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[Pietro Muliere <pietro.muliere@uni-bocconi.it>]

Istituto Metodi Quantitativi - Universitŕ L. Bocconi
Viale Isonzo, 25 - 20135 Milano
Tel. 02-58365629  - Fax 02-58365630



SEMINARIO


On fractal distribution function
estimation and applications



  Stefano Iacus
Dipartimento di Economia Politica Aziendale
Universita' degli Studi di Milano






Giovedě, 7 marzo  2002  ore 16.00
Aula IMQ (stanza n. 137)




Abstract:  We review some recent results concerning the approximations of 
distribution functions and measures on [0,1] based on iterated function 
systems. The two different approaches available in the literature are 
considered and their relation are investigated in the statistical 
perspective. In the second part of the paper we propose a new class of 
estimators for the distribution function and the related characteristic and 
density functions estimators.  Via Monte Carlo analysis we show that, for 
small sample sizes, the proposed estimator can be as efficient or even 
better than the empirical distribution function and the kernel density 
estimator respectively. This work is to be considered as a first attempt in 
the construction of new class of estimators based on fractal objects.