A Pointwise Estimator for thek-Fold Convolution of a Distribution Function

DOI10.1080/03610920500201210MaRDI QIDQ5697392zbMATH OpenOpenAlexFDO

Authors Halil Aydoğdu

Publication date 17 October 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500201210

zbMATH Keywords

convolutionrenewal processes\(V\)-statisticsempirical df

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Renewal theory (60K05)

Recommendations

• A note on estimating cumulative distribution functions by the use of convolution power kernels
• Convergence results for point processes estimators
• scientific article; zbMATH DE number 2123864
• Pointwise and uniform convergence of kernel density estimators using random bandwidths
• scientific article; zbMATH DE number 4056681
• scientific article; zbMATH DE number 3942774
• Estimation of the Maximum of a Convolution of Bounded Densities
• scientific article; zbMATH DE number 1327925
• scientific article; zbMATH DE number 1328113
• Estimates in Total Variation for Convolutions of Compound Distributions

Cites work

• scientific article; zbMATH DE number 53571 (Why is no real title available?)
• A Numerical Algorithm for Recursively-Defined Convolution Integrals Involving Distribution Functions
• Approximation Theorems of Mathematical Statistics
• Comparison of Nonparametric Estimators for the Renewal Function
• Laplace Transform Inversion Using Two-point Rational Approximants
• MSE Comparison of Some Different Estimators of Entropy
• Monte Carlo simulation of the renewal function
• Nonparametric estimation of some quantities of interest from renewal theory
• Numerical Inversion of Laplace Transforms Using a Fourier Series Approximation
• Numerical treatment of convolution integrals involving distributions with densities having singularities at the origin
• On Obtaining Permutation Distributions in Polynomial Time
• On the solution of renewal-type integral equations
• Renewal Function and Interval Availability: A Numerical Monte-Carlo Study
• Some remarks on numerical convolution
• Warranty analysis and renewal function estimation

Cited in

(2)

• Point estimators for the parameters of Pólya distribution of order k
• Plug-in estimators for the mean value and variance functions in delayed renewal processes

This page was built for publication: A Pointwise Estimator for thek-Fold Convolution of a Distribution Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5697392)