2 papers
math.ST2018
Conditional bias reduction can be dangerous: a key example from sequential analysis
Ben Berckmoes, Anna Ivanova, Geert Molenberghs
We present a key example from sequential analysis, which illustrates that conditional bias reduction can cause infinite mean absolute error.
math.ST2018
On asymptotic normality in estimation after a group sequential trial
Ben Berckmoes, Anna Ivanova, Geert Molenberghs
We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive t…