Dağılım fonksiyonlarının yinelenmis fonksiyon sistemleri ile tahmini

Year 2014, Volume: 7 Issue: 1, 14 - 19, 25.05.2014

Figen Çilingir

https://izlik.org/JA94UB42XP

Abstract

Bir dağılım fonksiyonunun parametrik olmayan tahmin edicisi yinelenmis fonksiyon sistemleri kullanılarak

elde edilebilmektedir. Bu yönteme göre, bir dağılım fonksiyonunun tahmin edicisi, (X1, X2,…,Xn)

örneklemine bağlı olan bir p parametre vektörü ve w afin dönüsümleri ailesine göre tanımlanan T daralma

operatörünün bir sabit noktası olarak düsünülmektedir. Döviz kuru verisi üzerinde yapılan uygulamadan elde

edilen sonuçlar bir örnek olarak gösterilmistir.

Keywords

Fraktallar , yinelenmis fonksiyon sistemleri , dağılım fonksiyonu , parametrik olmayan tahmin , yoğunluk tahmini

Estimating the distribution functions by iterated function system

https://izlik.org/JA94UB42XP

Abstract

A class of nonparametric estimators of a distribution function base on the theory of iterated function systems

(IFS). The estimator is considered as the fixed point of a contractive operator T defined in terms of a vector of

parameters p and a family of affine maps which can be both depend on the sample (X1, X2,…,Xn). An

application to exchange data is showed as an example.

Keywords

Fractals , iterated function systems , distribution function estimation , nonparametric estimation , density estimation.

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