Nonparametric estimation and consistency for renewal processes

DOI10.1016/0378-3758(95)00127-1zbMath0902.62042OpenAlexW2171354463MaRDI QIDQ1923436

Guoxing Soon, Michael B. Woodroofe

Publication date: 7 October 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00127-1

zbMATH Keywords

consistencyrenewal processmaximum likelihood estimatorsstrong consistencyNPMLEmodified RT algorithmwindow censored

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Reliability and life testing (62N05)

Related Items

Maximum Likelihood Estimation in Alternating Renewal Processes Under Window Censoring, Nonparametric Bayes estimation of gap-time distribution with recurrent event data, Confidence intervals for median survival time with recurrent event data, Fisher information in window censored renewal process data and its applications, Statistical Inference for Renewal Processes, Product-limit estimators of the gap time distribution of a renewal process under different sampling patterns, The Cox Regression Model for Claims Data m Non-Life Insurance

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