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Approximating distribution functions by iterated function systems

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Author Info
Stefano Maria Iacus ()
Davide La Torre ()

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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.

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

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Date of creation: 01 Jan 2002
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Handle: RePEc:mil:wpdepa:2002-03

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  3. 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!]
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