This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Approximating distribution functions by iterated function systems

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Stefano Maria Iacus ()
Davide La Torre ()

Additional information is available for the following registered author(s):

Abstract

In this small note an iterated function system on the space of distribution functions isbuilt. The inverse problem is introduced and studied by convex optimization problems. Applicationsof this method to approximation of distribution functions and estimation are presented.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.economia.unimi.it/uploads/wp/wp58.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Department of Economics University of Milan Italy in its series Departemental Working Papers with number 2002-03.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 01 Jan 2002
Date of revision:
Handle: RePEc:mil:wpdepa:2002-03

Contact details of provider:
Postal: Via Conservatorio 7, I-20122 Milan - Italy
Phone: +39 02 50321522
Fax: +39 02 50321505
Web page: http://www.economia.unimi.it
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Daniele Checchi).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Kwiecinska, Anna A. & Slomczynski, Wojciech, 2000. "Random dynamical systems arising from iterated function systems with place-dependent probabilities," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 401-407, December. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Stefano Maria Iacus & Davide La Torre, 2002. "On fractal distribution function estimation and applications," Departemental Working Papers 2002-07, Department of Economics University of Milan Italy. [Downloadable!]
Statistics
Access and download statistics

Did you know? There is a FAQ (frequently asked questions).

This page was last updated on 2009-11-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.