Pointwise estimator for the k-fold convolution of a distribution function

AYDOĞDU H.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.34, sa.9-10, ss.1939-1956, 2005 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 34 Sayı: 9-10
  • Basım Tarihi: 2005
  • Doi Numarası: 10.1080/03610920500201210
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.1939-1956
  • Anahtar Kelimeler: convolution, empirical df, renewal processes, V-statistics, RENEWAL FUNCTION, INVERSION
  • Ankara Üniversitesi Adresli: Evet

Özet

This article is concerned with some parametric and nonparametric estimators for the k-fold convolution of a distribution function. An alternative estimator is proposed and its unbiasedness, asymptotic unbiasedness, and consistency properties are investigated. The asymptotic normality of this estimator is established. Some applications of the estimator are given in renewal processes. Finally, the computational procedures are described and the relative performance of these estimators for small sample sizes is investigated by a simulation study.