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Journal of Applied Mathematics and Decision Sciences
Article . 2005 . Peer-reviewed
License: CC BY
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zbMATH Open
Article . 2005
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SSRN Electronic Journal
Article . 2002 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2001
License: arXiv Non-Exclusive Distribution
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DBLP
Article . 2020
Data sources: DBLP
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Approximating distribution functions by iterated function systems

Authors: S.M. Iacus; D. La Torre;

Approximating distribution functions by iterated function systems

Abstract

An iterated function system (IFS) on the space of distribution functions is built with the aim of proposing a new class of distribution function estimators. One IFS estimator and its asymptotic properties are studied in detail. We also propose a density estimator derived from the IFS distribution function estimator by using Fourier analysis. Relative efficiencies of both estimators, for small and moderate sample sizes, are presented via Monte Carlo analysis.

Country
Italy
Related Organizations
Keywords

62E17; 62H10; 37H, Mathematics - Statistics Theory, Statistics Theory (math.ST), Classical measure theory, Density estimation, Characterization and structure theory of statistical distributions, Asymptotic properties of nonparametric inference, iterated function systems, distribution function estimation, FOS: Mathematics, 62E17, 62H10, 37H

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
12
Average
Top 10%
Average
Green
gold