
arXiv: math/0111152
handle: 2434/9804
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.
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
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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