• 제목/요약/키워드: local Statistics

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A Study on Properties of the survival function Estimators with Weibull approximation

  • Lee, Jae-Man;Cha, Young-Joon
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.05a
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    • pp.109-119
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    • 2003
  • In this paper we propose a local smoothing of the Nelson type estimator for the survival function based on an approximation by the Weibull distribution function. It appears that Mean Square Error and Bias of the smoothed estimator of the Nelson type survival function estimator is significantly smaller then that of the smoothed estimator of the Kaplan-Meier survival function estimator.

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k-Sample Rank Procedures for Ordered Location-Scale Alternatives

  • Park, Hee-Moon
    • Journal of Korean Society for Quality Management
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    • v.22 no.2
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    • pp.166-176
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

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Signed Linear Rank Statistics for Autoregressive Processes

  • Kim, Hae-Kyung;Kim, Il-Kyu
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.198-212
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    • 1995
  • This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both underthe null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

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Detecting Influential Observations on the Smoothing Parameter in Nonparametric Regression

  • Kim, Choong-Rak;Jeon, Jong-Woo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.495-506
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    • 1995
  • We present formula for detecting influential observations on the smoothing parameter in smoothing spline. Further, we express them as functions of basic building blocks such as residuals and leverage, and compare it with the local influence approach by Thomas (1991). An example based on a real data set is given.

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Iris Lesion recognition System using Higher Order Local Autocorrelation Features and Back-propagation (HLAF 특징과 신경망을 이용한 홍채 병변 인식 시스템)

  • Jeong, Yu-Jeong;Jung, Chai-Yeoung
    • Proceedings of the Korea Information Processing Society Conference
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    • 2002.11a
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    • pp.723-726
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    • 2002
  • 기존의 화상처리 방법으로는 불필요한 정보까지 포함하여 특징을 추출하여 많은 시간이 소용된다는 문제점이 있었다. 본 논문에서 적합한 HLAF 알고리즘를 이용하여 홍채 병변 인식의 수렴속도를 빠르게 하는 신경망을 사용하였으며, HLAF 알고리즘이 일반 BP 알고리즘보다 수렴속도면과 병변 추출 인식면에서 훨씬 우수함을 보였다.

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A NOTE ON SOBOLEV TYPE TRACE INEQUALITIES FOR s-HARMONIC EXTENSIONS

  • Yongrui Tang;Shujuan Zhou
    • Journal of the Korean Mathematical Society
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    • v.61 no.2
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    • pp.341-356
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    • 2024
  • In this paper, apply the regularities of the fractional Poisson kernels, we establish the Sobolev type trace inequalities of homogeneous Besov spaces, which are invariant under the conformal transforms. Also, by the aid of the Carleson measure characterizations of Q type spaces, the local version of Sobolev trace inequalities are obtained.

Change-Points with Jump in Nonparametric Regression Functions

  • Kim, Jong-Tae
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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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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Influence Analysis on a Test Statistic in Canonical Correlation Analysis

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.347-355
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    • 2001
  • We propose a method for detecting influential observations that have a large influence on the likelihood ratio test statistic for the two sets of variables are uncorrelated with one another. For this purpose we derive a local influence measure for the likelihood ratio test statistic under certain perturbation scheme. An illustrative example is given to show the effectiveness of the proposed method on the identification of influential observations.

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Multiclass Support Vector Machines with SCAD

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.655-662
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    • 2012
  • Classification is an important research field in pattern recognition with high-dimensional predictors. The support vector machine(SVM) is a penalized feature selector and classifier. It is based on the hinge loss function, the non-convex penalty function, and the smoothly clipped absolute deviation(SCAD) suggested by Fan and Li (2001). We developed the algorithm for the multiclass SVM with the SCAD penalty function using the local quadratic approximation. For multiclass problems we compared the performance of the SVM with the $L_1$, $L_2$ penalty functions and the developed method.

Asymptotic Relative Efficiency of t-test Following Transformations

  • Yeo, In-Kwon
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.467-476
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    • 1997
  • The two-sample t-test is not expected to be optimal when the two samples are not drawn from normal populations. According to Box and Cox (1964), the transformation is estimated to enhance the normality of the tranformed data. We investigate the asymptotic relative efficiency of the ordinary t-test versus t-test applied transformation introduced by Yeo and Johnson (1997) under Pitman local alternatives. The theoretical and simulation studies show that two-sample t-test using transformed date gives higher power than ordinary t-test for location-shift models.

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