The following pages link to Tze Leung Lai (Q477961):
Displaying 50 items.
- Pitman efficiencies of sequential tests and uniform limit theorems in nonparametric statistics (Q1248871) (← links)
- Convergence rates and r-quick versions of the strong law for stationary mixing sequences (Q1251030) (← links)
- Sequential tests for hypergeometric distributions and finite populations (Q1254814) (← links)
- The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences (Q1256254) (← links)
- Extended renewal theory and moment convergence in Anscombe's theorem (Q1257284) (← links)
- A nonlinear renewal theory with applications to sequential analysis II (Q1259128) (← links)
- Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression (Q1347082) (← links)
- Moments of randomly stopped \(U\)-statistics (Q1381578) (← links)
- Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion (Q1398009) (← links)
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks (Q1413670) (← links)
- Optimal learning and experimentation in bandit problems. (Q1614793) (← links)
- A new approach to regression analysis of censored competing-risks data (Q1641904) (← links)
- Futility stopping in clinical trials (Q1708937) (← links)
- Adaptation in clinical development plans and adaptive clinical trial designs (Q1708941) (← links)
- Sequential experimentation in clinical trials. Design and analysis (Q1761459) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- A missing information principle and \(M\)-estimators in regression analysis with censored and truncated data (Q1805548) (← links)
- Asymptotically efficient adaptive control in stochastic regression models (Q1821070) (← links)
- Stochastic integrals of empirical-type processes with applications to censored regression (Q1825569) (← links)
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257) (← links)
- Control charts based on weighted sums (Q1846719) (← links)
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. (Q1848846) (← links)
- Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. (Q1879810) (← links)
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models (Q1896244) (← links)
- Asymptotic expansions for the distributions of stopped random walks and first passage times (Q1904490) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Statistical science in information technology and precision medicine (Q2008388) (← links)
- Stability bounds and almost sure convergence of improved particle swarm optimization methods (Q2028697) (← links)
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications (Q2038304) (← links)
- Bandit and covariate processes, with finite or non-denumerable set of arms (Q2145828) (← links)
- Statistical models and stochastic optimization in financial technology and investment science (Q2218182) (← links)
- Parametric embedding of nonparametric inference problems (Q2321988) (← links)
- A general theory of particle filters in hidden Markov models and some applications (Q2443206) (← links)
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (Q2493175) (← links)
- Optimal stopping and sequential tests which minimize the maximum expected sample size (Q2560697) (← links)
- (Q2739217) (← links)
- Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks (Q2759814) (← links)
- A hybrid estimator in nonlinear and generalised linear mixed effects models (Q2813900) (← links)
- Multivariate stochastic regression in time series modeling (Q2828607) (← links)
- Stochastic change-point ARX-GARCH models and their applications to econometric time series (Q2864544) (← links)
- Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk (Q2892216) (← links)
- A simple Bayesian approach to multiple change-points (Q2999740) (← links)
- Incorporating Individual and Collective Ethics into Phase I Cancer Trial Designs (Q3013989) (← links)
- Asymptotically Efficient Self-Tuning Regulators (Q3030666) (← links)
- (Q3048013) (← links)
- Local convergence theorems for adaptive stochastic approximation schemes (Q3049711) (← links)
- One-Sided Tests in Clinical Trials with Multiple Endpoints (Q3078858) (← links)
- (Q3140591) (← links)
- (Q3140700) (← links)
