A conversation with Tze Leung Lai
From MaRDI portal
Publication:2038291
DOI10.1214/20-STS775OpenAlexW3114228180MaRDI QIDQ2038291
Dylan S. Small, Ying Lu, Zhiliang Ying
Publication date: 6 July 2021
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/20-sts775
Hong Kongmathematical financestatisticsbiostatisticssequential experimentationColumbia UniversityStanford University
Related Items (2)
Encounters with Martingales in Statistics and Stochastic Optimization ⋮ Matrices -- compensating the loss of anschauung
Cites Work
- Unnamed Item
- Unnamed Item
- Strong consistency of least squares estimates in multiple regression II
- Asymptotically efficient adaptive allocation rules
- Adaptive design and stochastic approximation
- Convergence systems and strong consistency of least squares estimates in regression models
- Regression analysis with randomly right-censored data
- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
- Lacunary systems and generalized linear processes
- Asymptotic properties of projections with applications to stochastic regression problems
- A nonlinear renewal theory with applications to sequential analysis. I
- A nonlinear renewal theory with applications to sequential analysis II
- Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
- Orthonormal Banach systems with applications to linear processes
- On the concept of excitation in least squares identification and adaptive control†
- Extended least squares and their applications to adaptive control and prediction in linear systems
- The asymptotic joint distribution of the efficient scores test for the proportional hazards model calculated over time
- Recursive Identification and Adaptive Prediction in Linear Stochastic Systems
- Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems
- Strong consistency of least squares estimates in multiple regression
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
This page was built for publication: A conversation with Tze Leung Lai