Nonparametric Renewal Function Estimation
Frees, Edward W.
Ann. Statist., Tome 14 (1986) no. 2, p. 1366-1378 / Harvested from Project Euclid
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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.
Publié le : 1986-12-14
Classification:  $U$-statistics,  reverse martingales,  warranty analysis,  62G05,  60K05,  62M99 
@article{1176350163,
     author = {Frees, Edward W.},
     title = {Nonparametric Renewal Function Estimation},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 1366-1378},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350163}
}

Frees, Edward W. Nonparametric Renewal Function Estimation. Ann. Statist., Tome 14 (1986) no. 2, pp.  1366-1378. http://gdmltest.u-ga.fr/item/1176350163/