Tze Leung Lai: search on Z-Library

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1

Mean–variance portfolio optimization when means and covariances are unknown

Lai, Tze Leung, Xing, Haipeng, Chen, Zehao

Journal:

The Annals of Applied Statistics

Year:

2011

Language:

english

File:

PDF, 320 KB

english, 2011

2

Option prices and pricing theory: combining financial mathematics with statistical modeling

Ling Chen, Tze Leung Lai, Tiong Wee Lim

Journal:

Wiley Interdisciplinary Reviews: Computational Statistics

Year:

2011

Language:

english

File:

PDF, 316 KB

english, 2011

3

Exercise Regions And Efficient Valuation Of American Lookback Options

Tze Leung Lai, Tiong Wee Lim

Journal:

Mathematical Finance

Year:

2004

Language:

english

File:

PDF, 559 KB

english, 2004

4

Pricing and Hedging of American Knock-In Options

Aitsahlia, Farid, Imhof, Lorens, Lai, Tze Leung

Journal:

The Journal of Derivatives

Year:

2004

Language:

english

File:

PDF, 167 KB

english, 2004

5

Efficient adaptive designs with mid-course sample size adjustment in clinical trials

Jay Bartroff, Tze Leung Lai

Journal:

Statistics in Medicine

Year:

2008

Language:

english

File:

PDF, 190 KB

english, 2008

6

Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems

Lai, Tze Leung, Wei, Ching Zong

Journal:

The Annals of Statistics

Year:

1982

File:

PDF, 1.23 MB

1982

7

Likelihood Ratio Identities and Their Applications to Sequential Analysis

Journal:

Sequential Analysis

Year:

2004

Language:

english

File:

PDF, 561 KB

english, 2004

8

Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk

Deng, Shaojie, Giesecke, Kay, Lai, Tze Leung

Journal:

Operations Research

Year:

2012

Language:

english

File:

PDF, 337 KB

english, 2012

9

Adaptive Trial Designs

Lai, Tze Leung, Lavori, Philip William, Shih, Mei-Chiung

Journal:

Annual Review of Pharmacology

Year:

2012

Language:

english

File:

PDF, 184 KB

english, 2012

10

Statistical inference in dynamic panel data models

Tze Leung Lai, Dylan S. Small, Jia Liu

Journal:

Journal of Statistical Planning and Inference

Year:

2008

Language:

english

File:

PDF, 231 KB

english, 2008

11

Maxima of Asymptotically Gaussian Random Fields and Moderate Deviation Approximations to Boundary Crossing Probabilities of Sums of Random Variables with Multidimensional Indices

Hock Peng Chan and Tze Leung Lai

Journal:

The Annals of Probability

Year:

2006

Language:

english

File:

PDF, 3.15 MB

english, 2006

12

On random Fourier series

Cuzick, Jack, Lai, Tze Leung

Journal:

Transactions of the American Mathematical Society

Year:

1980

Language:

english

File:

PDF, 2.03 MB

english, 1980

13

Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions

Journal:

Transactions of the American Mathematical Society

Year:

1973

Language:

english

File:

PDF, 714 KB

english, 1973

14

[IEEE IEEE Workshop on Statistical Signal Processing, 2003 - St. Louis, MO, USA (Sept. 28, - Oct. 1, 2003)] IEEE Workshop on Statistical Signal Processing, 2003 - Sequential monte carlo methods for filtering and smoothing in hidden markov models

Yuguo Chen,, Tze Leung Lai,

Year:

2003

File:

PDF, 20 KB

2003

15

Serum placental growth factor and fms-like tyrosine kinase 1 during first trimester in Chinese women with pre-eclampsia – a case–control study

Wa Law, Lai, Sahota, Daljit Singh, Chan, Lin Wai, Chen, Min, Lau, Tze Kin, Leung, Tak Yeung

Journal:

Journal of Maternal-Fetal and Neonatal Medicine

Year:

2011

Language:

english

File:

PDF, 72 KB

english, 2011

16

Determination of Power and Sample Size in the Design of Clinical Trials with Failure-Time Endpoints and Interim Analyses

Minggao Gu, Tze Leung Lai

Journal:

Controlled Clinical Trials

Year:

1999

Language:

english

File:

PDF, 164 KB

english, 1999

17

Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models

Journal:

The Annals of Statistics

Year:

1994

Language:

english

File:

PDF, 1.02 MB

english, 1994

18

Optimal Stopping and Dynamic Allocation

Fu Chang and Tze Leung Lai

Journal:

Advances in Applied Probability

Year:

1987

Language:

english

File:

PDF, 1.80 MB

english, 1987

19

Estimating a Distribution Function with Truncated and Censored Data

Lai, Tze Leung, Ying, Zhiliang

Journal:

The Annals of Statistics

Year:

1991

File:

PDF, 1.73 MB

1991

20

Information bounds and quick detection of parameter changes in stochastic systems

Journal:

IEEE Transactions on Information Theory

Year:

1998

Language:

english

File:

PDF, 723 KB

english, 1998

21

First trimester combined screening for Trisomy 21 in Hong Kong: outcome of the first 10,000 cases

Leung, Tak Yeung, Chan, Lin Wai, Law, Lai Wa, Sahota, Daljit Singh, Fung, Tak Yuen, Leung, Tse Ngong, Lau, Tze Kin

Journal:

Journal of Maternal-Fetal and Neonatal Medicine

Year:

2009

Language:

english

File:

PDF, 282 KB

english, 2009

22

Sequential Changepoint Detection in Quality Control and Dynamical Systems

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1995

Language:

english

File:

PDF, 4.69 MB

english, 1995

23

On the concept of excitation in least squares identification and adaptive control †

Leung Lai, Tze, Zong Wei, Ching

Journal:

Year:

1986

Language:

english

File:

PDF, 770 KB

english, 1986

24

A || Self-Normalized Processes: Exponential Inequalities, Moment Bounds and Iterated Logarithm Laws

Victor H. de la Peña, Michael J. Klass and Tze Leung Lai

Journal:

The Annals of Probability

Year:

2004

Language:

english

File:

PDF, 2.62 MB

english, 2004

25

Uniform Tauberian Theorems and their Applications to Renewal Theory and First Passage Problems

Journal:

The Annals of Probability

Year:

1976

Language:

english

File:

PDF, 1.25 MB

english, 1976

26

Machine learning and nonparametric bandit theory

Tze-Leung Lai, Yakowitz, S.

Journal:

IEEE Transactions on Automatic Control

Year:

1995

Language:

english

File:

PDF, 1.11 MB

english, 1995

27

A combined superiority and non-inferiority approach to multiple endpoints in clinical trials

Daniel A. Bloch, Tze Leung Lai, Zheng Su, Pascale Tubert-Bitter

Journal:

Statistics in Medicine

Year:

2007

Language:

english

File:

PDF, 178 KB

english, 2007

28

Recursive Identification and Adaptive Prediction in Linear Stochastic Systems

Lai, Tze Leung, Ying, Zhiliang

Journal:

SIAM Journal on Control and Optimization

Year:

1991

Language:

english

File:

PDF, 2.57 MB

english, 1991

29

Efficient recursive algorithms for detection of abrupt changes in signals and control systems

Tze Leung Lai,, Shan, J.Z.

Journal:

IEEE Transactions on Automatic Control

Year:

1999

Language:

english

File:

PDF, 579 KB

english, 1999

30

Summability Methods for Independent, Identically Distributed Random Variables

Journal:

Proceedings of the American Mathematical Society

Year:

1974

Language:

english

File:

PDF, 242 KB

english, 1974

31

Effects of a nurse-led post-discharge advance care planning programme for community-dwelling patients nearing the end of life and their family members: A randomised controlled trial

Chan, Helen Yue-Lai, Ng, Jeffrey Sheung-Ching, Chan, Kin-Sang, Ko, Po-Shan, Leung, Doris Yin-Ping, Chan, Carmen Wing-Han, Chan, Lai-Ngor, Lee, Iris Fung-Kam, Lee, Diana Tze-Fan

Journal:

International Journal of Nursing Studies

Year:

2018

Language:

english

File:

PDF, 483 KB

english, 2018

32

Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems

Tze Leung Lai and Ching Zong Wei

Journal:

The Annals of Statistics

Year:

1982

Language:

english

File:

PDF, 1.14 MB

english, 1982

33

Efficient Importance Sampling for Monte Carlo Evaluation of Exceedance Probabilities

Hock Peng Chan and Tze Leung Lai

Journal:

The Annals of Applied Probability

Year:

2007

Language:

english

File:

PDF, 2.12 MB

english, 2007

34

On Random Fourier Series

Jack Cuzick and Tze Leung Lai

Journal:

Transactions of the American Mathematical Society

Year:

1980

Language:

english

File:

PDF, 2.38 MB

english, 1980

35

[Springer Series in Statistics] Sequential Experimentation in Clinical Trials Volume 298 || Sequential Methods for Vaccine Safety Evaluation and Surveillance in Public Health

Bartroff, Jay, Lai, Tze Leung, Shih, Mei-Chiung

Year:

2013

Language:

english

File:

PDF, 303 KB

english, 2013

36

Sequential selectiok procedures based on confidence sequences for normal populations

Kao, Samuel C., Lai, Tze Leung

Journal:

Communication in Statistics- Theory and Methods

Year:

1980

Language:

english

File:

PDF, 638 KB

english, 1980

37

Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

Lai, Tze Leung, Xing, Haipeng

Journal:

Sequential Analysis

Year:

2009

Language:

english

File:

PDF, 55 KB

english, 2009

38

Asymptotic Moments of Random Walks with Applications to Ladder Variables and Renewal Theory

Journal:

The Annals of Probability

Year:

1976

Language:

english

File:

PDF, 1000 KB

english, 1976

39

On $r$-Quick Convergence and a Conjecture of Strassen

Journal:

The Annals of Probability

Year:

1976

Language:

english

File:

PDF, 1.38 MB

english, 1976

40

A general theory of particle filters in hidden Markov models and some applications

Chan, Hock Peng, Lai, Tze Leung

Journal:

The Annals of Statistics

Year:

2013

Language:

english

File:

PDF, 311 KB

english, 2013

41

Nearly Optimal Sequential Tests of Composite Hypotheses

Journal:

The Annals of Statistics

Year:

1988

File:

PDF, 2.35 MB

1988

42

[Springer Series in Statistics] Sequential Experimentation in Clinical Trials Volume 298 || Confidence Intervals and p-Values

Bartroff, Jay, Lai, Tze Leung, Shih, Mei-Chiung

Year:

2013

Language:

english

File:

PDF, 468 KB

english, 2013

43

Inequalities in Statistics and Probability || Moment Inequalities with Applications to Regression and Time Series Models

Tze Leung Lai and Ching Zong Wei

Journal:

IMS Lecture Notes--Monograph Series

Year:

1984

Language:

english

File:

PDF, 887 KB

english, 1984

44

Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data

Shulamith T. Gross and Tze Leung Lai

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 2.85 MB

english, 1996

45

Optimization of Stochastic Systems: Topics in Discrete-Time Dynamics (Masanao Aoki)

Journal:

Year:

1991

Language:

english

File:

PDF, 332 KB

english, 1991

46

A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis

Lai, Tze Leung, Zhang, Limin

Journal:

Sequential Analysis

Year:

1994

Language:

english

File:

PDF, 605 KB

english, 1994

47

RARE-EVENT SIMULATION OF HEAVY-TAILED RANDOM WALKS BY SEQUENTIAL IMPORTANCE SAMPLING AND RESAMPLING

HOCK PENG CHAN, SHAOJIE DENG and TZE-LEUNG LAI

Journal:

Advances in Applied Probability

Year:

2012

Language:

english

File:

PDF, 1.47 MB

english, 2012

48

Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

Lai, Tze Leung, Tsang, Ka Wai

Journal:

Sequential Analysis

Year:

2016

Language:

english

File:

PDF, 124 KB

english, 2016

49

Modern Sequential Analysis and Its Applications to Computerized Adaptive Testing

Jay Bartroff, Matthew Finkelman, Tze Leung Lai

Journal:

Year:

2008

Language:

english

File:

PDF, 287 KB

english, 2008

50

A GENERAL THEORY OF PARTICLE FILTERS IN HIDDEN MARKOV MODELS AND SOME APPLICATIONS

Hock Peng Chan and Tze Leung Lai

Journal:

The Annals of Statistics

Year:

2013

Language:

english

File:

PDF, 1.62 MB

english, 2013

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