• Title/Summary/Keyword: nonparametric statistical method

Search Result 190, Processing Time 0.029 seconds

Nonparametric method using aligned method and linear placement statistics in randomized block design with replications (반복이 있는 랜덤화블록 모형에서 정렬방법과 선형위치통계량을 이용한 비모수 검정법)

  • Jeon, Soyoung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
    • /
    • v.30 no.2
    • /
    • pp.281-290
    • /
    • 2017
  • Mack and Skillings (1980) proposed a nonparametric method in a randomized block design with replications. This method employs the mean of observations instead of each observation. However, it has the inherent disadvantage that there may be a loss of information. In this paper, we proposed a nonparametric method that employees an aligned method and linear placement statistics to supplement its weakness. A Monte-Carlo study is performed to compare the power of the proposed method with previous methods.

PRELIMINARY DETECTION FOR ARCH-TYPE HETEROSCEDASTICITY IN A NONPARAMETRIC TIME SERIES REGRESSION MODEL

  • HWANG S. Y.;PARK CHEOLYONG;KIM TAE YOON;PARK BYEONG U.;LEE Y. K.
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.2
    • /
    • pp.161-172
    • /
    • 2005
  • In this paper a nonparametric method is proposed for detecting conditionally heteroscedastic errors in a nonparametric time series regression model where the observation points are equally spaced on [0,1]. It turns out that the first-order sample autocorrelation of the squared residuals from the kernel regression estimates provides essential information. Illustrative simulation study is presented for diverse errors such as ARCH(1), GARCH(1,1) and threshold-ARCH(1) models.

FREQUENCY HISTOGRAM MODEL FOR LINE TRANSECT DATA WITH AND WITHOUT THE SHOULDER CONDITION

  • EIDOUS OMAR
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.1
    • /
    • pp.49-60
    • /
    • 2005
  • In this paper we introduce a nonparametric method for estimating the probability density function of detection distances in line transect sampling. The estimator is obtained using a frequency histogram density estimation method. The asymptotic properties of the proposed estimator are derived and compared with those of the kernel estimator under the assumption that the data collected satisfy the shoulder condition. We found that the asymptotic mean square error (AMSE) of the two estimators have about the same convergence rate. The formula for the optimal histogram bin width is derived which minimizes AMSE. Moreover, the performances of the corresponding k-nearest-neighbor estimators are studied through simulation techniques. In the absence of our knowledge whether the shoulder condition is valid or not a new semi-parametric model is suggested to fit the line transect data. The performances of the proposed two estimators are studied and compared with some existing nonparametric and semiparametric estimators using simulation techniques. The results demonstrate the superiority of the new estimators in most cases considered.

Nonparametric Multiple Comparison Procedure Using Alignment Method Under Randomized Block Design (랜덤화 블록 모형에서 정렬 방법을 이용한 비모수 다중비교법)

  • Han, Ji-Ung;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
    • /
    • v.19 no.3
    • /
    • pp.555-564
    • /
    • 2006
  • Friedman rank-sum multiple comparison procedure is often applied to nonparametric multiple comparison method under randomized block design. Since this method does not use between-block information, we propose, in this paper, nonparametric multiple comparison procedures employing aligned method suggested by Hedges and Lehmann(1962) under randomized block design. The proposed procedure and Friedman procedure are compared by Monte Carlo simulation study.

A study on bandwith selection based on ASE for nonparametric density estimators

  • Kim, Tae-Yoon
    • Journal of the Korean Statistical Society
    • /
    • v.29 no.3
    • /
    • pp.307-313
    • /
    • 2000
  • Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

  • PDF

Nonparametric Inference for Accelerated Life Testing (가속화 수명 실험에서의 비모수적 추론)

  • Kim Tai Kyoo
    • Journal of Korean Society for Quality Management
    • /
    • v.32 no.4
    • /
    • pp.242-251
    • /
    • 2004
  • Several statistical methods are introduced 1=o analyze the accelerated failure time data. Most frequently used method is the log-linear approach with parametric assumption. Since the accelerated failure time experiments are exposed to many environmental restrictions, parametric log-linear relationship might not be working properly to analyze the resulting data. The models proposed by Buckley and James(1979) and Stute(1993) could be useful in the situation where parametric log-linear method could not be applicable. Those methods are introduced in accelerated experimental situation under the thermal acceleration and discussed through an illustrated example.

A Nonparametric Test on Mean Difference of DEA Efficiency Estimates - Bootstrapping Approach- (DEA의 효율성 평균 차이에 대한 비모수적 검증-부트스트랩 접근법-)

  • 민재형;김진한
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.24 no.2
    • /
    • pp.53-68
    • /
    • 1999
  • This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

  • PDF

On Practical Choice of Smoothing Parameter in Nonparametric Classification (베이즈 리스크를 이용한 커널형 분류에서 평활모수의 선택)

  • Kim, Rae-Sang;Kang, Kee-Hoon
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.2
    • /
    • pp.283-292
    • /
    • 2008
  • Smoothing parameter or bandwidth plays a key role in nonparametric classification based on kernel density estimation. We consider choosing smoothing parameter in nonparametric classification, which optimize the Bayes risk. Hall and Kang (2005) clarified the theoretical properties of smoothing parameter in terms of minimizing Bayes risk and derived the optimal order of it. Bootstrap method was used in their exploring numerical properties. We compare cross-validation and bootstrap method numerically in terms of optimal order of bandwidth. Effects on misclassification rate are also examined. We confirm that bootstrap method is superior to cross-validation in both cases.

Analysis of various statistical techniques used in the articles published during last 19 years in The Journal of Korean Acupuncture & Moxibusition Society (침구학회지 논문에 응용된 통계방식에 관한 연구 -1984 창간호부터 2002년 19권 6호까지 19년간-)

  • Lee, Seung-deok
    • Journal of Acupuncture Research
    • /
    • v.20 no.1
    • /
    • pp.144-158
    • /
    • 2003
  • This study was carried out to investigate what kinds of statistical techniques have been used to analyze data from oriental medicine research, For study, 551 original articles which used statistical techniques in their data analysis were selected form the articles published in The journal of Korean Acupuncture & Moxibustion Society(JKAMS) between 1984 to 2002. among them, 122 articles used descriptive statistics while 429 articles used inferential statistics for data analysis. For that 429 articles, t-test (189 articles), analysis fo variance (111 articles), chi-square test (14 articles), correlation (10 articles), regression analysis (4 articles), factor analysis(5 articles), or nonparametric test (23 articles) were chose to analyze the data. Nonparametric approach has substantial power in case data do not meet the assumption of normality. This method is not only easy to use ut also provides measures of the statistical variation of nominal and ordinal scale. This study shows that more and more recent papers use nonparametric test compared to the old articles. nine different statistical software or packages (SAS, SPSS, Statview, Minitab, Sigma plot, ISP, Graphpad prism, Excel, Access) have been used in the articles published JKMAS. High level statistical techniques such as SAS, SPSS, and Statview are user friendly and used most for acupuncture and Moxibustion research. Including tables and plots in an article facilitates understanding family process data from a descriptive standpoint, minimized erroneous statistical conclusions, and clarifies theoretically important relationships among variables. Table and plots have been used 500 and 233 articles, respectively. A computer procedure is proposed and illustrated with statistical packages using SAS, SPSS, Statview and ISP.

  • PDF

Nonparametric procedures using aligned method and linear placement statistics in randomized block design (랜덤화 블록 계획법에서 정렬방법과 선형위치통계량을 이용한 비모수 검정법)

  • Han, Jinjoo;Kim, Dongjae
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.7
    • /
    • pp.1411-1419
    • /
    • 2016
  • Nonparametric procedures in randomized block design was proposed by Friedman (1937) as a general alternative. This method is used to find out the difference in treatment effect. It can cause a loss of inter block information using the ranking in each block. This paper proposed nonparametric procedures using an aligned method proposed by Hodges and Lehmann (1962) to reduce block information based on joint placement suggest by Jo and Kim (2013) in a randomized block design. We also compared the power of the test of the proposed procedures and established method through a Monte Carlo simulation.