Approximating Distribution Functions by Iterated Function Systems
UNIMI Economics Working Paper No. 03.2002
14 Pages Posted: 21 Nov 2004
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: 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
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