On the choice of an auxiliary function in the M/G/∞ estimation.

Park, Juhyun (2007) On the choice of an auxiliary function in the M/G/∞ estimation. Computational Statistics and Data Analysis, 51 (12). pp. 5477-5482. ISSN 0167-9473

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Abstract

The use of auxiliary functions in nonparametric inference for the M/G/∞ queueing model is considered. Estimation of the service time distribution G is challenging when only limited information about the busy/idle cycle is available. It is shown, using diagnostic plots of estimators, that a standard auxiliary function aimed at providing numerical stability fails in that regard but that a reliable auxiliary function can be constructed. The improvement made by the alternative auxiliary function is demonstrated.

Item Type:
Journal Article
Journal or Publication Title:
Computational Statistics and Data Analysis
Additional Information:
The final, definitive version of this article has been published in the Journal, Computational Statistics and Data Analysis 51 (12), 2007, © ELSEVIER.
Uncontrolled Keywords:
/dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
ID Code:
20803
Deposited By:
Deposited On:
02 Dec 2008 11:12
Refereed?:
No
Published?:
Published
Last Modified:
03 Dec 2020 00:38