  We prove new results for multi-parameter singular integrals. For example, we
prove that bi-parameter singular integrals in $\mathbb{R}^{n+m}$ satisfying
natural $T1$ type conditions map $L^q(\mathbb{R}^n; L^p(\mathbb{R}^m;E))$ to
$L^q(\mathbb{R}^n; L^p(\mathbb{R}^m;E))$ for all $p,q \in (1,\infty)$ and UMD
function lattices $E$. This result is shown to hold even in the
$\mathcal{R}$-boundedness sense for all suitable families of bi-parameter
singular integrals. On the technique side we demonstrate how many dyadic
multi-parameter operators can be bounded by using, and further developing, the
theory of operator-valued dyadic shifts. Even in the scalar-valued case this is
an efficient way to bound the various so called partial paraproducts, which are
key operators appearing in the multi-parameter representation theorems. Our
proofs also entail verifying the $\mathcal{R}$-boundedness of various families
of multi-parameter paraproducts.
