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Nonparametric estimation of some quantities of interest from renewal theory
Authors: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.
Keywords:censored data  empirical cdf  Gaussian process  product limit estimator  Stieltjes convolution
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