Inference from a sequential design: Proof of a conjecture by Ford and Silvey

Statistics and Probability Letters

Volumn 44, Issue 2, 1999, Pages 177-180

  Rosenberger, William F ^a   Hughes Oliver, Jacqueline M ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Martingales; Nonlinear regression models; Sequential design

Indexed keywords

EID: 0042597514     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(99)00006-1     Document Type: Article

References (5)

1. Billingsley, P., 1961. Statistical Inference for Markov Processes. University of Chicago Press, Chicago.
2. Ford I., Silvey S.D. A sequentially constructed design for estimating a nonlinear parametric function. Biometrika. 67:1980;381-388.
3. Hall, P., Heyde, C.C., 1980. Martingale Limit Theory and Its Application. Academic Press, San Diego.
4. Ivanova, A., Rosenberger, W.F., Durham, S.D., Flournoy, N., 1999. A birth and death urn for randomized clinical trials: asymptotic methods. Sankhya B, in press.
5. Rosenberger W.F., Flournoy N., Durham S.D. Asymptotic normality of maximum likelihood estimators from multiparameter response-driven designs. J. Statist. Plann. Inference. 60:1997;69-76.