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Nonparametric estimation of some quantities of interest from renewal theory

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  • Steven G. From
  • Linxiong Li

Abstract

In this paper, confidence intervals are given for two quantities of importance related to renewal processes. For each quantity, two confidence intervals are discussed. One confidence interval is given for general, all‐purpose use. Another confidence interval is given which is easier to compute, but not of general use. The case where data are subject to right censorship is also considered. Some numerical comparisons are made. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 638–649, 2003.

Suggested Citation

  • Steven G. From & Linxiong Li, 2003. "Nonparametric estimation of some quantities of interest from renewal theory," Naval Research Logistics (NRL), John Wiley & Sons, vol. 50(6), pages 638-649, September.
    • Handle: RePEc:wly:navres:v:50:y:2003:i:6:p:638-649
    DOI: 10.1002/nav.10081
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    References listed on IDEAS

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    1. Helmut Schneider & Bin‐Shan Lin & Colm O'Cinneide, 1990. "Comparison of Nonparametric Estimators for the Renewal Function," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(1), pages 55-61, March.
    2. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
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