Approximate bias calculations for sequentially designed experiments

DOI10.1080/07474949808836396zbMath0897.62087OpenAlexW2044252473MaRDI QIDQ4384953

D. Stephen Coad, Michael B. Woodroofe

Publication date: 5 August 1998

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949808836396

zbMATH Keywords

autoregressive modelsmaximum likelihood estimatorsvery weak expansionsfundamental identity of sequential analysisadaptive normal linear modelmulti-armed clinical trialunknown variability

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical design (62L05)

Related Items (14)

A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials: likelihood-based inference for RAR trials ⋮ Sequential procedures for comparing several normal means ⋮ CORRECTED CONFIDENCE SETS FOR SEQUENTIALLY DESIGNED EXPERIMENTS: EXAMPLES1* ⋮ Inference for post-change parameters after sequential CUSUM test under AR(1) model ⋮ Inference for Change-Point and Post-Change Mean with Possible Change in Variance ⋮ Asymptotically efficient estimation in response adaptive trials ⋮ BIAS CALCULATIONS FOR ADAPTIVE URN DESIGNS ⋮ Corrected confidence intervals for adaptive nonlinear regression models ⋮ Approximate confidence sets for a stationary \(AR(p)\) process ⋮ Inference for post-change mean by a CUSUM procedure ⋮ Inference after truncated one-sided sequential test ⋮ Corrected confidence intervals for parameters in adaptive linear models ⋮ Point estimates and confidence regions for sequential trials involving selection ⋮ Bias induced by adaptive dose-finding designs

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• A sequentially constructed design for estimating a nonlinear parametric function
• Probability with Martingales
• On the bias of maximum likelihood estimation following a sequential test
• On stopping times and stochastic monotonicity

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