Asymptotics of the sample renewal function

DOI10.1006/JMAA.1995.1015zbMath0814.62027OpenAlexW2085730330MaRDI QIDQ1842051

Michel Harel, Helmut Schneider, Colm Art O'Cinneide

Publication date: 18 June 1995

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1995.1015

zbMATH Keywords

weak convergenceempirical processesSkorokhod topologyrenewal functionnonnegative populationsample renewal function

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Renewal theory (60K05)

Related Items (8)

Nonparametric Estimation of the Average Availability ⋮ Asymptotic behavior of the nonparametric estimator for the renewal function associated with independent and nonstationary positive random variables ⋮ On semiparametric estimation of ruin probabilities in the classical risk model ⋮ Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces ⋮ Asymptotic behavior of nonparametric estimator for the renewal function associated with stationary \(\beta\)-mixing positive random variables ⋮ Unnamed Item ⋮ Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions ⋮ Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.

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