Results 211 to 220 of about 836,577 (265)

Group sequential design for randomized trials using “first hitting time” model

open access: closedStatistics in Medicine, 2022
AbstractGroup sequential design (GSD) has become a popular choice in recent clinical trials as it improves trial efficiency by providing options for early termination. The implementation of traditional tests for survival analysis (eg, the log‐rank test and the Cox proportional hazard (PH) model) in the GSD setting has been widely discussed.
Yiming Chen   +2 more
semanticscholar   +5 more sources

Uncertain optimal control problem with the first hitting time objective and application to a portfolio selection model

open access: closedJournal of Intelligent & Fuzzy Systems, 2022
 This paper discusses an uncertain time optimal control problem by considering time efficiency, which is to optimize the objective function about the first hitting time subject to uncertain differential equations. According to the definition of the α-path, the uncertain time optimal control problem is transformed into an equivalent deterministic ...
Ting Jin   +5 more
semanticscholar   +3 more sources

Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type

open access: closedChaos, Solitons & Fractals, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ting Jin   +3 more
semanticscholar   +4 more sources

First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model

open access: closedChaos, Solitons & Fractals, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ting Jin, Yuanguo Zhu
semanticscholar   +3 more sources

RELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPE

open access: closedFractals, 2020
Since the ability to control the investor’s income or loss within a certain range, barrier option has been among the most popular path-dependent options where its payoff depends on whether or not the underlying asset’s price reaches a given “barrier”. First, assuming the underlying asset as an uncertain variable for the case that the Caputo fractional-
Ting Jin   +3 more
semanticscholar   +3 more sources

Issues in Fitting Inverse Gaussian First Hitting Time Regression Models for Lifetime Data

open access: closedCommunications in Statistics - Simulation and Computation, 2013
Inverse Gaussian first hitting time regression models sometimes provide an attractive representation of lifetime data. Various authors comment that dependence of both parameters on the same covariate may imply multicollinearity. The frequent appearance of conflicting signs for the two coefficients of the same covariate may be related to this.
D. Stogiannis, C. Caroni
semanticscholar   +3 more sources

Modelling Times Between Events with a Cured Fraction Using a First Hitting Time Regression Model with Individual Random Effects

open access: closed, 2015
The empirical survival function of time-to-event data very often appears not to tend to zero. Thus there are long-term survivors, or a “cured fraction” of units which will apparently never experience the event of interest. This feature of the data can be incorporated into lifetime models in various ways, for example, by using mixture distributions to ...
Sonia Malefaki   +2 more
semanticscholar   +3 more sources

First Hitting Time Models for Lifetime Data

open access: closed, 2003
Publisher Summary The idea of a first hitting time is quite broad. For example, in industrial quality control, the run time until a quality measure first reaches an out-of-control limit is a first hitting time and a standard quantity considered in quality management.
Mei‐Ling Ting Lee, George A. Whitmore
openalex   +2 more sources

Review and implementation of cure models based on first hitting times for Wiener processes

Lifetime Data Analysis, 2009
The development of models and methods for cure rate estimation has recently burgeoned into an important subfield of survival analysis. Much of the literature focuses on the standard mixture model. Recently, process-based models have been suggested. We focus on several models based on first passage times for Wiener processes.
Balka, Jeremy   +2 more
openaire   +4 more sources

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