Leung
2002
Boundary crossing probabilities for scan statistics and their applications to change-point detection. Zbl 1037.60021
Chan, Hock Peng; Lai, Tze Leung
2002
Asymptotic optimality of generalized sequential likelihood ratio tests in some classical sequential testing problems. Zbl 1040.62069
Lai, Tze-Leung
2002
Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder). Zbl 1037.62081
Lai, Tze Leung
2001
Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks. Zbl 0995.60081
Fuh, Cheng-Der; Lai, Tze Leung
2001
Stochastic neural networks with applications to nonlinear time series. Zbl 1051.62096
Lai, Tze Leung; Wong, Samuel Po-Shing
2001
One-sided tests in clinical trials with multiple endpoints. Zbl 1209.62229
Bloch, Daniel A.; Lai, Tze Leung; Tubert-Bitter, Pascale
2001
Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems. Zbl 0994.62078
Lai, Tze Leung
2000
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. Zbl 1105.62367
Chan, Hock Peng; Lai, Tze Leung
2000
Incomplete learning from endogenous data in dynamic allocation. Zbl 1020.91047
Brezzi, Monica; Lai, Tze Leung
2000
Hybrid resampling methods for confidence intervals. (With comments and rejoinder). Zbl 0976.62040
Chuang, Chin-Shan; Lai, Tze Leung
2000
Moment bounds for self-normalized martingales. Zbl 0967.60052
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2000
Efficient score estimation and adaptive $$M$$-estimators in censored and truncated regression models. Zbl 0952.62065
Kim, Chul-Ki; Lai, Tze Leung
2000
Efficient recursive algorithms for detection of abrupt changes in signals and control systems. Zbl 0956.93060
Lai, Tze Leung; Shan, Jerry Zhaolin
1999
Regression smoothers and additive models for censored and truncated data. Zbl 0973.62034
Kim, Chul-Ki; Lai, Tze Leung
1999
Information bounds and quick detection of parameter changes in stochastic systems. Zbl 0955.62084
Lai, Tze Leung
1998
Wald’s equations, first passage times and moments of ladder variables in Markov random walks. Zbl 0922.60043
Fuh, Cheng Der; Lai, Tze Leung
1998
Random walk duality and the valuation of discrete lookback options. Zbl 1009.91027
Aitsahlia, Farid; Lai, Tze Leung
1998
Resampling methods for confidence intervals in group sequential trials. Zbl 0938.62049
Chuang, Chin-Shan; Lai, Tze Leung
1998
Repeated significance testing with censored rank statistics in interim analysis of clinical trials. Zbl 0896.62085
Gu, Minggao; Lai, Tze Leung
1998
On optimal stopping problems in sequential hypothesis testing. Zbl 0924.62085
Lai, Tze Leung
1997
Asymptotically efficient adaptive choice of control laws in controlled Markov chains. Zbl 0876.93053
Graves, Todd L.; Lai, Tze Leung
1997
Moments of randomly stopped $$U$$-statistics. Zbl 0902.60037
de la Peña, Victor; Lai, Tze Leung
1997
Inference from grouped data in three-parameter Weibull models with applications to breakdown-voltage experiments. Zbl 0889.62088
Hirose, Hideo; Lai, Tze Leung
1997
Wald’s equation and asymptotic bias of randomly stopped $$U$$-statistics. Zbl 0867.60025
de la Peña, Victor H.; Lai, Tze Leung
1997
Information and prediction criteria for model selection in stochastic regression and ARMA models. Zbl 0898.62111
Lai, Tze Leung; Lee, Chang Ping
1997
Nonparametric estimation and regression analysis with left-truncated and right-censored data. Zbl 0882.62037
Gross, Shulamith T.; Lai, Tze Leung
1996
Bootstrap methods for truncated and censored data. Zbl 0868.62036
Gross, Shulamith T.; Lai, Tze Leung
1996
On uniform integrability and asymptotically risk-efficient sequential estimation. Zbl 0876.62069
Lai, Tze Leung
1996
Convergence rate in the strong law of large numbers of Markov chains. Zbl 0860.60020
Fuh, Cheng Der; Lai, Tze Leung
1996
Sequential changepoint detection in quality control and dynamical systems (with discussion). Zbl 0832.62072
Lai, Tze Leung
1995
Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression. Zbl 0817.62008
Lai, Tze Leung; Ying, Zhiliang; Zheng, Zukang
1995
Estimators with prescribed precision in stochastic regression models. Zbl 0838.62072
Konev, Victor; Lai, Tze Leung
1995
Machine learning and nonparametric bandit theory. Zbl 0883.62090
Lai, Tze-Leung; Yakowitz, Sidney
1995
Asymptotic properties of nonlinear least squares estimates in stochastic regression models. Zbl 0824.62054
Lai, Tze Leung
1994
A missing information principle and $$M$$-estimators in regression analysis with censored and truncated data. Zbl 0817.62030
Lai, Tze Leung; Ying, Zhiliang
1994
A modification of Schwarz’s sequential likelihood ratio tests in multivariate sequential analysis. Zbl 0816.62063
Lai, Tze Leung; Zhang, Limin
1994
Statistical analysis of ligand-binding experiments. Zbl 0821.62077
Lai, Tze Leung; Zhang, Limin
1994
Edgeworth expansions for symmetric statistics with applications to bootstrap methods. Zbl 0822.62010
Lai, Tze Leung; Wang, Julia Qizhi
1993
...and 96 more Documents
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### Cited by 2,477 Authors

 76 Lai, Tze Leung 36 Shen, Pao-Sheng 34 Mukhopadhyay, Nitis 21 Konev, Victor 19 Chan, Hock Peng 18 Tartakovsky, Alexander G. 15 Sriram, T. N. 15 Zhou, Yong 14 Fuh, Cheng-Der 14 Gut, Allan 13 Ding, Feng 13 Ying, Zhiliang 12 Ing, Ching-Kang 12 Shao, Qi-Man 11 Alsmeyer, Gerold 11 Bartroff, Jay 11 Liang, Hanying 10 de Uña-Álvarez, Jacobo 10 He, Shuyuan 10 Stadtmüller, Ulrich 10 Wei, Ching-Zong 9 Chen, Pingyan 9 Guo, Lei 9 Horváth, Lajos 9 Nadarajah, Saralees 9 Sun, Liuquan 8 Baron, Michael I. 8 Bercu, Bernard 8 Bingham, Nicholas Hugh 8 Chang, Yuan-chin Ivan 8 Han, Dong 8 Irle, Albrecht 8 Li, Deli 8 Lita da Silva, João 8 Pergamenshchikov, Sergeĭ Markovich 8 Qin, Jing 8 Woodroofe, Michael Barrett 7 Brodsky, Boris 7 Chow, Yuan Shih 7 Darkhovsky, Boris S. 7 Galtchouk, Leonid I. 7 Katehakis, Michael N. 7 Le Breton, Alain 7 Powell, Warren Buckler 7 Wang, Qihua 6 Chen, Hanfu 6 Csörgő, Miklós 6 de la Peña, Victor H. 6 Deheuvels, Paul 6 Dmitrienko, Alexei 6 Glaz, Joseph 6 Jasra, Ajay 6 Jing, Bingyi 6 Lu, Xuewen 6 Munos, Rémi 6 Pronzato, Luc 6 Ramdas, Aaditya K. 6 Rychlik, Tomasz 6 Spătaru, Aurel 6 Sung, Soohak 6 Xing, Haipeng 6 Zeevi, Assaf J. 5 An, Hongzhi 5 Bapat, Sudeep R. 5 Betensky, Rebecca A. 5 Cheng, Fuxia 5 Fotopoulos, Stergios B. 5 Frisén, Marianne 5 Isogai, Eiichi 5 Kaufmann, Emilie 5 Keener, Robert W. 5 Kolnogorov, Alexander V. 5 Maller, Ross Arthur 5 Mason, David M. 5 Mei, Yajun 5 Michailidis, George C. 5 Nikiforov, Igor V. 5 Pu, Xiaolong 5 Qin, Gengsheng 5 Robbins, Herbert Ellis 5 Ryzhov, Ilya O. 5 Schwabe, Rainer 5 Shen, Yu 5 Teräsvirta, Timo 5 Tsung, Fugee 5 Verdier, Ghislain 5 Viallon, Vivian 5 Wang, Qiying 5 Wang, Xuejun 5 Wang, Yuebao 5 Zheng, Zukang 5 Zhou, Xian 4 Anderson, Theodore Wilbur jun. 4 Arnold, Barry Charles 4 Bose, Arup 4 Boutahar, Mohamed 4 Chan, Ngai Hang 4 Chen, Tongwen 4 Cheng, Dongya 4 Datta, Somnath ...and 2,377 more Authors
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### Cited in 271 Serials

 155 Sequential Analysis 111 Journal of Statistical Planning and Inference 103 Statistics & Probability Letters 89 Communications in Statistics. Theory and Methods 76 The Annals of Statistics 73 Journal of Multivariate Analysis 57 Stochastic Processes and their Applications 46 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 42 Computational Statistics and Data Analysis 33 Operations Research 32 Automatica 31 Biometrics 28 Journal of Econometrics 27 Annals of the Institute of Statistical Mathematics 26 Communications in Statistics. Simulation and Computation 24 Journal of Statistical Computation and Simulation 23 The Annals of Applied Probability 23 Lifetime Data Analysis 22 Metrika 22 Acta Mathematicae Applicatae Sinica. English Series 22 Journal of Theoretical Probability 19 Electronic Journal of Statistics 18 Statistics 17 Probability Theory and Related Fields 16 Advances in Applied Probability 16 Journal of Mathematical Analysis and Applications 16 The Annals of Probability 15 Systems & Control Letters 14 The Canadian Journal of Statistics 13 Statistical Papers 13 Statistica Sinica 13 Bernoulli 13 Journal of Applied Statistics 13 Econometric Theory 12 Scandinavian Journal of Statistics 12 Journal of the American Statistical Association 12 Journal of Time Series Analysis 12 Computational Statistics 12 Journal of Nonparametric Statistics 12 Methodology and Computing in Applied Probability 11 Applied Mathematics and Computation 11 Journal of Applied Probability 11 Acta Mathematica Sinica. English Series 11 Journal of Machine Learning Research (JMLR) 10 Mathematical Methods of Statistics 9 Lithuanian Mathematical Journal 9 Theoretical Computer Science 9 Advances in Applied Mathematics 9 Statistical Science 9 Machine Learning 9 Probability in the Engineering and Informational Sciences 9 Statistical Methodology 9 Statistics and Computing 8 Mathematics of Operations Research 8 Journal of Economic Dynamics & Control 8 Annals of Operations Research 8 Automation and Remote Control 8 European Journal of Operational Research 8 Journal of Inequalities and Applications 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 8 The Annals of Applied Statistics 7 Transactions of the American Mathematical Society 7 Science in China. Series A 7 Journal of Mathematical Sciences (New York) 7 Journal of Systems Science and Complexity 7 Stochastics 7 Journal of Statistical Theory and Practice 6 Acta Mathematica Hungarica 6 Test 6 Mathematical Finance 6 Science China. Mathematics 5 Stochastic Analysis and Applications 5 Econometric Reviews 5 International Journal of Adaptive Control and Signal Processing 5 Applied Mathematical Modelling 5 Statistical Inference for Stochastic Processes 4 Computers & Mathematics with Applications 4 International Journal of Control 4 Journal of the Franklin Institute 4 Mathematical Proceedings of the Cambridge Philosophical Society 4 Problems of Information Transmission 4 Kybernetika 4 Proceedings of the American Mathematical Society 4 Neural Computation 4 Applied Mathematics. Series B (English Edition) 4 Electronic Journal of Probability 4 Mathematical Problems in Engineering 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Extremes 4 Biostatistics 4 Quantitative Finance 4 Journal of the Korean Statistical Society 4 Stochastic Systems 3 Mathematical Notes 3 Journal of Computer and System Sciences 3 SIAM Journal on Control and Optimization 3 Siberian Mathematical Journal 3 Insurance Mathematics & Economics 3 Operations Research Letters 3 Acta Applicandae Mathematicae ...and 171 more Serials
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### Cited in 38 Fields

 1,342 Statistics (62-XX) 725 Probability theory and stochastic processes (60-XX) 204 Numerical analysis (65-XX) 141 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 128 Systems theory; control (93-XX) 113 Operations research, mathematical programming (90-XX) 67 Computer science (68-XX) 30 Biology and other natural sciences (92-XX) 26 Information and communication theory, circuits (94-XX) 13 Combinatorics (05-XX) 11 Partial differential equations (35-XX) 11 Sequences, series, summability (40-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 7 Dynamical systems and ergodic theory (37-XX) 6 History and biography (01-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Measure and integration (28-XX) 5 Special functions (33-XX) 5 Operator theory (47-XX) 4 Number theory (11-XX) 4 Functions of a complex variable (30-XX) 4 Ordinary differential equations (34-XX) 4 Functional analysis (46-XX) 4 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 Potential theory (31-XX) 2 Integral equations (45-XX) 2 Quantum theory (81-XX) 2 Astronomy and astrophysics (85-XX) 1 Field theory and polynomials (12-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX)

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