• Title/Summary/Keyword: Nonparametric regression

검색결과 191건 처리시간 0.026초

Local linear regression analysis for interval-valued data

  • Jang, Jungteak;Kang, Kee-Hoon
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.365-376
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    • 2020
  • Interval-valued data, a type of symbolic data, is given as an interval in which the observation object is not a single value. It can also occur frequently in the process of aggregating large databases into a form that is easy to manage. Various regression methods for interval-valued data have been proposed relatively recently. In this paper, we introduce a nonparametric regression model using the kernel function and a nonlinear regression model for the interval-valued data. We also propose applying the local linear regression model, one of the nonparametric methods, to the interval-valued data. Simulations based on several distributions of the center point and the range are conducted using each of the methods presented in this paper. Various conditions confirm that the performance of the proposed local linear estimator is better than the others.

On a Transformation Technique for Nonparametric Regression

  • Kim, Woochul;Park, Byeong U.
    • Journal of the Korean Statistical Society
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    • 제25권2호
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    • pp.217-233
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    • 1996
  • This paper gives a rigorous proof of an asymptotic result about bias and variance for a transformation-based nonparametric regression estimator proposed by Park et al (1995).

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Nonparametric Regression with Left-Truncated and Right-Censored Data

  • Park, Jinho
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.791-800
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    • 1999
  • Gross and Lai(1996) proposed a new approach for ordinary regression with left-truncated and right-censored (I.t.r.c) data. This paper shows how to apply nonparametric algorithms such as multivariate adaptive regression splines to 1.t.r.c data.

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

  • 김종민;강기훈
    • 응용통계연구
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    • 제31권3호
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    • pp.343-352
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    • 2018
  • 설명변수가 주어졌을 때 반응변수의 평균적인 추세뿐만 아니라 극단적인 지역에서의 추세에 대해서 추정하고 싶거나 반응변수 분포의 일반적인 탐색을 위해서는 분위수 회귀분석과 평률 회귀분석을 사용할 수 있다. 본 논문에서는 평률 회귀모형의 추정을 위한 모수적 방법과 비모수적 방법의 성능을 비교하고자 한다. 이를 위해 각 추정 방법을 소개하고 여러 상황의 모의실험 및 실제자료에의 적용을 통해 비교 분석을 실시하였다. 모형에 따라 성능 차이가 있는데 자료의 형태가 복잡하여 변수 간의 관계를 유추하기 힘들 경우 비모수적으로 추정한 평률 회귀분석모형이 더욱 좋은 결과를 보였다. 일반적인 회귀분석의 경우와 달리 평률의 경우 후보가 되는 모수 모형을 상정하기 어렵다는 측면에서 볼 때, 비모수적 방법의 사용이 추천될 수 있다.

중도절단된 자료에 대한 가법회귀모형 (Additive Regression Models for Censored Data)

  • 김철기
    • 품질경영학회지
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    • 제24권1호
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    • pp.32-43
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    • 1996
  • In this paper we develop nonparametric methods for regression analysis when the response variable is subject to censoring that arises naturally in quality engineering. This development is based on a general missing information principle that enables us to apply, via an iterative scheme, nonparametric regression techniques for complete data to iteratively reconstructed data from a given sample with censored observations. In particular, additive regression models are extended to right-censored data. This nonparametric regression method is applied to a simulated data set and the estimated smooth functions provide insights into the relationship between failure time and explanatory variables in the data.

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Nonparametric M-Estimation for Functional Spatial Data

  • Attouch, Mohammed Kadi;Chouaf, Benamar;Laksaci, Ali
    • Communications for Statistical Applications and Methods
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    • 제19권1호
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    • pp.193-211
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    • 2012
  • This paper deals with robust nonparametric regression analysis when the regressors are functional random fields. More precisely, we consider $Z_i=(X_i,Y_i)$, $i{\in}\mathbb{N}^N$ be a $\mathcal{F}{\times}\mathbb{R}$-valued measurable strictly stationary spatial process, where $\mathcal{F}$ is a semi-metric space and we study the spatial interaction of $X_i$ and $Y_i$ via the robust estimation for the regression function. We propose a family of robust nonparametric estimators for regression function based on the kernel method. The main result of this work is the establishment of the asymptotic normality of these estimators, under some general mixing and small ball probability conditions.

Change-Points with Jump in Nonparametric Regression Functions

  • Kim, Jong-Tae
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 춘계학술대회
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    • pp.193-199
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    • 2005
  • A simple method is proposed to detect the number of change points with jump discontinuities in nonparamteric regression functions. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Also, the proposed methodology is suggested as the test statistic for detecting of change points and the direction of jump discontinuities.

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NONPARAMETRIC ESTIMATION OF THE VARIANCE FUNCTION WITH A CHANGE POINT

  • Kang Kee-Hoon;Huh Jib
    • Journal of the Korean Statistical Society
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    • 제35권1호
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    • pp.1-23
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    • 2006
  • In this paper we consider an estimation of the discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of the change point in the variance function and then construct an estimator of the entire variance function. We examine the rates of convergence of these estimators and give results for their asymptotics. Numerical work reveals that using the proposed change point analysis in the variance function estimation is quite effective.

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

  • 송문섭;이기훈;김순옥
    • 응용통계연구
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    • 제6권2호
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    • pp.401-408
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    • 1993
  • 본 논문에서는 회귀직선 기울기의 순서성에 대한 비모수적 검정법을 제안하였다. 자료의 정보를 최대한 활용하는 Potthoff 형태의 검정통계량을 붓스트랩 분산추정량으로 표준화하여 점근 분포무관 검정을 한다. 또한 제안된 검정법의 특성과 효율을 대표본과 소표본에서 비교연구하였다.

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Diagnostic for Smoothing Parameter Estimate in Nonparametric Regression Model

  • In-Suk Lee;Won-Tae Jung
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.266-276
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    • 1995
  • We have considered the study of local influence for smoothing parameter estimates in nonparametric regression model. Practically, generalized cross validation(GCV) does not work well in the presence of data perturbation. Thus we have proposed local influence measures for GCV estimates and examined effects of diagnostic by above measures.

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