Nonparametric renewal function estimation (Q579787): Difference between revisions
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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. | |||
| Property / review text: 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. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M99 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60K05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4015926 / rank | |||
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| Property / zbMATH Keywords | |||
U-statistics | |||
| Property / zbMATH Keywords: U-statistics / rank | |||
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reverse martingales | |||
| Property / zbMATH Keywords: reverse martingales / rank | |||
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| Property / zbMATH Keywords | |||
renewal function | |||
| Property / zbMATH Keywords: renewal function / rank | |||
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consistency | |||
| Property / zbMATH Keywords: consistency / rank | |||
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asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
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warranty analysis | |||
| Property / zbMATH Keywords: warranty analysis / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176350163 / rank | |||
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| Property / OpenAlex ID: W1979055758 / rank | |||
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Latest revision as of 23:11, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric renewal function estimation |
scientific article |
Statements
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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