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December, 1986 Nonparametric Renewal Function Estimation
Edward W. Frees
Ann. Statist. 14(4): 1366-1378 (December, 1986). DOI: 10.1214/aos/1176350163

Abstract

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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Edward W. Frees. "Nonparametric Renewal Function Estimation." Ann. Statist. 14 (4) 1366 - 1378, December, 1986. https://doi.org/10.1214/aos/1176350163

Information

Published: December, 1986
First available in Project Euclid: 12 April 2007

zbMATH: 0625.62026
MathSciNet: MR868305
Digital Object Identifier: 10.1214/aos/1176350163

Subjects:
Primary: 62G05
Secondary: 60K05, 62M99

Rights: Copyright © 1986 Institute of Mathematical Statistics

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Vol.14 • No. 4 • December, 1986
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