Nonparametric Renewal Function Estimation.

Abstract

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 the almost sure consistency and local asymptotic normality are developed. A discussion of an application of the estimator is also provided. Keywords: U-statistics, reverse martingales, warranty analysis.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1985
Accession Number
ADA153474

Entities

People

  • E. W. Frees

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computational Science
  • Data Science
  • Distribution Functions
  • Information Science
  • Mathematics
  • Normality
  • Probabilistic Models
  • Probability
  • Random Variables
  • Sequential Analysis
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Samples
  • Statistics
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Statistical inference.