Sample size determination for group sequential test under fractional Brownian motion
DOI10.1214/13-EJS830zbMATH Open1349.62549MaRDI QIDQ358885FDOQ358885
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
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
- Stochastically curtailed tests under fractional Brownian motion
- Statistical monitoring of clinical trials. A unified approach.
Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Fractional processes, including fractional Brownian motion (60G22)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fractional Brownian Motions, Fractional Noises and Applications
- Tests for Hurst effect
- Estimation of Hurst exponent revisited
- Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
- Group sequential tests under fractional Brownian motion in monitoring clinical trials
- Discrete Sequential Boundaries for Clinical Trials
- OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
- Fractional Brownian motion and clinical trials
- Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2
- Estimating the Hurst effect and its application in monitoring clinical trials
- Long memory relationships and the aggregation of dynamic models
- Weak convergence of time-sequential censored rank statistics with applications to sequential testing in clinical trials
- Repeated confidence intervals under fractional Brownian motion in long-term clinical trials
- Operating characteristics for group sequential trials monitored under fractional Brownian motion
- Formal calculus for real‐valued fractional Brownian motions prospects in systems science
- Group-Sequential Analysis Incorporating Covariate Information
- Fractional Brownian motion and long term clinical trial recruitment
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
Uses Software
This page was built for publication: Sample size determination for group sequential test under fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q358885)
