Asymptotic theorems for urn models with nonhomogeneous generating matrices

DOI10.1016/S0304-4149(98)00094-5zbMath0954.62014MaRDI QIDQ1593611

Fei-fang Hu, Zhi-Dong Bai

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityadaptive designsgenerating matricesgeneralized Friedman urn model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Sequential statistical design (62L05)

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Cites Work

• The generalized Polya's urn design for sequential medical trials
• Estimation for an adaptive allocation design
• Asymptotic normality of maximum likelihood estimators from multiparameter response-driven designs
• Central limit theorems for urn models
• Approximation Theorems of Mathematical Statistics
• Sequential tests for an unstable response variable
• The Randomized Play-the-Winner Rule in Medical Trials
• Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems
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