Elsewhere: [math people] [google] [google scholar]

- Asymptotic theory in probability and statistics with applications (2008)

- Time series and related topics. In memory of Ching-Zong Wei. Papers from the conference held in Taipei, December 12-14, 2005 (2006)

- Time series and related topics. In memory of Ching-Zong Wei. Papers from the conference held in Taipei, December 12-14, 2005 (2007)

- Multivariate stochastic regression in time series modeling. Statistica Sinica 2016. 26:1411-1426 .
- Asymptotically efficient parameter estimation in hidden Markov spatio-temporal random fields. Statistica Sinica 2015. 25:403-421 .
- A new approach to designing phase I-II cancer trials for cytotoxic chemotherapies. Statistics in Medicine 2014. 33:2718-2735 .
- Dynamic empirical Bayes models and their applications to longitudinal data analysis and prediction. Statistica Sinica 2014. 24:1505-1528 .
- A general theory of particle filters in hidden Markov models and some applications. The Annals of Statistics 2013. 41:2877-2904 .
- Adaptation in clinical development plans and adaptive clinical trial designs. Statistics and Its Interface 2012. 5:431-442 .
- Futility stopping in clinical trials. Statistics and Its Interface 2012. 5:415-423 .
- Sequential design of phase II–III cancer trials. Statistics in Medicine 2012. 31:1944-1960 .
- Evaluating probability forecasts. The Annals of Statistics 2011. 39:2356-2382 .
- Mean–variance portfolio optimization when means and covariances are unknown. The Annals of Applied Statistics 2011. 5:798-823 .
- A simple Bayesian approach to multiple change-points. Statistica Sinica 2011. 21:539-569 .
- Mean–variance portfolio optimization when means and covariances are unknown. The Annals of Applied Statistics 2011. 2011-06:- .
- Incorporating individual and collective ethics into phase I cancer trial designs. Biometrics 2011. 67:596-603 .
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models. The Annals of Applied Probability 2011. 21:2315-2342 .
- A stepwise regression method and consistent model selection for high-dimensional sparse linear models. Statistica Sinica 2011. 21:1473-1513 .
- Option prices and pricing theory: combining financial mathematics with statistical modeling. Wiley Interdisciplinary Reviews: Computational Statistics 2011. 3:566-576 .
- Sequential change-point detection when the pre- and post-change parameters are unknown. Sequential Analysis 2010. 29:162-175 .
- Sequential generalized likelihood ratio tests for vaccine safety evaluation. Statistics in Medicine 2010. 29:2698-2708 .
- Approximate dynamic programming and its applications to the design of phase I cancer trials. Statistical Science 2010. 25:245-257 .
- A Bayesian Approach to Sequential Surveillance in Exponential Families. Communications in Statistics: Theory and Methods 2009. 38:2958-2968 .
- Comment on ``Optimal sequential surveillance for finance, public health, and other areas'' (Pkg: p310-393). Sequential Analysis 2009. 28:360-364 .
- Martingales in sequential analysis and time series, 1945-1985. Electronic Journal for History of Probability and Statistics/Journal Electronique d'Histoire des Probabilités et de la Statistique 2009. 5:NA-NA .
- Self-normalized limit theorems in probability and statistics. .
- Sequential nonparametrics and semiparametrics: Theory, implementation and applications to clinical trials. .
- Comment on ``Is average run length to false alarm always an informative criterion? (p354-376)'' (Pkg: p354-419). Sequential Analysis 2008. 27:385-388 .
- Efficient adaptive designs with mid-course sample size adjustment in clinical trials. Statistics in Medicine 2008. 27:1593-1611 .
- Structural change as an alternative to long memory in financial time series. .
- Sequential nonparametrics and semiparametrics: Theory, implementation and applications to clinical trials. Institute of Mathematical Statistics Collections 2008. 2008:332-349 .
- A combined superiority and non-inferiority approach to multiple endpoints in clinical trials. Statistics in Medicine 2007. 26:1193-1207 .
- Marginal regression analysis of longitudinal data with time-dependent covariates: a generalized method-of-moments approach. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2007. 69:79-99 .
- Nonparametric functionals of spectral distributions and their applications to time series analysis. Journal of Statistical Planning and Inference 2007. 137:1066-1075 .
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities. The Annals of Applied Probability 2007. 17:440-473 .
- Corrected random walk approximations to free boundary problems in optimal stopping. Advances in Applied Probability 2007. 39:753-775 .
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices. The Annals of Probability 2006. 34:80-121 .
- Modified Haybittle–Peto group sequential designs for testing superiority and non-inferiority hypotheses in clinical trials. Statistics in Medicine 2006. 25:1149-1167 .
- Confidence intervals in group sequential trials with random group sizes and applications to survival analysis. Biometrika 2006. 93:641-654 .
- Combining domain knowledge and statistical models in time series analysis. Institute of Mathematical Statistics Lecture Notes - Monograph Series 2006. 2006:193-209 .
- Bias correction and confidence intervals following sequential tests. Institute of Mathematical Statistics Lecture Notes - Monograph Series 2006. 2006:44-57 .
- Confidence intervals for survival quantiles in the Cox regression model. Lifetime Data Analysis 2006. 12:407-419 .
- The optimal stopping problem for $S_n/n$ and its ramifications. .
- Efficient recursive estimation and adaptive control in stochastic regression and ARMAX models. Statistica Sinica 2006. 16:741-772 .
- Autoregressive models with piecewise constant volatility and regression parameters. Statistica Sinica 2005. 15:279-301 .
- Power, sample size and adaptation considerations in the design of group sequential clinical trials. Biometrika 2004. 91:507-528 .
- Likelihood ratio identities and their applications to sequential analysis (Pkg: p467-556). Sequential Analysis 2004. 23:467-497 .
- Likelihood ratio identities and their applications to sequential analysis. Sequential Analysis 2004. 23:467-497 .
- Reply to comments on ``Likelihood ratio identities and their applications to sequential analysis'' (Pkg: p467-556). Sequential Analysis 2004. 23:553-556 .
- Interim and terminal analyses of clinical trials with failure-time endpoints and related group sequential designs. .
- Exercise regions and efficient valuation of American lookback options. Mathematical Finance 2004. 14:249-269 .
- Singular stochastic control in optimal investment and hedging in the presence of transaction costs. Institute of Mathematical Statistics Lecture Notes - Monograph Series 2003. 2003:- .
- A hybrid estimator in nonlinear and generalised linear mixed effects models. Biometrika 2003. 90:859-879 .
- Stochastic approximation: invited paper. The Annals of Statistics 2003. 31:391-406 .
- Singular stochastic control in optimal investment and hedging in the presence of transaction costs. .
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks. The Annals of Applied Probability 2003. 13:395-429 .
- Nonparametric estimation in nonlinear mixed effects models. Biometrika 2003. 90:1-13 .
- Stochastic approximation. The Annals of Mathematical Statistics 2003. 31:391-406 .
- Boundary Crossing Probabilities for Scan Statistics and Their Applications to Change-Point Detection. Methodology and Computing in Applied Probability 2002. 4:317-336 .
- One-sided tests in clinical trials with multiple endpoints. Biometrics 2001. 57:1039-1047 .
- Sequential analysis: Some classical problems and new challenges (Pkg: p303-408). Statistica Sinica 2001. 11:303-351 .
- Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks. Advances in Applied Probability 2001. 33:652-673 .
- Stochastic neural networks with applications to nonlinear time series. Journal of the American Statistical Association 2001. 96:968-981 .
- Theory and applications of decoupling. .
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. The Annals of Statistics 2000. 28:1638-1669 .
- Hybrid resampling methods for confidence intervals. Statistica Sinica 2000. 10:1-50 .
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. The Annals of Statistics 2000. 28:1638-1669 .
- Incomplete learning from endogenous data in dynamic allocation. Econometrica 2000. 68:1511-1516 .
- Efficient score estimation and adaptive $M$-estimators in censored and truncated regression models. Statistica Sinica 2000. 10:731-749 .
- Regression smoothers and additive models for censored and truncated data. Communications in Statistics: Theory and Methods 1999. 28:2717-2747 .
- Robust regression with censored and truncated data. .
- Efficient recursive algorithms for detection of abrupt changes in signals and control systems. IEEE Transactions on Automatic Control 1999. 44:952-966 .
- Determination of power and sample size in the design of clinical trials with failure-time endpoints and interim analyses. Controlled Clinical Trials 1999. 20:423-438 .
- Wald's equations, first passage times and moments of ladder variables in Markov random walks. Journal of Applied Probability 1998. 35:566-580 .
- Resampling methods for confidence intervals in group sequential trials. Biometrika 1998. 85:317-332 .
- Asymptotically efficient adaptive choice of control laws in controlled Markov chains (STMA V39 2097). SIAM Journal on Control and Optimization 1997. 35:715-743 .
- Inference from grouped data in three-parameter Weibull models with applications to breakdown-voltage experiments. Technometrics 1997. 39:199-210 .
- Wald's equation and asymptotic bias of randomly stopped $U$-statistics (STMA V39 0834). Proceedings of the American Mathematical Society 1997. 125:917-925 .
- Moments of randomly stopped $U$-statistics. The Annals of Probability 1997. 25:2055-2081 .
- Bootstrap methods for truncated and censored data. Statistica Sinica 1996. 6:509-530 .
- On uniform integrability and asymptotically risk-efficient sequential estimation. Sequential Analysis 1996. 15:237-251 .
- Nonparametric estimation and regression analysis with left-truncated and right-censored data. Journal of the American Statistical Association 1996. 91:1166-1180 .
- Sequential changepoint detection in quality control and dynamical systems (Disc: p645-658). Journal of the Royal Statistical Society, Series B: Methodological 1995. 57:613-644 .
- Estimators with prescribed precision in stochastic regression models. Sequential Analysis 1995. 14:179-192 .
- Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression. Journal of Multivariate Analysis 1995. 52:259-279 .
- Nearly optimal generalized sequential likelihood ratio tests in multivariate exponential families. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1994. 1994:331-346 .
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models. The Annals of Statistics 1994. 22:1917-1930 .
- Asymptotic expansions for the distributions of stopped random walks and first passage times. The Annals of Probability 1994. 22:1957-1992 .
- Adaptive estimation via martingales. .
- A missing information principle and $M$-estimators in regression analysis with censored and truncated data. The Annals of Statistics 1994. 22:1222-1255 .
- Statistical analysis of ligand-binding experiments. Biometrics 1994. 50:782-797 .
- A modification of Schwarz's sequential likelihood ratio tests in multivariate sequential analysis. Sequential Analysis 1994. 13:79-96 .
- Edgeworth expansions for symmetric statistics with applications to bootstrap methods. Statistica Sinica 1993. 3:517-542 .
- Recursive solutions of estimating equations and adaptive spectral factorization. IEEE Transactions on Automatic Control 1992. 37:240-243 .
- Asymptotic theory of a bias-corrected least squares estimator in truncated regression. Statistica Sinica 1992. 2:519-539 .
- Linear rank statistics in regression analysis with censored or truncated data. Journal of Multivariate Analysis 1992. 40:13-45 .
- Asymptotically efficient estimation in censored and truncated regression models. Statistica Sinica 1992. 2:17-46 .
- Bootstrap confidence bands for spectra and cross-spectra. IEEE Transactions on Acoustics, Speech, and Signal Processing 1992. 40:1206-1215 .
- Weak convergence of time-sequential censored rank statistics with applications to sequential testing in clinical trials. The Annals of Statistics 1991. 19:1403-1433 .
- Estimating a distribution function with truncated and censored data. The Annals of Statistics 1991. 19:417-442 .
- Asymptotic optimality of generalized sequential likelihood ratio tests in some classical sequential testing problems. .
- Adaptive prediction in non-linear autoregressive models and control systems. Statistica Sinica 1991. 1:309-334 .
- Rank tests based on censored data and their sequential analogues. American Journal of Mathematical and Management Sciences 1991. 11:147-176 .
- Large sample theory of a modified Buckley-James estimator for regression analysis with censored data. The Annals of Statistics 1991. 19:1370-1402 .
- Recursive identification and adaptive prediction in linear stochastic systems. SIAM Journal on Control and Optimization 1991. 29:1061-1090 .
- Rank regression methods for left-truncated and right-censored data. The Annals of Statistics 1991. 19:531-556 .
- T. W. Anderson and the strong consistency of least-squares estimators in dynamic models. .
- Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation. The Annals of Probability 1990. 18:160-189 .
- Stochastic integrals of empirical-type processes with applications to censored regression. .
- Stochastic integrals of empirical-type processes with applications to censored regression. Journal of Multivariate Analysis 1988. 27:334-358 .
- Nearly optimal sequential tests of composite hypotheses. The Annals of Statistics 1988. 16:856-886 .
- Open bandit processes and optimal scheduling of queueing networks. Advances in Applied Probability 1988. 20:447-472 .
- On Bayes sequential tests. .
- Boundary crossing problems for sample means. The Annals of Probability 1988. 16:375-396 .
- Optimal stopping and dynamic allocation. Advances in Applied Probability 1987. 19:829-853 .
- Adaptive treatment allocation and the multi-armed bandit problem. The Annals of Statistics 1987. 15:1091-1114 .
- The contributions of Herbert Robbins to mathematical statistics. Statistical Science 1986. 1:276-284 .
- On the concept of excitation in least squares identification and adaptive control. Stochastics and Stochastics Reports 1986. 16:227-254 .
- Stochastic approximation and adaptive control. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1986. 1986:266-282 .
- Extended least squares and their applications to adaptive control and prediction in linear systems. IEEE Transactions on Automatic Control 1986. 31:898-906 .
- Moment inequalities with applications to regression and time series models. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1984. 1984:165-172 .
- Lacunary systems and generalized linear processes. Stochastic Processes and their Applications 1983. 14:187-199 .
- Stochastic regression models and consistency of the least squares identification scheme. .
- A note on martingale difference sequences satisfying the local Marcinkiewicz-Zygmund condition. Bulletin of the Institute of Mathematics, Academia Sinica 1983. 11:1-13 .
- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models. The Annals of Probability 1982. 10:320-335 .
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. The Annals of Statistics 1982. 10:154-166 .
- Asymptotic optimality of invariant sequential probability ratio tests. The Annals of Statistics 1981. 9:318-333 .
- Sequential selection procedures based on confidence sequences for normal populations. Communications in Statistics, A: Theory and Methods 1980. 9:1657-1676 .
- On random Fourier series. Transactions of the American Mathematical Society 1980. 261:53-80 .
- Sequential tests for hypergeometric distributions and finite populations. The Annals of Statistics 1979. 7:46-59 .
- The Law of the Iterated Logarithm and Upper-Lower Class Tests for Partial Sums of Stationary Gaussian Sequences. The Annals of Probability 1978. 6:731-750 .
- A class of dependent random variables and their maxima. Probability Theory and Related Fields 1978. 42:89-111 .
- The law of iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences. The Annals of Probability 1978. 6:731-750 .
- Pitman efficiencies of sequential tests and uniform limit theorems in nonparametric statistics. The Annals of Statistics 1978. 6:1027-1047 .
- Power-one tests based on sample sums. The Annals of Statistics 1977. 5:866-880 .
- First exit times from moving boundaries for sums of independent random variables. The Annals of Probability 1977. 5:210-221 .
- Convergence rates and $r$-quick versions of the strong law for stationary mixing sequences. The Annals of Probability 1977. 5:693-706 .
- On confidence sequences. The Annals of Statistics 1976. 4:265-280 .
- Uniform Tauberian theorems and their applications to renewal theory and first passage problems. The Annals of Probability 1976. 4:628-643 .
- Boundary crossing probabilities for sample sums and confidence sequences. The Annals of Probability 1976. 4:299-312 .
- On $r$-quick convergence and a conjecture of Strassen. The Annals of Probability 1976. 4:612-627 .
- Asymptotic moments of random walks with applications to ladder variables and renewal theory. The Annals of Probability 1976. 4:51-66 .
- Termination, moments and exponential boundedness of the stopping rule for certain invariant sequential probability ratio tests. The Annals of Statistics 1975. 3:581-598 .
- On Chernoff-Savage statistics and sequential rank tests. The Annals of Statistics 1975. 3:825-845 .
- A note on first exit times with applications to sequential analysis. The Annals of Statistics 1975. 3:999-1005 .
- Control charts based on weighted sums. The Annals of Statistics 1974. 2:134-147 .
- Limit theorems for delayed sums. The Annals of Probability 1974. 2:432-440 .
- Martingales and boundary crossing probabilities for Markov processes. The Annals of Probability 1974. 2:1152-1167 .
- Space-time processes, parabolic functions and one-dimensional diffusions. Transactions of the American Mathematical Society 1973. 175:409-438 .
- Gaussian processes, moving averages and quick detection problems. The Annals of Probability 1973. 1:825-837 .