Randomized urn models revisited using stochastic approximation
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Publication:363849
DOI10.1214/12-AAP875zbMath1429.62360arXiv1101.2786MaRDI QIDQ363849
Publication date: 5 September 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.2786
asymptotic normality; stochastic approximation; strong consistency; adaptive asset allocation; extended Pólya urn models; multi-arm clinical trials; nonhomogeneous generating matrix
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62P10: Applications of statistics to biology and medical sciences; meta analysis
62L20: Stochastic approximation
62L05: Sequential statistical design
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