Tze Leung Lai

Lai, Tze Leung; . 2001. Sequential analysis: Some classical problems and new challenges. 11(2): 303-408. http://www.jstor.org/stable/24306854

Chan, Hock Peng; Lai, Tze Leung; . 2000. Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. 28(6): 1638-1669. http://www.jstor.org/stable/2674001

Brezzi, Monica; Lai, Tze Leung; . 2002. Optimal learning and experimentation in bandit problems. 27(1): 87-108. http://www.sciencedirect.com/science/article/pii/S0165188901000288

Lai, Tze Leung; Po-Shing Wong, Samuel; . 2001. Stochastic neural networks with applications to nonlinear time series. 96(455): 968-981. https://doi.org/10.1198/016214501753208636

AitSahlia, Farid; Leung Lai, Tze; . 2000. A canonical optimal stopping problem for American options and its numerical solution. 3(2): 33-52.

Brezzi, Monica; Lai, Tze Leung; . 2000. Incomplete Learning from Endogenous Data in Dynamic Allocation. 68(6): 1511-1516. http://www.jstor.org/stable/3003998

Gu, Minggao; Lai, Tze Leung; . 1999. Determination of power and sample size in the design of clinical trials with failure-time endpoints and interim analyses. 20(5): 423-438. http://www.sciencedirect.com/science/article/pii/S0197245699000215

Lai, Tze Leung; . 2000. Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems. 46(2): 595-608.

Kim, Chul Ki; Lai, Tze Leung; . 2000. Efficient score estimation and adaptive M-estimators in censored and truncated regression models. 10(3): 731-749. http://www.jstor.org/stable/24306746

Chuang, Chin Shan; Lai, Tze Leung; . 2000. Hybrid resampling methods for confidence intervals. 10(1): 1-50. http://www.jstor.org/stable/24306697

AitSahlia, Farid; Leung Lai, Tze; . 2001. Exercise boundaries and efficient approximations to American option prices and hedge parameters. 4(4): 4-4.