Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion
DOI10.1080/03610926.2014.919400zbMath1347.60041OpenAlexW2395435464MaRDI QIDQ2816877
Barry R. Davis, Dejian Lai, Qiang Zhang
Publication date: 26 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.919400
fractional Brownian motionBrownian motionprediction intervalssequential trialsrepeated confidence intervalsstochastically curtailed test
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Sequential statistical design (62L05) Sequential statistical analysis (62L10)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Group sequential tests under fractional Brownian motion in monitoring clinical trials
- Fractional Brownian motion and long term clinical trial recruitment
- Estimating the Hurst effect and its application in monitoring clinical trials
- Comparison of conditional power criteria for early termination of clinical trials
- Asymmetric Group Sequential Designs under Fractional Brownian Motion
- Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials
- Repeated confidence intervals and prediction intervals using stochastic curtailment
- Statistical Inference for Fractional Diffusion Processes
- Operating Characteristics for Group Sequential Trials Monitored Under Fractional Brownian Motion
- Stochastically curtailed tests in long–term clinical trials
- Fractional Brownian motion and clinical trials
- Incorporating scientific, ethical and economic considerations into the design of clinical trials in the pharmaceutical industry: a sequential approach
- Sequential Equivalence Testing and Repeated Confidence Intervals, with Applications to Normal and Binary Responses
- Fractional Brownian Motions, Fractional Noises and Applications
This page was built for publication: Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion
