1. T.L. Lai and D. Siegmund, eds. (1985). Herbert Robbins: Selected Papers. Springer-Verlag, Berlin.
2. T.L. Lai (1991). Statistics: Inference and Decision (in Chinese). University Mathematics Series, Luen-Ching Publishing Co., Taipei.
3. T.L. Lai and Z. Zheng (1993). Survival Analysis (in Chinese). Zhejiang Publishing House of Science and Technology, Hangzhou.
4. T.L. Lai, H. Yang and S.P. Yung, eds. (2004). Probability, Finance and Insurance. World Scientific, New Jersey.
5. H.C. Ho, C.K. Ing and T.L. Lai, eds. (2006). Time Series and Related Topics. In Memory of Ching-Zong Wei. IMS Lecture Notes{Monograph Series 52.
6. T.L. Lai, L. Qian and Q. Shao, eds. (2007). Asymptotic Theory in Probability and Statistics with Applications. Higher Education Press and International Press, Beijing and Cambridge, MA.
7. T.L. Lai and H. Xing (2008). Statistical Models and Methods in Financial Markets. Springer, New York.
8. V. de la Pena, T.L. Lai and Q.M. Shao (2009). Self-Normalized Processes: Limit Theory and Applications. Probability and Its Applications. Springer, New York.
9. J. Bartro , T.L. Lai and M.C. Shih (2013). Sequential Experimentation in Clinical Trials: Design and Analysis. Springer, New York.
10. X. Guo, T.L. Lai, H. Shek and S.P. Wong (2017). Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization. Chapman & Hall/CRC Press.
11. J. Chen, J. Heyse and T.L. Lai (2018). Medical Product Safety Evaluation: Biological Models and Statistical Methods. Chapman & Hall/CRC Press.
12. T.L. Lai and H. Xing (2020). Data Analytics and Risk Management in Finance and Insurance. Forthcoming from Chapman & Hall.
13. A.S. Deng, T.L. Lai and K.W. Tsang (2020). Data Science and Decision Analytics: Information Technology and Production Engineering Applications. Forthcoming from Wiley.
14. T.L. Lai, P.W. Lavori and M.B. Sklar (2020). Innovative Clinical Trials in the Era of Precision Medicine: Design and Analysis. Forthcoming from Chapman & Hall.
15. A.L. Choi, D. Kim and T.L. Lai (2021). Personalized Recommendation Technology: Contextual Bandits and Healthcare Applications. Forthcoming from Wiley.