Preface -- Contents -- A Conversation with Kai-Tai Fang -- A Tribute to Professor Kai-Tai Fang -- T.W. Anderson, Professor, Stanford University: -- Fred J. Hickernell, Professor, Hong Kong Baptist University: -- Rahul Mukerjee, Professor, India Institute of Management: -- Dietrich von Rosen, Professor, Swedish Agriculture University: -- Yuan Wang, Professor, Academy of Mathematics & System Sciences, Chinese Academy of Sciences: -- Peter Winker, Professor, University of Erfurt : -- Publications -- Books: -- Lecture Notes/Proceedings: -- Papers: -- Remark: -- Part I Multivariate Analysis -- Multidimensional Variation for Quasi-Monte Carlo -- 1 Introduction -- 2 One dimensional variation -- 3 Notation -- 4 Multidimensional variation -- 5 Splits of hyperrectangles -- 6 Alternating sums -- 7 Functions not depending on all variables -- 8 Invariants and closure -- 9 Mixed partial derivatives -- 10 Functions vanishing except on one face -- 11 Variation and ANOVA -- 12 Indicator functions -- 13 Call and put options -- 14 Sobol's low variation extensions -- Acknowledgments -- References -- Higher Order Power Properties of Empirical Discrepancy Statistics -- 1 Introduction -- 2 Preliminaries and a stochastic expansion -- 3 Third-order power -- 4 Average power -- Acknowledgments -- References -- Modelling Multivariate Volatilities: An Ad Hoc Method -- 1 Introduction -- 2 Existing methods -- 3 A new ad hoc method -- 4 Conclusion -- Acknowledgements -- References -- Some Recent Advances in Two-level Structural Equation Models: Estimation, Testing and Robustness -- 1 Introduction -- 2 Parameter Estimation -- 3 Testing Model Fit -- 4 Robustness -- 5 Examples -- 6 Comments and Supplements -- Acknowledgments -- Appendices -- References -- Dependence Patterns of Random Variables: Geometric Properties of Copulas -- 1 Introduction -- 2 Polynomial Copulas.

3 Piecewise Linear/Quadratic Copulas -- 4 The "Holes" in the Domain -- 5 Local Dependence Measurement -- 6 Discussion -- Acknowledgments -- References -- Modelling Mean-Covariance Structures in the Growth Curve Model -- 1 Introduction -- 2 Regression models for mean-covariance structures -- 3 Maximum likelihood estimation -- 4 Hypothesis tests and model selection -- 5 An Example -- 6 Discussion -- Acknowledgments -- Appendices: Derivation of the Fisher Information matrix -- References -- On Kotz-Type Elliptical Distributions -- 1 Introduction -- 2 Notation and notions -- 3 Moments and cumulants of the Kotz distribution -- 4 Marginal distribution -- 5 Matrix Kotz-type distribution -- 6 Simulation -- Acknowledgements -- References -- Part II Experimental Design -- Optimized Two-Step Sequential U-Type Designs -- 1 Introduction -- 2 The Sequential Design Problem -- 3 The Threshold Accepting Implementation -- 4 Results for Two- and Three-level designs -- 5 Conclusion -- References -- Granularity and Balance in Experimental Design -- 1 Introduction -- 2 Granularity for One Factor Designs -- 3 Balance for One Factor Designs -- 4 Granularity for Multiple Factor Designs -- 5 Balance for Multiple Factor Designs -- 6 Conclusion -- Acknowledgments -- References -- A New Class of Latin Hypercube for Computer Experiments -- 1 Introduction -- 2 Design Criteria and Related Work -- 3 Rotated Factorial Designs in Two Dimensions -- 4 Two-Dimensional Subset Designs and Design Comparisons -- 5 High-Dimensional Rotation Theory -- 6 Concluding Remarks -- Acknowledgements -- Appendices -- References -- Discrete Discrepancy and Its Application in Experimental Design -- 1 Introduction -- 2 Discrete discrepancy -- 3 Statistical inference for uniform designs measured by DD -- 4 Application of the DD in supersaturated designs -- 5 Concluding remarks -- Acknowledgements.

References -- Orthogonal Arrays of 2 and 3 levels for Lean Designs -- 1 Introduction -- 2 The motivation for lean designs -- 3 Lean designs of 2 levels -- 4 Lean designs of 3 levels. -- 5 Conclusion -- References -- Quasi-Random Sampling for Estimation of Integrals of Random Fields -- 1 Introduction -- 2 Quasi-Random Sampling Designs -- 3 Random Fields with Mean Zero -- 4 Random Fields with Unknown Mean -- 5 Proofs -- Acknowledgement -- References -- Uniform Sampling and Saddlepoint Approximation for Probabilistic Sensitivity Analysis in Engineering Design -- 1 Introduction -- 2 Probabilistic Design and Sensitivity Analysis -- 3 Saddlepoint Approximation for Probabilistic Analysis and Sensitivity Analysis -- 4 Efficient Construction of Uniform Samples -- 5 Application -- 6 Conclusion -- References -- Schur-Convex Discrimination of Designs Using Power and Exponential Kernels -- 1 Background -- 2 Coincidence Distribution and Moments -- 3 Power Kernels for Fractional Factorial Designs -- 4 Exponential Kernels for Uniform Designs -- 5 An Extension to Quantitative Designs -- 6 Concluding Remarks and Acknowledgments -- Appendices -- References -- Part III Advances in Biostatistics -- An Overview on Variable Selection for Survival Analysis -- 1 Introduction -- 2 Nonconcave penalized likelihood approach -- 3 Variable selection for Cox's models -- 4 Variable selection for multivariate survival data -- 5 Practical implementation -- 6 An Example -- Acknowledgements -- Appendix: Regularity Conditions -- References -- Empirical Likelihood in Survival Analysis -- 1 Introduction -- 2 Empirical Likelihood for a mean functional -- 3 Empirical Likelihood for functionals of the hazard -- 4 Computation of the censored Empirical Likelihood -- 5 Cox proportional hazards regression model -- 6 Accelerated Failure Time model -- 7 Other Applications -- Acknowledgements.

References -- Statistical Analysis for Tumor Xenograft Experiments in Drug Development -- 1 Introduction -- 2 Statistical Models -- 3 Estimation of Parameters -- 4 Comparison of Treatment Effects -- 5 Models for Multiple Tumors -- 6 Discussions -- Acknowledgments -- References -- Estimating Secondary Parameters after Termination of a Multivariate Group Sequential Test -- 1 Introduction -- 2 Multivariate group sequential tests incorporating secondary endpoints: The random sampling model -- 3 Estimating secondary parameters -- 4 The issue of completeness and minimum variance -- 5 Completeness and unbiasedness restricted to certain statistics -- 6 Discussion -- Appendix Technical Details -- References -- Part IV Advance in Statistics -- Penalized M-Estimation-Based Model Selection for Regression by Cross-Validation -- 1 Introduction -- 2 Penalized M-estimation based model selection by cross-validation -- 3 A simulation study -- Acknowledgments -- References -- Order-dependent Thresholding with Applications to Regression Splines -- 1 Introduction -- 2 Thresholding Rules -- 3 Thresholding Regression Splines -- 4 Simulation Studies -- 5 Two Real Data Examples -- 6 Extension to Nonparametric Additive Models -- ACKNOWLEDGEMENTS: -- References -- A New Transformed Two-Sample t-Test -- 1 Introduction -- 2 The New Transformed t-Test -- 3 Simulation and Discussion -- References -- On Improved Estimates of Location in the Presence of an Unknown Scale -- 1 Introduction -- 2 Main Result -- 3 A Lemma -- 4 Proof of the Theorem -- 5 Concluding Remarks -- Acknowledgments -- References -- Subject Index -- Author Index.