Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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Nonparametric Estimation of Renewal Function

  • Jeong, Hai-Sung (Dept. of A, pp.ied Statistics, Seowon University) ;
  • Kim, Jee-Hoon (Statistical Research Institute, Seoul National University) ;
  • Na, Myoung-Hwan (Dept. fo Computer Science and Statistics, Seoul National University)
  • Published : 1997.12.01
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Abstract

We consider a nonparametric estimation of the renewal function. In this paper, we suggest modified methods for Frees's estimator to enhance the efficiency. The methods are based on a piecewise linearization and on the fact that the bounded monotonic functions converging pointwise to the bounded monotonic continuous function converge uniformly. In a simulation study, we show that the modified methods have the better efficiency than that introduced by Frees.

Keywords