Sample size determination for group sequential test under fractional Brownian motion

DOI10.1214/13-EJS830MaRDI QIDQ358885zbMATH OpenFDO

Authors D. Lai

Publication date 9 August 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1374153369

zbMATH Keywords

clinical trialsBrownian motionfractional Brownian motiongroup sequential designHurst coefficient

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Fractional processes, including fractional Brownian motion (60G22)

Recommendations

• Group sequential tests under fractional Brownian motion in monitoring clinical trials
• Operating characteristics for group sequential trials monitored under fractional Brownian motion
• Asymmetric group sequential designs under fractional Brownian motion
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• Statistical monitoring of clinical trials. A unified approach.

Cites work

• scientific article; zbMATH DE number 1348603 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• 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
• Formal calculus for real‐valued fractional Brownian motions prospects in systems science
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional Brownian motion and clinical trials
• Fractional Brownian motion and long term clinical trial recruitment
• Group sequential tests under fractional Brownian motion in monitoring clinical trials
• Group-Sequential Analysis Incorporating Covariate Information
• Long memory relationships and the aggregation of dynamic models
• 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
• Operating characteristics for group sequential trials monitored under fractional Brownian motion
• Repeated confidence intervals under fractional Brownian motion in long-term clinical trials
• Tests for Hurst effect
• Weak convergence of time-sequential censored rank statistics with applications to sequential testing in clinical trials

Cited in

(6)

• Group sequential tests under fractional Brownian motion in monitoring clinical trials
• Statistical monitoring of clinical trials. A unified approach.
• Operating characteristics for group sequential trials monitored under fractional Brownian motion
• On the maximum total sample size of a group sequential test about bivariate binomial propor\-tions
• Asymmetric group sequential designs under fractional Brownian motion
• Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion

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Uses Software

• QSIMVN
• longmemo
• R

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