Corpus ID: 235436384

The Safe Logrank Test: Error Control under Continuous Monitoring with Unlimited Horizon

@inproceedings{Schure2020TheSL,
  title={The Safe Logrank Test: Error Control under Continuous Monitoring with Unlimited Horizon},
  author={Judith ter Schure and M. F. Perez-Ortiz and Amanda Ly and Peter D. Grunwald},
  year={2020}
}
We introduce the safe logrank test, a version of the logrank test that provides type-I error guarantees under optional stopping and optional continuation. The test is sequential without the need to specify a maximum sample size or stopping rule and allows for cumulative meta-analysis with type-I error control. The method can be extended to define anytime-valid confidence intervals. All these properties are a virtue of the recently developed martingale tests based on E-variables, of which the… Expand

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