Approximating distribution functions by iterated function systems (Q86288)
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scientific article; zbMATH DE number 5050298
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| English | Approximating distribution functions by iterated function systems |
scientific article; zbMATH DE number 5050298 |
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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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0.8925564885139465
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