품질경영학회지 (Journal of Korean Society for Quality Management)
- 제25권4호
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- Pages.99-105
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- 1997
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
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)
- 발행 : 1997.12.01
초록
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.
키워드