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.

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Year of publication:	2002-01-01
Authors:	Iacus, Stefano Maria ; Torre, Davide La
Institutions:	Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano

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Extent:	application/pdf
Series:	Departmental Working Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005007285