Approximating distribution functions by iterated function systems

DOI10.1155/JAMDS.2005.33zbMATH Open1094.62011arXivmath/0111152OpenAlexW1970655873MaRDI QIDQ86288FDOQ86288

Davide La Torre, Stefano Maria Iacus, Davide La Torre, Stefano M. Iacus

Publication date: 1 January 2005

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Abstract: In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution functions and to estimation theory are given.

Full work available at URL: https://arxiv.org/abs/math/0111152

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Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Classical measure theory (28A99) Characterization and structure theory of statistical distributions (62E10)

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