Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials

DOI10.1080/03610918.2011.563008zbMath1416.62627OpenAlexW2062709824MaRDI QIDQ3102867

Qiang Zhang

Publication date: 25 November 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.563008

zbMATH Keywords

fractional Brownian motionBrownian motioninterim analysisgroup sequential trialrepeated confidence intervals

Mathematics Subject Classification ID

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

Related Items (5)

Sample size determination for group sequential test 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 ⋮ Stochastically Curtailed Tests Under Fractional Brownian Motion ⋮ Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets

Uses Software

• longmemo

Cites Work

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