Nonparametric renewal function estimation (Q579787): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric renewal function estimation |
scientific article |
Statements
Nonparametric renewal function estimation (English)
0 references
1986
0 references
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.
0 references
U-statistics
0 references
reverse martingales
0 references
renewal function
0 references
consistency
0 references
asymptotic normality
0 references
warranty analysis
0 references
