Selected Books and Talks

Books

2018

• Medical Product Safety Evaluation: Biological Models and Statistical Methods, J. Chen, J. Heyse and T.L. Lai

2017

• Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization, X. Guo, T.L. Lai, H. Shek and S.P-S. Wong
  • Data for exercises in the book available from quantstratbook.net

2013

• Sequential Experimentation in Clinical Trials: Design and Analysis, J. Bartroff, T.L. Lai and M.C. Shih

2009

• Self-Normalized Processes: Limit Theory and Applications, V. de la Peña, 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.

Talks

2010

• Evaluation of Probability Forecasts
• 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
• 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