Approximating distribution functions by iterated function systems (Q86288): Difference between revisions
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| Property / DOI: 10.1155/JAMDS.2005.33 / rank | |||||||||||||||
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28 August 2006
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| Property / publication date: 28 August 2006 / rank | |||||||||||||||
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| Property / author: Stefano Maria Iacus / rank | |||||||||||||||
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| Property / author: Davide La Torre / rank | |||||||||||||||
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Approximating distribution functions by iterated function systems (English) | |||||||||||||||
| Property / title: Approximating distribution functions by iterated function systems (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID | |||||||||||||||
| Property / zbMATH Open document ID: 1094.62011 / rank | |||||||||||||||
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| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: https://arxiv.org/abs/math/0111152 / rank | |||||||||||||||
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| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: https://eudml.org/doc/126341 / rank | |||||||||||||||
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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. | |||||||||||||||
| Property / review text: 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. / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62E10 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62G07 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62G20 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 28A99 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 5050298 / rank | |||||||||||||||
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Revision as of 08:40, 5 August 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating distribution functions by iterated function systems |
scientific article |
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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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