Approximating distribution functions by iterated function systems (Q86288): Difference between revisions

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Latest revision as of 11:09, 9 December 2024

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Approximating distribution functions by iterated function systems
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    2005
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    1
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    33-46
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    1 January 2005
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    28 August 2006
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    Approximating distribution functions by iterated function systems (English)
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    Summary: An iterated function system (IFS) on the space of distribution functions is built with the aim of proposing a new class of distribution function estimators. One IFS estimator and its asymptotic properties are studied in detail. We also propose a density estimator derived from the IFS distribution function estimator by using Fourier analysis. Relative efficiencies of both estimators, for small and moderate sample sizes, are presented via Monte Carlo analysis.
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