Tze Leung Lai

Q: What Schools Are Affiliated With Tze Leung Lai

Tze Leung Lai is affiliated with the following schools: University of California, Berkeley, Stanford University, University of Chicago, Columbia University

Tze Leung Lai's AcademicInfluence.com Rankings

Tze Leung Lai

Mathematics

#2387

World Rank

#3707

Historical Rank

#948

USA Rank

Statistics

#176

World Rank

#225

Historical Rank

#75

USA Rank

mathematics Degrees

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Mathematics

Tze Leung Lai's Degrees

PhD Statistics University of California, Berkeley
Masters Statistics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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Why Is Tze Leung Lai Influential?

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According to Wikipedia, Tze Leung Lai was a Chinese-American statistician of Hong Kong descent. He was the Ray Lyman Wilbur Professor of Statistics, as well as a professor of Biomedical Data Science and of the Institute of Computational and Mathematical Engineering at Stanford University. He co-directed the Center for Innovative Study Design at the Stanford University School of Medicine. He was the recipient of the COPSS Presidents' Award, one of the highest honors in statistics, in 1983.

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Tze Leung Lai's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Asymptotically efficient adaptive allocation rules (1985) (718)
Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems (1982) (636)
Sequential changepoint detection in quality control and dynamical systems (1995) (548)
SEQUENTIAL ANALYSIS: SOME CLASSICAL PROBLEMS AND NEW CHALLENGES (2001) (410)
Information Bounds and Quick Detection of Parameter Changes in Stochastic Systems (1998) (397)
Sequential medical trials. (1980) (322)
Adaptive treatment allocation and the multi-armed bandit problem (1987) (296)
Self-Normalized Processes: Limit Theory and Statistical Applications (2001) (233)
A Nonlinear Renewal Theory with Applications to Sequential Analysis II (1977) (226)
Strong consistency of least squares estimates in multiple regression. (1979) (204)
Large Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data (1991) (189)
Extended least squares and their applications to adaptive control and prediction in linear systems (1986) (167)
Rank Regression Methods for Left-Truncated and Right-Censored Data (1991) (166)
Estimating a distribution function with truncated and censored data (1991) (158)
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (1983) (156)
Statistical Models and Methods for Financial Markets (2008) (152)
Asymptotically Efficient Adaptive Choice of Control Laws inControlled Markov Chains (1997) (145)
Adaptive Design and Stochastic Approximation (1979) (145)
Fixed Accuracy Estimation of an Autoregressive Parameter (1983) (131)
Efficient recursive algorithms for detection of abrupt changes in signals and control systems (1999) (131)
Strong consistency of least squares estimates in multiple regression (1978) (128)
Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems (2000) (124)
Nearly Optimal Sequential Tests of Composite Hypotheses (1988) (121)
A STEPWISE REGRESSION METHOD AND CONSISTENT MODEL SELECTION FOR HIGH-DIMENSIONAL SPARSE LINEAR MODELS (2011) (119)
Optimal learning and experimentation in bandit problems (2000) (111)
Limiting Behavior of Weighted Sums of Independent Random Variables (1973) (110)
Asymptotic Optimality of Invariant Sequential Probability Ratio Tests (1981) (109)
Limit Theorems for Delayed Sums (1974) (102)
SELF-NORMALIZED PROCESSES: EXPONENTIAL INEQUALITIES, MOMENT BOUNDS AND ITERATED LOGARITHM LAWS (2004) (95)
Maximally dependent random variables. (1976) (94)
Functional Laws of the Iterated Logarithm for the Product-Limit Estimator of a Distribution Function Under Random Censorship or Truncation (1990) (90)
Nonparametric Estimation and Regression Analysis with Left-Truncated and Right-Censored Data (1996) (90)
Self-Normalized Processes (2009) (86)
Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings (1975) (83)
Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models (1994) (83)
Marginal regression analysis of longitudinal data with time‐dependent covariates: a generalized method‐of‐moments approach (2007) (81)
Optimal Stopping and Sequential Tests which Minimize the Maximum Expected Sample Size (1973) (81)
Control Charts Based on Weighted Sums (1974) (79)
Extended Renewal Theory and Moment Convergence in Anscombe's Theorem (1979) (78)
Stochastic approximation: invited paper (2003) (76)
A class of dependent random variables and their maxima (1978) (71)
Stochastic integrals of empirical-type processes with applications to censored regression (1988) (69)
Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes (1981) (66)
Weak Convergence of Time-Sequential Censored Rank Statistics with Applications to Sequential Testing in Clinical Trials (1991) (64)
A Law of the Iterated Logarithm for Double Arrays of Independent Random Variables with Applications to Regression and Time Series Models (1982) (61)
Martingales in Sequential Analysis and Time Series, 1945-1985 ∗ (2009) (61)
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (2010) (60)
On Confidence Sequences (1976) (60)
Asymptotic properties of projections with applications to stochastic regression problems (1982) (58)
Asymptotic properties of projections with applications to stochastic regression problems (1982) (58)
A general theory of particle filters in hidden Markov models and some applications (2013) (57)
A Missing Information Principle and $M$-Estimators in Regression Analysis with Censored and Truncated Data (1994) (57)
Asymptotically efficient adaptive control in stochastic regression models (1986) (57)
Convergence Rates and $r$-Quick Versions of the Strong Law for Stationary Mixing Sequences (1977) (57)
Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection (2006) (57)
A SIMPLE BAYESIAN APPROACH TO MULTIPLE CHANGE-POINTS (2011) (56)
Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression (1995) (56)
Iterated least squares in multiperiod control (1982) (56)
Mean--variance portfolio optimization when means and covariances are unknown (2011) (55)
Power, sample size and adaptation considerations in the design of group sequential clinical trials (2003) (54)
Convergence systems and strong consistency of least squares estimates in regression models (1981) (54)
Linear rank statistics in regression analysis with censored or truncated data (1992) (53)
Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes (1974) (53)
Summability methods for independent identically distributed random variables (1974) (52)
Incomplete learning from endogenous data in dynamic allocation (1999) (51)
Asymptotically efficient self-tuning regulators (1987) (51)
Stochastic segmentation models for array-based comparative genomic hybridization data analysis. (2008) (50)
Exercise boundaries and efficient approximations to American option prices and hedge parameters (2000) (49)
On $r$-Quick Convergence and a Conjecture of Strassen (1976) (48)
Open bandit processes and optimal scheduling of queueing networks (1988) (47)
Hybrid resampling methods for confidence intervals (1998) (46)
Stochastic Neural Networks With Applications to Nonlinear Time Series (2001) (45)
Sequential Experimentation in Clinical Trials: Design and Analysis (2012) (45)
Likelihood Ratio Identities and Their Applications to Sequential Analysis (2004) (44)
BOOTSTRAP METHODS FOR TRUNCATED AND CENSORED DATA (1996) (44)
Bootstrap confidence bands for spectra and cross-spectra (1989) (43)
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (2004) (43)
Clinical trial designs for testing biomarker-based personalized therapies (2012) (42)
Efficient adaptive designs with mid‐course sample size adjustment in clinical trials (2008) (41)
Machine learning and nonparametric bandit theory (1995) (41)
Sequential Experimentation in Clinical Trials (2013) (41)
Optimal stopping and dynamic allocation (1987) (40)
Approximate Dynamic Programming and Its Applications to the Design of Phase I Cancer Trials (2010) (39)
Modern Sequential Analysis and Its Applications to Computerized Adaptive Testing (2011) (38)
ON OPTIMAL STOPPING PROBLEMS IN SEQUENTIAL HYPOTHESIS TESTING (1997) (38)
Asymptotic Moments of Random Walks with Applications to Ladder Variables and Renewal Theory (1976) (38)
Strong consistency of least-squares estimates in regression models. (1977) (37)
Sequential generalized likelihood ratio tests for vaccine safety evaluation (2010) (36)
Mean-Variance Portfolia Optimization When Means and Covariances are Unknown (2010) (36)
On the concept of excitation in least squares identification and adaptive control (1986) (36)
One‐Sided Tests in Clinical Trials with Multiple Endpoints (2001) (36)
Nonparametric estimation in nonlinear mixed effects models (2003) (35)
Moments of ladder variables for driftless random walks (1979) (32)
Exercise Regions And Efficient Valuation Of American Lookback Options (2004) (32)
A hybrid estimator in nonlinear and generalised linear mixed effects models (2003) (32)
Recursive identification and adaptive prediction in linear stochastic systems (1991) (32)
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families (1999) (32)
On Chernoff-Savage Statistics and Sequential Rank Tests (1975) (32)
Boundary crossing problems for sample means (1988) (31)
Adaptive choice of patient subgroup for comparing two treatments. (2014) (31)
Sequential design of phase II–III cancer trials (2012) (31)
Pseudo-maximization and self-normalized processes (2007) (30)
INFORMATION AND PREDICTION CRITERIA FOR MODEL SELECTION IN STOCHASTIC REGRESSION AND ARMA MODELS (1997) (30)
Limit theorems for sums of dependent random variables (1980) (30)
Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks (2001) (29)
WALD'S EQUATIONS, FIRST PASSAGE TIMES AND MOMENTS OF LADDER VARIABLES IN MARKOV RANDOM WALKS (1998) (29)
AUTOREGRESSIVE MODELS WITH PIECEWISE CONSTANT VOLATILITY AND REGRESSION PARAMETERS (2005) (29)
Parallel recursive algorithms in asymptotically efficient adaptive control of linear stochastic systems (1991) (29)
Incorporating scientific, ethical and economic considerations into the design of clinical trials in the pharmaceutical industry: a sequential approach (1984) (28)
Adaptive design in regression and control. (1978) (28)
A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis (1994) (28)
Estimators with prescribed Precision in Stochastic regression models (1995) (27)
Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory (1978) (27)
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks (2002) (26)
Resampling methods for confidence intervals in group sequential trials (1998) (26)
On random Fourier series (1980) (25)
Stochastic approximation (2002) (25)
Confidence intervals for survival quantiles in the Cox regression model (2006) (24)
Multistage Tests of Multiple Hypotheses (2010) (23)
Inference from grouped data in three-parameter Weibull models with applications to breakdown-voltage experiments (1997) (23)
Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials (2008) (23)
Modified Haybittle–Peto group sequential designs for testing superiority and non‐inferiority hypotheses in clinical trials (2006) (23)
Futility stopping in clinical trials (2012) (22)
Time series and related topics : in memory of Ching-Zong Wei (2007) (22)
Gaussian Processes, Moving Averages and Quick Detection Problems (1973) (22)
A New Approach to Modeling Covariate Effects and Individualization in Population Pharmacokinetics-Pharmacodynamics (2005) (22)
A combined superiority and non‐inferiority approach to multiple endpoints in clinical trials (2007) (21)
Adaptive enrichment designs for confirmatory trials (2018) (21)
Sequential selectiok procedures based on confidence sequences for normal populations (1980) (21)
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization (2016) (21)
REPEATED SIGNIFICANCE TESTING WITH CENSORED RANK STATISTICS IN INTERIM ANALYSIS OF CLINICAL TRIALS (1998) (21)
Statistical inference in dynamic panel data models (2008) (21)
Valuation of American options via basis functions (2004) (21)
Group sequential designs for developing and testing biomarker-guided personalized therapies in comparative effectiveness research. (2013) (21)
The Law of the Iterated Logarithm and Upper-Lower Class Tests for Partial Sums of Stationary Gaussian Sequences (1978) (20)
Adaptive design of confirmatory trials: Advances and challenges. (2015) (20)
Determination of power and sample size in the design of clinical trials with failure-time endpoints and interim analyses. (1999) (19)
Approximate Policy Optimization and Adaptive Control in Regression Models (2005) (19)
Confidence intervals in group sequential trials with random group sizes and applications to survival analysis (2004) (19)
Boundary Crossing Probabilities for Sample Sums and Confidence Sequences (1976) (19)
Random walk duality and the valuation of discrete lookback options (1998) (18)
Innovative designs of point-of-care comparative effectiveness trials. (2015) (17)
Asymptotic Properties of General Autoregressive Models and Strong Consistency of Least-Squares Estimates of Their Parameters (2003) (17)
Tests and confidence intervals for secondary endpoints in sequential clinical trials (2009) (16)
Sequential Medical Trials (Stopping Rules/Asymptotic Optimality). (1980) (16)
Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk (2010) (16)
Pitman Efficiencies of Sequential Tests and Uniform Limit Theorems in Nonparametric Statistics (1978) (16)
Lacunary systems and generalized linear processes (1983) (16)
Power-One Tests Based on Sample Sums (1977) (16)
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (2007) (16)
Option hedging theory under transaction costs (2009) (15)
Efficient Adaptive Randomization and Stopping Rules in Multi-arm Clinical Trials for Testing a New Treatment (2012) (15)
Rank Tests Based on Censored Data and Their Sequential Analogues (1991) (14)
For censored and truncated data (1999) (14)
STOCHASTIC CHANGE-POINT ARX-GARCH MODELS AND THEIR APPLICATIONS TO ECONOMETRIC TIME SERIES (2014) (14)
Corrected random walk approximations to free boundary problems in optimal stopping (2007) (14)
Termination, Moments and Exponential Boundedness of the Stopping Rule for Certain Invariant Sequential Probability Ratio Tests (1975) (14)
A sequential Monte Carlo approach to computing tail probabilities in stochastic models (2011) (13)
Multiple Testing in Regression Models With Applications to Fault Diagnosis in the Big Data Era (2017) (13)
ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* (2002) (13)
Limit theorems for weighted sums and stochastic approximation processes. (1978) (13)
Pricing and Hedging of American Knock-In Options (2004) (13)
Theory and applications of multivariate self-normalized processes (2009) (12)
Herbert Robbins Selected Papers (1985) (12)
First Exit Times from Moving Boundaries for Sums of Independent Random Variables (1977) (12)
Space-time processes, parabolic functions and one-dimensional diffusions (1973) (12)
Asymptotic Expansions for the Distributions of Stopped Random Walks and First Passage Times (1994) (12)
Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (2003) (11)
SEQUENTIAL DESIGN OF COMPARATIVE CLINICAL TRIALS (1983) (11)
MOMENT INEQUALITIES WITH APPLICATIONS TO REGRESSION AND TIME SERIES MODELS (1984) (11)
Bias correction and confidence intervals following sequential tests (2006) (11)
On uniform integrability and asymptotically risk-efficient sequential estimation (1996) (11)
Recursive solutions of estimating equations and adaptive spectral factorization (1992) (10)
First Exit Time of a Random Walk from the Bounds $f(n) \pm cg(n)$, with Applications (1979) (10)
Adaptive trial designs. (2012) (10)
ADAPTIVE DESIGN AND THE MULTIPERIOD CONTROL PROBLEM (1982) (10)
A Bayesian Approach to Sequential Surveillance in Exponential Families (2009) (10)
Moments of randomly stopped U-statistics (1997) (9)
Green Policy and Corporate Social Responsibility: Empirical Analysis of the Green Credit Guidelines in China (2022) (9)
Structural change as an alternative to long memory in financial time series (2004) (9)
Adaptation in clinical development plans and adaptive clinical trial designs (2012) (9)
The Contributions of Herbert Robbins to Mathematical Statistics (1986) (9)
EFFICIENT SCORE ESTIMATION AND ADAPTIVE M-ESTIMATORS IN CENSORED AND TRUNCATED REGRESSION MODELS (2000) (9)
Adaptive choice of mean or median in estimating the center of a symmetric distribution. (1983) (9)
Stability bounds and almost sure convergence of improved particle swarm optimization methods (2021) (8)
Information bounds, certainty equivalence and learning in asymptotically efficient adaptive control of time-invariant stochastic systems (1991) (8)
Asymptotic Solutions of Bandit Problems (1988) (8)
Self-normalized Limit Theorems in Probability and Statistics (2007) (8)
SOME ALMOST SURE CONVERGENCE PROPERTIES OF WEIGHTED SUMS OF MARTINGALE DIFFERENCE SEQUENCES (1991) (8)
EFFICIENT RECURSIVE ESTIMATION AND ADAPTIVE CONTROL IN STOCHASTIC REGRESSION AND (2006) (8)
Martingales and Boundary Crossing Probabilities for Markov Processes (1974) (7)
Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (2008) (7)
A STATISTICAL APPROACH TO ADAPTIVE PARAMETER TUNING IN NATURE-INSPIRED OPTIMIZATION AND OPTIMAL SEQUENTIAL DESIGN OF DOSE-FINDING TRIALS By (2020) (7)
Spatial Economics in the Era of One Belt One Road and Counter-Globalization (2018) (7)
Sequential Tests for Hypergeometric Distributions and Finite Populations (1979) (7)
Evaluating probability forecasts (2012) (7)
A new approach to designing phase I‐II cancer trials for cytotoxic chemotherapies (2014) (7)
Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (2012) (7)
Uniform Tauberian Theorems and their Applications to Renewal Theory and First Passage Problems (1976) (7)
Oncology clinical trials (2013) (7)
Design of clinical trials with failure-time endpoints and interim analyses: An update after fifteen years. (2015) (6)
SEQUENTIAL DECISION ABOUT A NORMAL MEAN (1977) (6)
NEARLY OPTIMAL GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN MULTIVARIATE EXPONENTIAL FAMILIES (1994) (6)
Innovative Clinical Trial Designs (2011) (6)
Power of an Adaptive Trial Design for Endovascular Stroke Studies: Simulations Using IMS (Interventional Management of Stroke) III Data (2016) (6)
ASYMPTOTICALLY EFFICIENT PARAMETER ESTIMATION IN HIDDEN MARKOV SPATIO-TEMPORAL RANDOM FIELDS (2015) (6)
Optimal sequential sampling from two populations. (1984) (6)
Sequential nonparametrics and semiparametrics: Theory, implementation and applications to clinical trials (2008) (5)
Statistical analysis of ligand-binding experiments. (1994) (5)
A Note on First Exit Times with Applications to Sequential Analysis (1975) (5)
On Bayes Sequential Tests (1988) (5)
Evolutionary Credibility Theory (2012) (5)
Boundary Crossing Probabilities for Scan Statistics and Their Applications to Change-Point Detection (2002) (5)
Orthonormal Banach systems with applications to linear processes (1985) (5)
Fast Particle Filters and Their Applications to Adaptive Control in Change-Point ARX Models and Robotics (2009) (5)
Sequential Monte Carlo methods for filtering and smoothing in hidden Markov models (2004) (5)
Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems (1989) (5)
Wald’s equation and asymptotic bias of randomly stopped -statistics (1997) (5)
Dynamic empirical Bayes models and their applications to longitudinal data analysis and prediction (2014) (5)
Identification and Adaptive Control of Change-Point ARX Models Via Rao-Blackwellized Particle Filters (2007) (5)
Beyond the blockchain announcement: Signaling credibility and market reaction (2022) (4)
Combining domain knowledge and statistical models in time series analysis (2007) (4)
Local convergence theorems for adaptive stochastic approximation schemes. (1979) (4)
Theory and Applications of Decoupling (2000) (4)
Limit theorems for moving averages (2003) (4)
Moment Bounds for Self-Normalized Martingales (2000) (4)
The nonparametric bandit approach to machine learning (1995) (3)
Statistical science in information technology and precision medicine (2019) (3)
Analysis of High-Dimensional Regression Models Using Orthogonal Greedy Algorithms (2018) (3)
Adaptive Filtering, Nonlinear State-Space Models, and Applications in Finance and Econometrics (2013) (3)
Cramér-Type Moderate Deviations for Self-Normalized Sums (2009) (3)
Efficient valuation of American floating strike lookback options (2004) (3)
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei (2008) (3)
Novel Clinical Trial Designs and Statistical Methods in the Era of Precision Medicine (2020) (3)
Singular stochastic control in optimal investment and hedging in the presence of transaction costs (2003) (3)
Saddlepoint approximations and boundary crossing probabilities for random fields and their applications (2005) (3)
Medical Product Safety Evaluation (2018) (3)
The optimal stopping problem for Sn/n and its ramifications (2005) (3)
Health Analytics, Economics and Medicine toward a 21 st Century Health Care System (2016) (3)
Convergence Rate in the Strong Law of Large Numbers for Markov Chains (1996) (3)
Parametric embedding of nonparametric inference problems (2018) (3)
Stochastic Approximation: From Statistical Origin to Big-Data, Multidisciplinary Applications (2021) (3)
MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS (2020) (2)
Black-Necked Swans and Active Risk Management (2011) (2)
Introduction to Hastings (1970) Monte Carlo Sampling Methods Using Markov Chains and Their Applications (1997) (2)
Regression Analysis of Compartmental Models (2010) (2)
Credit Portfolios, Credibility Theory, and Dynamic Empirical Bayes (2012) (2)
Multistage Manufacturing Processes: Innovations in Statistical Modeling and Inference (2018) (2)
Certainty equivalence with uncertainty adjustments in stochastic adaptive control (1992) (2)
Time Series Modeling and Forecasting (2008) (2)
Option prices and pricing theory: combining financial mathematics with statistical modeling (2011) (2)
Information Sets and Excess Zeros in Random Effects Modeling of Longitudinal Data (2010) (1)
Recursive Estimation in Armax Models (1993) (1)
Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models (2015) (1)
Moment and Exponential Inequalities for Self-Normalized Processes (2009) (1)
Data Science, Statistical Modeling, and Financial and Health Care Reforms (2013) (1)
A New Approach to Pricing and Hedging Options with Transaction Costs (2011) (1)
Multivariate Self-Normalized Processes with Matrix Normalization (2009) (1)
Multivariate stochastic regression in time series modeling (2017) (1)
Sequential Monte Carlo Methods for Filtering and Smoothing inHidden (2003) (1)
Convergence Properties of Some Recursive Identification Schemes and Adaptive Predictors (1982) (1)
Stochastic Change-Point Models of Asset Returns and Their Volatilities (2015) (1)
Sequential Methods for Vaccine Safety Evaluation and Surveillance in Public Health (2013) (1)
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén (2009) (1)
Statistical Trading Strategies (2008) (1)
Group Sequential Design of Phase II and III Trials (2013) (1)
Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund (2013) (1)
Statistical models and stochastic optimization in financial technology and investment science (2020) (1)
Bandit and covariate processes, with finite or non-denumerable set of arms (2022) (1)
Comparison of Treatments with Multiple Outcomes (2002) (1)
Statistics in a new era for finance and health care (2014) (1)
Informatics, Regulation and Risk Management (2017) (0)
LEARNING AND FORECASTING WITH STOCHASTIC NEURAL NETWORKS (2000) (0)
Topics in Adaptive Control and Inference. (1988) (0)
Adaptive Estimation Via Martingales (1994) (0)
Sequential Analysis and Boundary Crossing Probabilities for Self-Normalized Statistics (2009) (0)
STOCHASTIC ADAPTIVE CONTROL OF USING AUXILIARY VARIABLES LINEAR TIME-VARYING SYSTEMS (1998) (0)
Confidence Intervals and p‐Values (2013) (0)
Dynamic Models of Asset Returns and Their Volatilities (2008) (0)
Interest Rate Markets (2008) (0)
Oscillatory Biomedical Signals: Frontiers in Mathematical Models and Statistical Analysis (2021) (0)
OF QUEUEING NETWORKS (1988) (0)
Market Making and Smart Order Routing (2017) (0)
Multistage Tests ofMultiple Hypotheses (2010) (0)
Nonparametric functionals of spectral distributions and their applications to time series analysis (2004) (0)
Theodore Wilbur Anderson, Jr. (2008) (0)
Time Series Modeling and Forecasting of the Volatilities of Asset Returns (2010) (0)
Uncertainty Quantification in Dynamic Image Reconstruction with Applications to Cryo-EM (0)
A TWO-STAGE MODEL AND MOMENT SELECTION CRITERION FOR MOMENT RESTRICTION MODELS (2010) (0)
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov (2016) (0)
Advanced Multivariate and Time Series Methods in Financial Econometrics (2008) (0)
Biological Models and Associated Statistical Methods (2018) (0)
Pseudo-Maximization in Likelihood and Bayesian Inference (2009) (0)
Sequential Analysis ‐ Further Developments (2014) (0)
CHANGE OF MEASURES, LIKELIHOOD RATIO MARTINGALES AND SOME APPLICATIONS (1995) (0)
Workshop on Statistical Methodology and Applications to Biomedicine and Finance In Honor of Professor (2015) (0)
Optimal sequential sampling from two populations ( two-armed bandit / adaptive allocation ) (0)
Statistical Models and Methods for Quantitative Trading (2017) (0)
Singular Stochastic Control in Option Hedging with Transaction Costs (2012) (0)
Exploration Enhancement of Nature-Inspired Swarm-based Optimization Algorithms (2021) (0)
SINGULAR STOCHASTIC CONTROL AND A MODIFIED BLACK-SCHOLES THEORY INCORPORATING (2004) (0)
Weak Convergence of Self-Normalized Sums (2009) (0)
Thanks to the Referees (2016) (0)
Tze Leung Lai and Anna Choi's contribution to the Discussion of ‘Testing by betting: A strategy for statistical and scientific communication’ by Glenn Shafer (2021) (0)
Self-Normalized Moderate Deviations and Laws of the Iterated Logarithm (2009) (0)
CRITICAL SURFACE OF AN EPIDEMIC SPREADING ON A GROWTH NETWORK (2011) (0)
Stochastic adaptive control of linear time-varying systems using auxiliary variables (1998) (0)
Stein's Method and Self-Normalized Berry–Esseen Inequality (2009) (0)
A new approach to regression analysis of censored competing-risks data (2017) (0)
Linear Regression Models (2008) (0)
Nonparametric Regression and Substantive-Empirical Modeling (2008) (0)
Adaptive Data Depth via Multi-Armed Bandits (2022) (0)
Detection and Estimation in Stochastic Systems with Time-Varying Parameters (2002) (0)
Nonlinear Regression, Experimental Design, and Phase I Clinical Trials (2013) (0)
Active Portfolio Management and Investment Strategies (2017) (0)
Stochastic approximation and adaptive control (1986) (0)
Econometrics of Transactions in Electronic Platforms (2017) (0)
Sequential Testing Theory and Stochastic Optimization Over Time (2013) (0)
Probability, finance and insurance : proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 (2004) (0)
State Price Density Estimation and Nonparametric Pricing of Basket Options (2015) (0)
Self-Normalization for Approximate Pivots in Bootstrapping (2009) (0)
A new approach to regression analysis of censored competing-risks data (2016) (0)
Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata (2011) (0)
Multivariate Analysis and Likelihood Inference (2008) (0)
Adaptive Design of Confirmatory Trials (2013) (0)
Laws of the Iterated Logarithm for Self-Normalized Processes (2009) (0)
Basic Investment Models and Their Statistical Analysis (2008) (0)
Parametric Models and Bayesian Methods (2008) (0)
Limit Order Book: Data Analytics and Dynamic Models (2017) (0)
Stochastic Regression Models and Consistency of the Least Squares Identification Scheme (1983) (0)
Thanks to the Referees (2005) (0)
A General Framework for Self-Normalization (2009) (0)
Abstract WP25: A Novel Adaptive Trial Design Increases the Power of Endovascular Stroke Studies (2016) (0)
Benefit-Risk Assessment of Medical Products (2018) (0)
Self-Normalized Empirical Processes and U-Statistics (2009) (0)
Time-Sequential Design of Clinical Trials with Failure-Time Endpoints (2013) (0)
Martingale Inequalities and Related Tools (2009) (0)
Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (2014) (0)
Limit theorems for weighted sums approximation processes (martingale transforms/strong law/invariance principles/iteratE (2016) (0)
A hidden Markov filtering approach to multiple change-point models (2008) (0)
Statistical Methods in Risk Management (2008) (0)
Statistics in pharmacology and pre-clinical studies (2000) (0)
Particle Filters in Hidden Markov Models (2019) (0)
Classical Limit Theorems, Inequalities and Other Tools (2009) (0)
Sequential Analysis ‐ Recent Advances (2014) (0)
Author's Response (2004) (0)
The t-Statistic and Studentized Statistics (2009) (0)
Programme and Abstracts International Association for Statistical Computing 3rd World Conference on Computational Statistics & Data Analysis Matrix Computations and Statistics Group C (2005) (0)
Thanks to the Referees (2006) (0)
Point of Care Comparative Effectiveness Trial Design for Stroke Prevention in Atrial Fibrillation (2014) (0)
Option Pricing and Market Data (2008) (0)
Sequential Optimization Under Uncertainty (2005) (0)
Chapter 3 SEQUENTIAL OPTIMIZATION UNDER UNCERTAINTY (0)
Dynamic Empirical Bayes (2014) (0)
conveyed. In my opinion the book fails to display that kind of concern (2007) (0)
Optimization of Stochastic Systems: Topics in Discrete-Time Dynamics (Masanao Aoki) (1991) (0)
Optimal Execution and Placement (2017) (0)
Sequential Analysis – Further Developments Updated with a Focus on Biomedical, Economic, and Engineering Applications (2019) (0)
CRYO-EM: BREAKTHROUGHS IN CHEMISTRY, STRUCTURAL BIOLOGY, AND STATISTICAL UNDERPINNINGS By (2020) (0)
Fast Bayesian Implementation of Hierarchical Mixtures of Experts and Stochastic Neural Networks (2003) (0)
Pseudo-Maximization via Method of Mixtures (2009) (0)

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