Nonparametric estimation in renewal theory II: Solutions of renewal-type equations

被引：0

作者：

Politis, K

Pitts, SM

机构：

[1] Univ Southampton, Dept Social Stat, Southampton SO17 1BJ, Hants, England

[2] Univ Cambridge, Stat Lab, Cambridge CB2 1SB, England

来源：

ANNALS OF STATISTICS | 2000年 / 28卷 / 01期

关键词：

renewal function; renewal-type equations; functional central limit theorems; bootstrap; asymptotic efficiency;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Nonparametric estimators of solutions of renewal-type equations are proposed in terms of the empirical renewal function. Using the approach of Grubel and Pitts [Ann. Stat. 21 1431-1451(1993)], who studied asymptotic properties of the empirical renewal function, a number of properties of our estimators are established, including strong consistency, asymptotic normality and efficiency, and asymptotic validity of bootstrap confidence bounds. The results are illustrated by some particular examples.

引用

页码：88 / 115

页数：28

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