Group sequential tests under fractional Brownian motion in monitoring clinical trials
From MaRDI portal
Publication:257555
DOI10.1007/S10260-010-0138-8zbMATH Open1333.62277OpenAlexW2033886340MaRDI QIDQ257555FDOQ257555
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
Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Brownian motion (60J65)
Cites Work
- Title not available (Why is that?)
- Fractional Brownian Motions, Fractional Noises and Applications
- Sequential Tests of Statistical Hypotheses
- Tests for Hurst effect
- Estimation of Hurst exponent revisited
- Boundary crossing probabilities and statistical applications
- Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
- Discrete Sequential Boundaries for Clinical Trials
- OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
- On modes of long-range dependence
- Fractional Brownian motion and clinical trials
- Approximations of boundary crossing probabilities for a Brownian motion
- Limit Behavior of Fluid Queues and Networks
- On group sequential procedures under variance heterogeneity
- Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2
- Adaptive and nonadaptive group sequential tests
- Estimating the Hurst effect and its application in monitoring clinical trials
Cited In (6)
- Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials
- Stochastically Curtailed Tests Under Fractional Brownian Motion
- Repeated confidence intervals and prediction intervals using stochastic curtailment 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
Uses Software
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)
