• 제목/요약/키워드: Difference Kernel estimators

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Test for Discontinuities in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • 제15권5호
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    • pp.709-717
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    • 2008
  • The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.

확률밀도함수의 불연속점 추정을 위한 띠폭 선택 (Bandwidth selection for discontinuity point estimation in density)

  • 허집
    • Journal of the Korean Data and Information Science Society
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    • 제23권1호
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    • pp.79-87
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    • 2012
  • Huh (2002)는 확률밀도함수가 하나의 불연속점을 가질 때, 한쪽방향커널함수를 이용하여 확률 밀도함수의 오른쪽과 왼쪽 커널추정량을 제시하여 그 차를 최대로 하는 점을 불연속점의 위치추정량으로 제안하였다. 커널추정량의 평활모수인 띠폭의 선택의 중요함은 익히 알려져 있다. 최대가능도 교차타당성은 확률밀도함수의 커널추정량에서 띠폭 선택의 기준으로 널리 쓰여지고 있다. 본 연구에서는 한쪽방향커널함수를 이용한 확률밀도함수의 오른쪽과 왼쪽 커널추정량들의 띠폭의 선택 방법을 Hart와 Yi (1998)의 한쪽방향교차타당성의 방법론을 최대가능도교차타당성에 적용하여 제안하고자 한다. 소표본 모의실험을 통하여 연구결과를 제시하고자 한다.

Comparison of Jump-Preserving Smoothing and Smoothing Based on Jump Detector

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.519-528
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    • 2009
  • This paper deals with nonparametric estimation of discontinuous regression curve. Quite number of researches about this topic have been done. These researches are classified into two categories, the indirect approach and direct approach. The major goal of the indirect approach is to obtain good estimates of jump locations, whereas the major goal of the direct approach is to obtain overall good estimate of the regression curve. Thus it seems that two approaches are quite different in nature, so people say that the comparison of two approaches does not make much sense. Therefore, a thorough comparison of them is lacking. However, even though the main issue of the indirect approach is the estimation of jump locations, it is too obvious that we have an estimate of regression curve as the subsidiary result. The point is whether the subsidiary result of the indirect approach is as good as the main result of the direct approach. The performance of two approaches is compared through a simulation study and it turns out that the indirect approach is a very competitive tool for estimating discontinuous regression curve itself.

A NEW NON-PARAMETRIC APPROACH TO DETERMINE PROPER MOTIONS OF STAR CLUSTERS

  • PRIYATIKANTO, RHOROM;ARIFYANTO, MOCHAMAD IKBAL
    • 천문학논총
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    • 제30권2호
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    • pp.271-273
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    • 2015
  • The bulk motion of star clusters can be determined after careful membership analysis using parametric or non-parametric approaches. This study aims to implement non-parametric membership analysis based on Binned Kernel Density Estimators which takes into account measurements errors (simply called BKDE-e) to determine the average proper motion of each cluster. This method is applied to 178 selected star clusters with angular diameters less than 20 arcminutes. Proper motion data from UCAC4 are used for membership determination. Non-parametric analysis using BKDE-e successfully determined the average proper motion of 129 clusters, with good accuracy. Compared to COCD and NCOVOCC, there are 79 clusters with less than $3{\sigma}$ difference. Moreover, we are able to analyse the distribution of the member stars in vector point diagrams which is not always a normal distribution.