A comparative simulation study on the IFS distribution function estimator

DOI10.1016/J.NONRWA.2004.11.002MaRDI QIDQ2572106zbMATH OpenOpenAlexFDO

Authors Stefano M. Iacus, Davide La Torre

Publication date 14 November 2005

Published in Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2434/9852

zbMATH Keywords

Missing dataFourier analysisIterated function systemsDensity estimationDistribution function estimation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of mathematical programming (90C90) Classical measure theory (28A99) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3964277 (Why is no real title available?)
• scientific article; zbMATH DE number 1304792 (Why is no real title available?)
• A Limited Memory Algorithm for Bound Constrained Optimization
• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
• Approximating distribution functions by iterated function systems
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Asymptotic minimax theorems for the sample distribution function
• Asymptotically efficient estimation for analytic distributions
• Estimating a distribution function
• Infinite-Dimensional Informational Inequalities
• Iterated function systems and the global construction of fractals
• On the second order minimax estimation of distribution functions
• SOLVING THE INVERSE PROBLEM FOR FUNCTION/IMAGE APPROXIMATION USING ITERATED FUNCTION SYSTEMS I: THEORETICAL BASIS
• Second order efficient estimating a smooth distribution function and its applications

Cited in

(9)

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• Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach
• Solving inverse problems for biological models using the collage method for differential equations
• Solving inverse problems for variational equations using ``generalized collage methods, with applications to boundary value problems
• scientific article; zbMATH DE number 2158441 (Why is no real title available?)
• The Monge-Kantorovich metric on multimeasures and self-similar multimeasures
• Approximating distribution functions by iterated function systems
• Iterated function systems and stability of variational problems on self-similar objects
• Self-similar measures in multi-sector endogenous growth models

Describes a project that uses

Uses Software

• R
• LBFGS-B

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