Nonparametric renewal function estimation (Q579787)
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scientific article; zbMATH DE number 4015926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric renewal function estimation |
scientific article; zbMATH DE number 4015926 |
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Nonparametric renewal function estimation (English)
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1986
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The renewal function is a basic tool used in many probabilistic models and sequential analysis. Based on a random sample of size n, a nonparametric estimator of the renewal function is introduced. Asymptotic properties of the estimator such as consistency and asymptotic normality are developed. A discussion of an application to warranty analysis is also provided.
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U-statistics
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reverse martingales
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renewal function
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consistency
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asymptotic normality
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warranty analysis
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