• Title/Summary/Keyword: Nonparametric method

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A nonparametric test for parallelism of regression lines against ordered alternatives (회귀직선 기울기의 순서성에 대한 비모수적 검정법)

  • 송문섭;이기훈;김순옥
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.401-408
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    • 1993
  • This paper suggests a nonparametric test for the parallelism of several regression lines against ordered alternatives. The test statistic is an extension of the Potthoff statistic. The asymptotic variance of the proposed statistic is estimated by Bootstrap method. The proposed test are compared with the Adichie's parametric and nonparametric tests.

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The Analysis of power of the Test Statistics for the Randomized Block Design (확률화 블록 실험계획 모형에서 검정 통계량들의 검정력 분석)

  • 배현웅;김제영
    • Journal of the military operations research society of Korea
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    • v.27 no.2
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    • pp.124-133
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    • 2001
  • The purpose of this study is investigate the differences among parametric and nonparametric test statistics for the tree alternative hypothesis in the randomized block design. As the results, it was found that there was no large differences among parametric and nonparametric test statistics in power when the block sizes were larger, and Hollander's statistic had better power than other nonparametric test statistics. It is recommended that Hollander's test statistic is more useful method when we have no information about the distribution of population.

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Comparison of estimation methods for expectile regression (평률 회귀분석을 위한 추정 방법의 비교)

  • Kim, Jong Min;Kang, Kee-Hoon
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.343-352
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    • 2018
  • We can use quantile regression and expectile regression analysis to estimate trends in extreme regions as well as the average trends of response variables in given explanatory variables. In this paper, we compare the performance between the parametric and nonparametric methods for expectile regression. We introduce each estimation method and analyze through various simulations and the application to real data. The nonparametric model showed better results if the model is complex and difficult to deduce the relationship between variables. The use of nonparametric methods can be recommended in terms of the difficulty of assuming a parametric model in expectile regression.

An Improved Nonparametric Change Detection Algorithm Using Euler Number and Structure Tensor (오일러 수와 구조 텐서를 사용한 개선된 Nonparametric 변화 검출 알고리즘)

  • 이웅희;김태희;정동석
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.10C
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    • pp.958-966
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    • 2003
  • Change detection algorithms based on frame difference are frequently used for finding moving objects in image sequences. These algorithms detect the change of frames using estimated statistical background model. But, if this estimated background model is different from the actual statistical distribution, false detections are generated. In this paper, we propose an improved change detection algorithm using euler number and structure tensor. The proposed mapping method which is based on the euler number can be used for reducing the false detections that generated by nonparametric change detection algorithm. In this paper, the change in the region of moving object also can be detected by the proposed method using structure tensor. Experimental result shows that the proposed method reduces the false detections effectively by 90% on "Weather", by 34% on "Mother & daughter" and by 43% on "Aisle" than an existing method does.

FINDING THE INTERSECTION POINT OF A NONPARAMETRIC SURFACE AND A LINE IN $R^3$

  • Kim, Hoi-Sub;Jo, Chang-Mog;Lee, Se-Joon;Jun, Cha-Soo
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.7 no.1
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    • pp.1-5
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    • 2003
  • We suggest Bisection method, Fixed point method and Newton's method for finding the intersection point of a nonparametric surface and a line in $R^3$ and apply ray-tracing in Color Picture Tube or Color Display Tube.

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THE STUDY OF PARAMETRIC AND NONPARAMETRIC MIXTURE DENSITY ESTIMATOR FOR FLOOD FREQUENCY ANALYSIS

  • Moon, Young-Il
    • Water Engineering Research
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    • v.1 no.1
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    • pp.49-61
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    • 2000
  • Magnitude-frequency relationships are used in the design of dams, highway bridges, culverts, water supply systems, and flood control structures. In this paper, possible techniques for analyzing flood frequency at a site are presented. A currently used approach to flood frequency analysis is based on the concept of parametric statistical inference. In this analysis, the assumption is make that the distribution function describing flood data in known. However, such an assumption is not always justified. Even though many people have shown that the nonparametric method provides a better fit to the data than the parometric method and gives more reliable flood estimates. the noparpmetric method implies a small probability in extrapolation beyond the highest observed data in the sample. Therefore, a remedy is presented in this paper by introducing an estimator which mixes parametric and nonparametric density estimate.

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A Study on Statistical Classification of Wear Debris Morphology

  • Cho, Unchung
    • KSTLE International Journal
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    • v.2 no.1
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    • pp.35-39
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    • 2001
  • In this paper, statistical approach is undertaken to investigate the classification of wear debris which is the key function of objective assessment of wear debris morphology. Wear tests are run to produce various kinds of wear debris. The images of wear debris from wear tests are captured with image acquisition equipment. By thresholding, two-dimensional binary images of wear debris are made and, then, morphological parameters are used to quantify the images of debris. Parametric and nonparametric discriminant method are employed to classify wear debris into predefined wear conditions. It is demonstrated that classification accuracy of parametric and nonparametric discriminant method is similar. The selected use of morphological parameters by stepwise discriminant analysis can generally improve the classification accuracy of parametric and nonparametric discriminant method.

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Nonparametric method in one-way layout based on joint placement (일원배치법에서 결합위치를 이용한 비모수 검정법)

  • Jeon, Kyoung-Ah;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.729-739
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    • 2016
  • Kruskal and Wallis (1952) proposed a nonparametric method to test the differences between more than three independent treatments. This procedure uses rank in mixed sample combined with more than three unlike populations. This paper proposes a the new procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007). A Monte Carlo simulation study is adapted to compare the power of the proposed method with previous methods.

The Nonparametric Estimation of Interest Rate Model and the Pricing of the Market Price of Interest Rate Risk (비모수적 이자율모형 추정과 시장위험가격 결정에 관한 연구)

  • Lee, Phil-Sang;Ahn, Seong-Hark
    • The Korean Journal of Financial Management
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    • v.20 no.2
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    • pp.73-94
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    • 2003
  • In general, the interest rate is forecasted by the parametric method which assumes the interest rate follows a certain distribution. However the method has a shortcoming that forecasting ability would decline when the interest rate does not follow the assumed distribution for the stochastic behavior of interest rate. Therefore, the nonparametric method which assumes no particular distribution is regarded as a superior one. This paper compares the interest rate forecasting ability between the two method for the Monetary Stabilization Bond (MSB) market in Korea. The daily and weekly data of the MSB are used during the period of August 9th 1999 to February 7th 2003. In the parametric method, the drift term of the interest rate process shows the linearity while the diffusion term presents non-linear decline. Meanwhile in the nonparametric method, both drift and diffusion terms show the radical change with nonlinearity. The parametric and nonparametric methods present a significant difference in the market price of interest rate risk. This means in forecasting the interest rate and the market price of interest rate risk, the nonparametric method is more appropriate than the parametric method.

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The Rank Transform Method in Nonparametric Fuzzy Regression Model

  • Choi, Seung-Hoe;Lee, Myung-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.617-624
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    • 2004
  • In this article the fuzzy number rank and the fuzzy rank transformation method are introduced in order to analyse the non-parametric fuzzy regression model which cannot be described as a specific functional form such as the crisp data and fuzzy data as a independent and dependent variables respectively. The effectiveness of fuzzy rank transformation methods is compared with other methods through the numerical examples.

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