Group sequential tests under fractional Brownian motion in monitoring clinical trials

DOI10.1007/S10260-010-0138-8MaRDI QIDQ257555zbMATH OpenOpenAlexFDO

Authors D. Lai

Publication date 17 March 2016

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-010-0138-8

zbMATH Keywords

clinical trialsfractional Brownian motiongroup sequential designHurst coefficient

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Brownian motion (60J65)

Recommendations

• Stochastically curtailed tests under fractional Brownian motion
• Asymmetric group sequential designs under fractional Brownian motion
• Sample size determination for group sequential test under fractional Brownian motion
• Fractional Brownian motion and clinical trials
• Operating characteristics for group sequential trials monitored under fractional Brownian motion

Cites work

• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Adaptive and nonadaptive group sequential tests
• Approximations of boundary crossing probabilities for a Brownian motion
• Boundary crossing probabilities and statistical applications
• Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2
• Discrete Sequential Boundaries for Clinical Trials
• Estimating the Hurst effect and its application in monitoring clinical trials
• Estimation of Hurst exponent revisited
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional Brownian motion and clinical trials
• Limit Behavior of Fluid Queues and Networks
• Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
• OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
• On group sequential procedures under variance heterogeneity
• On modes of long-range dependence
• Sequential Tests of Statistical Hypotheses
• Tests for Hurst effect

Cited in

(9)

• Statistical monitoring of clinical trials. A unified approach.
• Operating characteristics for group sequential trials monitored under fractional Brownian motion
• Repeated confidence intervals under fractional Brownian motion in long-term clinical trials
• Asymmetric group sequential designs under fractional Brownian motion
• Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion
• Sample size determination for group sequential test under fractional Brownian motion
• Stochastically curtailed tests under fractional Brownian motion
• Fractional Brownian motion and long term clinical trial recruitment
• Fractional Brownian motion and clinical trials

Describes a project that uses

Uses Software

• QSIMVN

This page was built for publication: Group sequential tests under fractional Brownian motion in monitoring clinical trials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q257555)