Selected Publications by Tze Leung Lai

Books

• 2009  Self-Normalized Processes: Limit Theory and Applications, V. de la Pe\~na, T.L. Lai and Q.M. Shao
• 2008  Statistical Models and Methods in Financial Markets, T. L. Lai and H. Xing
• 2007  Asymptotic Theory in Probability and Statistics with Applications, T. L. Lai, L. Qian and Q. Shao, Eds.
• 2006  Time Series and Related Topics. In Memory of Ching-Zong Wei, H. C. Ho, C. K. Ing and T. L. Lai, Eds.
• 2004  Probability, Finance and Insurance, T. L. Lai, H. Yang and S. P. Yung, Eds.

Papers

2012

• Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling, with H.P. Chan and S. Deng

2011

• Clinical trial designs for testing biomarker-based personalized therapies, with P.W. Lavori, M.C. Shih, and B. Sikic
• Sequential design of Phase II-III cancer trials, with P.W. Lavori and M.C. Shih
• Sequential importance sampling and resampling for dynamic portfolio credit risk, with S. Deng and K. Giesecke

2010

• A two-stage model and moment selection criterion for moment restriction models, with D. Small and J. Liu
• Evaluating probability forecasts, with D.B. Shen and S. Gross
• Sequential generalized likelihood ratio tests for vaccine safety evaluation, with M.C. Shih, J.F. Heyse, and J. Chen

2009

• A stepwise regression method and consistent model selection for high-dimensional sparse linear models, with C.K. Ing
• Martingales in sequential analysis and time series, 1945--1985

2008

• Generalized likelihood ratio statistics and uncertainty adjustments in efficient adaptive design of clinical trials, with J. Bartroff
• Modern sequential analysis and its applications to computerized adaptive testing , with J. Bartroff and M. Finkelman
• Statistical inference in dynamic panel data models, with D. Small and J. Liu
• Efficient adaptive designs with mid-course sample size adjustment in clinical trials, with J. Bartroff
• Stochastic segmentation models for array-based comparative genomic hybridization data analysis, with H. Xing and N. Zhang

2007

• Corrected random walk approximations to free boundary problems in optimal stopping, with Y. C. Yao and F. AitSahlia
• Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities, with H. P. Chan

2006

• Confidence intervals in group sequential trials with random group sizes and applications to survival analysis, with W. Li
• A new approach to modeling covariate effects and individualization in population pharmacokinetics-pharmacodynamics, with M. C. Shih and S. P. Wong
• Approximate policy optimization and adaptive control in regression models, with J. Han and V. Spivakovsky
• Maxima of asymptotically Gaussian random fields and moderate deviation approximations
  to boundary crossing probabilities of sums of random variables with multidimensional indices, with H. P. Chan
• Flexible modeling via a hybrid estimation scheme in generalized mixed models for longitudinal data, with M. Shih and S. P. Wong

Many earlier publications (up to 2001) are available at the ISI Web of Knowledge. Researchers are also recommended to JStor and Project Euclid.

Seminars

• 2010  Evaluation of Probability Forecasts
• 2010  Design and Analysis of Clinical Trials in Drug Development
• 2009  Statistical Modeling: Applications and Recent Advances
• 2008  Nonlinear Filters in Hidden Markov Models: Asymptotic Stability, Sequential Monte Carlo Implementation, and Applications
• 2008  A Consistent Model Selection Criterion for L_2-Boosting in High-Dimensional Sparse Linear Models
• 2007  Asymptotic Stability of Nonlinear Filters in Hidden Markov Models and Its Applications