Nonparametric renewal function estimation (Q579787)

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Nonparametric renewal function estimation
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    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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