Approximating Distribution Functions by Iterated Function Systems

UNIMI Economics Working Paper No. 03.2002

14 Pages Posted: 21 Nov 2004

See all articles by Stefano Maria Iacus

Stefano Maria Iacus

University of Milan - Department of Economics, Business and Statistics

Davide La Torre

SKEMA Business School

Date Written: January 2002

Abstract

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

Keywords: Iterated function systems, optimization, distribution function estimation

JEL Classification: C61, C63

Suggested Citation

Iacus, Stefano Maria and La Torre, Davide, Approximating Distribution Functions by Iterated Function Systems (January 2002). UNIMI Economics Working Paper No. 03.2002, Available at SSRN: https://ssrn.com/abstract=616624 or http://dx.doi.org/10.2139/ssrn.616624

Stefano Maria Iacus

University of Milan - Department of Economics, Business and Statistics ( email )

Via Conservatorio 7
Milano, 20122
Italy
+390250321461 (Phone)
+3950321505 (Fax)

HOME PAGE: http://www.economia.unimi.it/iacus

Davide La Torre (Contact Author)

SKEMA Business School ( email )

Sophia Antipolis
France

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