If you are using the public domain version of the Korn Shell (pdksh), you can add the following line to your .kshrc and (providing ENV is set), you will have tab completion in vi mode:

You can see which shell options are currently set by running:

Please note, vi-tabcomplete is an option within the public domain Korn Shell only, and will not work with the “standard” ksh provided by many OS’s. In this case, you’ll have to make do with Esc-\ for filename completion.