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Approximating distribution functions by iterated function systems

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  • Stefano Maria Iacus
  • Davide La Torre

Abstract

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.

Suggested Citation

  • Stefano Maria Iacus & Davide La Torre, 2002. "Approximating distribution functions by iterated function systems," Departmental Working Papers 2002-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    • Handle: RePEc:mil:wpdepa:2002-03
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    File URL: http://wp.demm.unimi.it/files/wp/2002/DEMM-2002_003wp.pdf
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    References listed on IDEAS

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    1. Kwiecinska, Anna A. & Slomczynski, Wojciech, 2000. "Random dynamical systems arising from iterated function systems with place-dependent probabilities," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 401-407, December.
    2. L. Montrucchio & F. Privileggi, 1999. "Fractal steady states instochastic optimal control models," Annals of Operations Research, Springer, vol. 88(0), pages 183-197, January.
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    Cited by:

    1. Marsiglio, Simone & La Torre, Davide, 2012. "Population dynamics and utilitarian criteria in the Lucas–Uzawa Model," Economic Modelling, Elsevier, vol. 29(4), pages 1197-1204.
    2. Stefano Maria Iacus & Davide La Torre, 2002. "On fractal distribution function estimation and applications," Departmental Working Papers 2002-07, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    3. La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2015. "Self-similar measures in multi-sector endogenous growth models," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 40-56.
    4. Bucci, Alberto & Florio, Massimo & La Torre, Davide, 2012. "Government spending and growth in second-best economies," Economic Modelling, Elsevier, vol. 29(3), pages 654-663.
    5. La Torre, Davide & Marsiglio, Simone & Privileggi, Fabio, 2011. "Fractals and Self-Similarity in Economics: the Case of a Stochastic Two-Sector Growth Model," POLIS Working Papers 157, Institute of Public Policy and Public Choice - POLIS.

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