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Approximating distribution functions by iterated function systems

Statistics Theory 2007-06-13 v1 Statistics Theory

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.

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Cite

@article{arxiv.math/0111152,
  title  = {Approximating distribution functions by iterated function systems},
  author = {Stefano M. Iacus and Davide La Torre},
  journal= {arXiv preprint arXiv:math/0111152},
  year   = {2007}
}

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