• Title/Summary/Keyword: nonparametric statistical method

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First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier

  • Park, Chun-Gun
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.333-344
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    • 2012
  • We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

Local Bandwidth Selection for Nonparametric Regression

  • Lee, Seong-Woo;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.453-463
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    • 1997
  • Nonparametric kernel regression has recently gained widespread acceptance as an attractive method for the nonparametric estimation of the mean function from noisy regression data. Also, the practical implementation of kernel method is enhanced by the availability of reliable rule for automatic selection of the bandwidth. In this article, we propose a method for automatic selection of the bandwidth that minimizes the asymptotic mean square error. Then, the estimated bandwidth by the proposed method is compared with the theoretical optimal bandwidth and a bandwidth by plug-in method. Simulation study is performed and shows satisfactory behavior of the proposed method.

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Statistical Bias and Inflated Variance in the Genehunter Nonparametric Linkage Test Statistic

  • Song, Hae-Hiang;Choi, Eun-Kyeong
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.373-381
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    • 2009
  • Evidence of linkage is expressed as a decreasing trend of the squared trait difference of two siblings with increasing identical by descent scores. In contrast to successes in the application of a parametric approach of Haseman-Elston regression, notably low powers are demonstrated in the nonparametric linkage analysis methods for complex traits and diseases with sib-pairs data. We report that the Genehunter nonparametric linkage statistic is biased and furthermore the variance formula that they used is an inflated one, and this is one reason for a low performance. Thus, we propose bias-corrected nonparametric linkage statistics. Simulation studies comparing our proposed nonparametric test statistics versus the existing test statistics suggest that the bias-corrected new nonparametric test statistics are more powerful and attains efficiencies close to that of Haseman-Elston regression.

Small Area Estimation via Nonparametric Mixed Effects Model

  • Jeong, Seok-Oh;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.457-464
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    • 2012
  • Small area estimation is a statistical inference method to overcome the large variance due to the small sample size allocated in a small area. Recently some nonparametric estimators have been applied to small area estimation. In this study, we suggest a nonparametric mixed effect small area estimator using kernel smoothing and compare the small area estimators using labor statistics.

Nonparametric Method Using an Alignment Method in a Randomized Block Design with Replications (반복이 있는 랜덤화 블록 계획법에서 정렬 방법을 이용한 비모수 검정법)

  • Lee, Min-Hee;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.77-84
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    • 2012
  • Mack and Skillings (1980) proposed a typical nonparametric method in a randomized block design with replications. However, this method may lose information because of the use of average observations instead of individual observations. In this paper, we proposed a nonparametric method that employed an aligned method suggested by Hodges and Lehmann (1962) under a randomized block design with replications. In addition, the comparative results of a Monte Carlo power study are presented.

A Simple Nonparametric Test of Complete Independence

  • Park, Cheol-Yong
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.411-416
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    • 1998
  • A simple nonparametric test of complete or total independence is suggested for continuous multivariate distributions. This procedure first discretizes the original variables based on their order statistics, and then tests the hypothesis of complete independence for the resulting contingency table. Under the hypothesis of independence, the chi-squared test statistic has an asymptotic chi-squared distribution. We present a simulation study to illustrate the accuracy in finite samples of the limiting distribution of the test statistic. We compare our method to another nonparametric test of complete independence via a simulation study. Finally, we apply our method to the residuals from a real data set.

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Semiparametric and Nonparametric Modeling for Matched Studies

  • Kim, In-Young;Cohen, Noah
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.179-182
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    • 2003
  • This study describes a new graphical method for assessing and characterizing effect modification by a matching covariate in matched case-control studies. This method to understand effect modification is based on a semiparametric model using a varying coefficient model. The method allows for nonparametric relationships between effect modification and other covariates, or can be useful in suggesting parametric models. This method can be applied to examining effect modification by any ordered categorical or continuous covariates for which cases have been matched with controls. The method applies to effect modification when causality might be reasonably assumed. An example from veterinary medicine is used to demonstrate our approach. The simulation results show that this method, when based on linear, quadratic and nonparametric effect modification, can be more powerful than both a parametric multiplicative model fit and a fully nonparametric generalized additive model fit.

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Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model

  • Hong, Jee-Chang
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.545-556
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    • 2005
  • Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that {$\^{F}_{c,a}$(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$.

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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