Approximating distribution functions by iterated function systems
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.
|Date of creation:||01 Jan 2002|
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- 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.
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