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Approximating distribution functions by iterated function systems英文文献资料.doc

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Approximating distribution functions by iterated function systems英文文献资料

APPROXIMATINGDISTRIBUTIONFUNCTIONSBY ITERATEDFUNCTIONSYSTEMS STEFANOMARIAIACUSANDDAVIDELATORRE Received1August2003andinrevisedform24January2004 An iterated function system (IFS) on the space of distribution functions is built with theaimofproposinganewclassofdistribution functionestimators.OneIFSestimator anditsasymptotic properties arestudiedindetail.Wealsoproposeadensity estimator derivedfromtheIFSdistribution functionestimatorbyusingFourieranalysis.Relative e?ciencies of both estimators, for small and moderate sample sizes, are presented via MonteCarloanalysis. 1.Introduction Theiteratedfunctionsystems(IFSs)wereborninthemideighties[2,7]asapplications ofthetheoryofdiscretedynamicalsystemsandasusefultoolsforbuildings’fractalsand othersimilarsets.Somepossibleapplications ofIFSscanbefoundinimageprocessing theory[4],inthetheoryofstochasticgrowthmodels[14],andinthetheoryofrandom dynamicalsystems[1,3,9].Hereweapplythismethodology toestimation. Thefundamental result[2]onwhichtheIFSmethodisbasedistheBanachcontrac- tion theorem. In practical applications, the crucial problem, usually called the inverse problem in the IFS literature, is formulated as follows. Given f in some metric space (S,d),?ndacontraction T:S→Sfromamongsomegivensetofcontractions thatad- mitsaunique?xedpoint f ∈Ssuchthatd(f,f)issmallenough. Infact,ifoneisable tosolvetheinverseproblemexactly,itispossibletoidentify f withtheoperatorTwhich hasitas?xedpoint. Thepaperisorganizedasfollows.Section2introducesacontractiveoperatorTonthe spaceofdistributionfunctionsandthede?nitionoftheinverseproblemforT.Section3 isdevotedtoestimation.WeproposeanIFSdistributionfunctionestimatorandwestudy itsproperties.Inparticular,wewillbeabletoestablishaGlivenko-Cantellitheorem,alaw oftheiterated-logarithm-type theorem,andresultsconcerninglocalasymptoticminimax e?ciency.Thenwederiveacharacteristicfunctionestimatorand,consequently,adensity functionestimatorobtainedviaFourieranalysis.Astheasy