• Title/Summary/Keyword: nonparametric model

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Local linear regression analysis for interval-valued data

  • Jang, Jungteak;Kang, Kee-Hoon
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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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.

Empirical variogram for achieving the best valid variogram

  • Mahdi, Esam;Abuzaid, Ali H.;Atta, Abdu M.A.
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.547-568
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    • 2020
  • Modeling the statistical autocorrelations in spatial data is often achieved through the estimation of the variograms, where the selection of the appropriate valid variogram model, especially for small samples, is crucial for achieving precise spatial prediction results from kriging interpolations. To estimate such a variogram, we traditionally start by computing the empirical variogram (traditional Matheron or robust Cressie-Hawkins or kernel-based nonparametric approaches). In this article, we conduct numerical studies comparing the performance of these empirical variograms. In most situations, the nonparametric empirical variable nearest-neighbor (VNN) showed better performance than its competitors (Matheron, Cressie-Hawkins, and Nadaraya-Watson). The analysis of the spatial groundwater dataset used in this article suggests that the wave variogram model, with hole effect structure, fitted to the empirical VNN variogram is the most appropriate choice. This selected variogram is used with the ordinary kriging model to produce the predicted pollution map of the nitrate concentrations in groundwater dataset.

Asymptotic Relative Efficiencies of the Nonparametric Relative Risk Estimators for the Two Sample Proportional Hazard Model

  • Cho, Kil-Ho;Lee, In-Suk;Choi, Jeen-Kap;Jeong, Seong-Hwa;Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.103-110
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    • 1999
  • In this paper, we summarize some relative risk estimators under the two sample model with proportional hazard and examine the relative efficiencies of the nonparametric estimators relative to the maximum likelihood estimator of a parametric survival function under random censoring model by comparing their asymptotic variances.

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Monotone Local Linear Quasi-Likelihood Response Curve Estimates

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.273-283
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    • 2006
  • In bioassay, the response curve is usually assumed monotone increasing, but its exact form is unknown, so it is very difficult to select the proper functional form for the parametric model. Therefore, we should probably use the nonparametric regression model rather than the parametric model unless we have at least the partial information about the true response curve. However, it is well known that the nonparametric regression estimate is not necessarily monotone. Therefore the monotonizing transformation technique is of course required. In this paper, we compare the finite sample properties of the monotone transformation methods which can be applied to the local linear quasi-likelihood response curve estimate.

Bootstrap tack of Fit Test based on the Linear Smoothers

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.357-363
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    • 1998
  • In this paper we propose a nonparametric lack of fit test based on the bootstrap method for testing the null parametric linear model by using linear smoothers. Most of existing nonparametric test statistics are based on the residuals. Our test is based on the centered bootstrap residuals. Power performance of proposed bootstrap lack of fit test is investigated via Monte carlo simulation.

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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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    • v.35 no.1
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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.

On statistical properties of some dierence-based error variance estimators in nonparametric regression with a finite sample

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.575-587
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    • 2011
  • We investigate some statistical properties of several dierence-based error variance estimators in nonparametric regression model. Most of existing dierence-based methods are developed under asymptotical properties. Our focus is on the exact form of mean and variance for the lag-k dierence-based estimator and the second-order dierence-based estimator in a nite sample size. Our approach can be extended to Tong's estimator (2005) and be helpful to obtain optimal k.

Nonparametric Test for Multivariate Location Translation Alternatives

  • Na, Jong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.799-809
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    • 2000
  • In this paper we propose a nonparametric one sided test for location parameters in p-variate(p$\geq$2) location translation model. The exact null distributions of test statistics are calculated by permutation principle in the case of relatively small sample sizes and the asymptotic distributions are also considered. The powers of various tests are compared through computer simulation and thep-values with real data are also suggested through example.

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COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS

  • Shen, Aiting;Zhang, Yajing
    • Journal of the Korean Mathematical Society
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    • v.58 no.2
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    • pp.327-349
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    • 2021
  • In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

A Note on Asymptotic Relative Efficiency of the Nonparametric Reliability Estimation for the Proportional Hazards Model

  • Cha, Young-Joon;Lee, Jae-Man;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.173-177
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    • 1998
  • This paper presents the asymptotic relative efficiency of the nonparametric estimator relative to the parametric maximum likelihood estimator of the reliability function under the proportional hazards model of random censorship. Also we examine the efficiency loss due to censoring proportions and misson times.

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