• Title/Summary/Keyword: Difference Kernel estimators

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Test for Discontinuities in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.709-717
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    • 2008
  • The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.

Bandwidth selection for discontinuity point estimation in density (확률밀도함수의 불연속점 추정을 위한 띠폭 선택)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.79-87
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    • 2012
  • In the case that the probability density function has a discontinuity point, Huh (2002) estimated the location and jump size of the discontinuity point based on the difference between the right and left kernel density estimators using the one-sided kernel function. In this paper, we consider the cross-validation, made by the right and left maximum likelihood cross-validations, for the bandwidth selection in order to estimate the location and jump size of the discontinuity point. This method is motivated by the one-sided cross-validation of Hart and Yi (1998). The finite sample performance is illustrated by simulated example.

Comparison of Jump-Preserving Smoothing and Smoothing Based on Jump Detector

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.519-528
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    • 2009
  • This paper deals with nonparametric estimation of discontinuous regression curve. Quite number of researches about this topic have been done. These researches are classified into two categories, the indirect approach and direct approach. The major goal of the indirect approach is to obtain good estimates of jump locations, whereas the major goal of the direct approach is to obtain overall good estimate of the regression curve. Thus it seems that two approaches are quite different in nature, so people say that the comparison of two approaches does not make much sense. Therefore, a thorough comparison of them is lacking. However, even though the main issue of the indirect approach is the estimation of jump locations, it is too obvious that we have an estimate of regression curve as the subsidiary result. The point is whether the subsidiary result of the indirect approach is as good as the main result of the direct approach. The performance of two approaches is compared through a simulation study and it turns out that the indirect approach is a very competitive tool for estimating discontinuous regression curve itself.

A NEW NON-PARAMETRIC APPROACH TO DETERMINE PROPER MOTIONS OF STAR CLUSTERS

  • PRIYATIKANTO, RHOROM;ARIFYANTO, MOCHAMAD IKBAL
    • Publications of The Korean Astronomical Society
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    • v.30 no.2
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    • pp.271-273
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    • 2015
  • The bulk motion of star clusters can be determined after careful membership analysis using parametric or non-parametric approaches. This study aims to implement non-parametric membership analysis based on Binned Kernel Density Estimators which takes into account measurements errors (simply called BKDE-e) to determine the average proper motion of each cluster. This method is applied to 178 selected star clusters with angular diameters less than 20 arcminutes. Proper motion data from UCAC4 are used for membership determination. Non-parametric analysis using BKDE-e successfully determined the average proper motion of 129 clusters, with good accuracy. Compared to COCD and NCOVOCC, there are 79 clusters with less than $3{\sigma}$ difference. Moreover, we are able to analyse the distribution of the member stars in vector point diagrams which is not always a normal distribution.