메뉴 건너뛰기




Volumn 20, Issue 2, 2004, Pages 337-352

Strong approximations of martingale vectors and their applications in markov-chain adaptive designs

Author keywords

Adaptive designs; Asymptotic properties; Martingale; Non homogenous Markov chain; Strong approximation; Wiener processes

Indexed keywords


EID: 32044456418     PISSN: 01689673     EISSN: 16183932     Source Type: Journal    
DOI: 10.1007/s10255-004-0173-z     Document Type: Article
Times cited : (13)

References (16)
  • 1
    • 0003143199 scopus 로고    scopus 로고
    • Asymptotic theorem for urn models with nonhomogeneous generating matrices
    • Bai, Z.D., Hu, F. Asymptotic theorem for urn models with nonhomogeneous generating matrices. Stochastic Process. Appl., 80: 87-101 (1999)
    • (1999) Stochastic Process. Appl , vol.80 , pp. 87-101
    • Bai, Z.D.1    Hu, F.2
  • 2
    • 0036439332 scopus 로고    scopus 로고
    • The Gaussian approximation theorems for urn models and their applications
    • Bai, Z.D., Hu, F., Zhang L.X. The Gaussian approximation theorems for urn models and their applications. Ann. Appl. Probab., 12: 1149-1173 (2002)
    • (2002) Ann. Appl. Probab , vol.12 , pp. 1149-1173
    • Bai, Z.D.1    Hu, F.2    Zhang, L.X.3
  • 3
    • 0000691433 scopus 로고
    • On strong invariance principles under dependence
    • Eberlein, E. On strong invariance principles under dependence. Ann. Probab., 14: 260-270 (1986)
    • (1986) Ann. Probab , vol.14 , pp. 260-270
    • Eberlein, E.1
  • 4
    • 21844519699 scopus 로고
    • Central limit theorems for doubly adaptive biased coin designs
    • Eisele, J., Woodroofe, M. Central limit theorems for doubly adaptive biased coin designs. Ann. Statist., 23: 234-254 (1995)
    • (1995) Ann. Statist , vol.23 , pp. 234-254
    • Eisele, J.1    Woodroofe, M.2
  • 7
    • 26844516148 scopus 로고    scopus 로고
    • Asymptotic properties of doubly adaptive biased coin designs for multi-treatment clinical trials
    • Hu, F., Zhang, L.X. Asymptotic properties of doubly adaptive biased coin designs for multi-treatment clinical trials. Ann. Statist., 32: 268-301 (2004)
    • (2004) Ann. Statist , vol.32 , pp. 268-301
    • Hu, F.1    Zhang, L.X.2
  • 8
    • 42349089976 scopus 로고
    • The problem of embedding vector-valued martingales in a Gaussian process
    • Monrad, D., Philipp, W. The problem of embedding vector-valued martingales in a Gaussian process. Teor. Veroyatn. Primen., 35: 384-387 (1990)
    • (1990) Teor. Veroyatn. Primen , vol.35 , pp. 384-387
    • Monrad, D.1    Philipp, W.2
  • 9
    • 0040454032 scopus 로고
    • Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
    • Monrad, D., Philipp, W. Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales. Probab. Theory Relat. Fields, 88: 381-404 (1991)
    • (1991) Probab. Theory Relat. Fields , vol.88 , pp. 381-404
    • Monrad, D.1    Philipp, W.2
  • 10
    • 84968508604 scopus 로고
    • An almost sure invariance principle for Hilbert space valued martingales
    • Morrow, G.J., Philipp, W. An almost sure invariance principle for Hilbert space valued martingales. Trans. Amer. Math. Soc., 273: 231-251 (1982)
    • (1982) Trans. Amer. Math. Soc , vol.273 , pp. 231-251
    • Morrow, G.J.1    Philipp, W.2
  • 13
    • 0000571608 scopus 로고
    • Almost sure behavior of sums of independent random variables and martingales
    • Strassen V. Almost sure behavior of sums of independent random variables and martingales. Proc. Fifth Berkeley Symp. Math. Stat. Prob., II(1): 315-343 1967
    • (1967) Proc. Fifth Berkeley Symp. Math. Stat. Prob , vol.2 , Issue.1 , pp. 315-343
    • Strassen, V.1
  • 14
    • 0001690519 scopus 로고
    • The generalized Polya's urn design for sequential medical trials
    • Wei, L.J. The generalized Polya's urn design for sequential medical trials. Ann. Statist., 7: 291-296 (1979)
    • (1979) Ann. Statist , vol.7 , pp. 291-296
    • Wei, L.J.1
  • 15
    • 84950622103 scopus 로고
    • The randomized play-the-winner rule in medical trials
    • Wei, L.J., Durham, S. The randomized play-the-winner rule in medical trials. J. Amer. Statist. Assoc., 73: 840-843 (1978)
    • (1978) J. Amer. Statist. Assoc , vol.73 , pp. 840-843
    • Wei, L.J.1    Durham, S.2
  • 16
    • 34247981226 scopus 로고
    • Play the winner rule and the controlled clinical trial
    • Zelen, M. Play the winner rule and the controlled clinical trial. J. Amer. Statist. Assoc., 64: 131-146 (1969)
    • (1969) J. Amer. Statist. Assoc , vol.64 , pp. 131-146
    • Zelen, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.