Nonparametric Renewal Function Estimation
作者： Edward W. Frees
关键词: Renewal theory 、 Local asymptotic normality 、 Mathematics 、 Nonparametric statistics 、 Minimax estimator 、 Mathematical optimization 、 U-statistic 、 Asymptotic distribution 、 Consistent estimator 、 Estimator
摘要: Abstract : The renewal function is a basic tool used in many probabilistic models and sequential analysis. Based on random sample of size n, nonparametric estimator the introduced. Asymptotic properties such as almost sure consistency local asymptotic normality are developed. A discussion an application also provided. Keywords: U-statistics, reverse martingales, warranty
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