A rank test for the number of factors with high-frequency data
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2019.03.004
Abstract: Abstract In the literature, consistency of the estimates of the number of factors for large-dimensional factor models had been extensively studied recently. But the second-order property of the estimator has long been unsolved due to… read more here.
Keywords: test number; number; high frequency; rank test ... See more keywords
Optimal two-stage log-rank test for randomized phase II clinical trials
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Biopharmaceutical Statistics"
DOI: 10.1080/10543406.2016.1167073
Abstract: ABSTRACT Randomized controlled clinical trials are conducted to determine whether a new treatment is safe and efficacious compared to a standard therapy. We consider randomized clinical trials with right censored time to event endpoint, called… read more here.
Keywords: two stage; clinical trials; log rank; test ... See more keywords
Sample size and power for the weighted log-rank test and Kaplan-Meier based tests with allowance for non-proportional hazards.
Sign Up to like & getrecommendations! Published in 2019 at "Biometrics"
DOI: 10.1111/biom.13196
Abstract: Asymptotic distributions under alternative hypotheses and their corresponding sample size and power equations are derived for nonparametric test statistics commonly used to compare two survival curves. Test statistics include the weighted log-rank test and the… read more here.
Keywords: proportional hazards; power; log rank; test ... See more keywords