• Title/Summary/Keyword: Kernel smoother

Search Result 11, Processing Time 0.026 seconds

Detection of Change-Points by Local Linear Regression Fit;

  • Kim, Jong Tae;Choi, Hyemi;Huh, Jib
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.1
    • /
    • pp.31-38
    • /
    • 2003
  • A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.

Robust Nonparametric Regression Method using Rank Transformation

    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.2
    • /
    • pp.574-574
    • /
    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

Robust Nonparametric Regression Method using Rank Transformation

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.2
    • /
    • pp.575-583
    • /
    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

  • PDF

On Convex Combination of Local Constant Regression

  • Mun, Jung-Won;Kim, Choong-Rak
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.2
    • /
    • pp.379-387
    • /
    • 2006
  • Local polynomial regression is widely used because of good properties such as such as the adaptation to various types of designs, the absence of boundary effects and minimax efficiency Choi and Hall (1998) proposed an estimator of regression function using a convex combination idea. They showed that a convex combination of three local linear estimators produces an estimator which has the same order of bias as a local cubic smoother. In this paper we suggest another estimator of regression function based on a convex combination of five local constant estimates. It turned out that this estimator has the same order of bias as a local cubic smoother.

Bootstrap tack of Fit Test based on the Linear Smoothers

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
    • /
    • v.9 no.2
    • /
    • pp.357-363
    • /
    • 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.

  • PDF

Estimation of the Number of Change-Points with Local Linear Fit

  • Kim, Jong-Tae;Choi, Hey-Mi
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.251-260
    • /
    • 2002
  • The aim of this paper is to consider of detecting the location, the jump size and the number of change-points in regression functions by using the local linear fit which is one of nonparametric regression techniques. It is obtained the asymptotic properties of the change points and the jump sizes. and the correspondin grates of convergence for change-point estimators.

  • PDF

Change-Points with Jump in Nonparametric Regression Functions

  • Kim, Jong-Tae
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.04a
    • /
    • pp.193-199
    • /
    • 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.

  • PDF

Computed tomographic assessment of retrograde urohydropropulsion in male dogs and prediction of stone composition using Hounsfield unit in dogs and cats

  • Bruwier, Aurelie;Godart, Benjamin;Gatel, Laure;Leperlier, Dimitri;Bedu, Anne-Sophie
    • Journal of Veterinary Science
    • /
    • v.23 no.5
    • /
    • pp.65.1-65.10
    • /
    • 2022
  • Background: Persistent uroliths after a cystotomy in dogs are a common cause of surgical failure. Objectives: This study examined the following: the success rate of retrograde urohydropropulsion in male dogs using non-enhanced computed tomography (CT), whether the CT mean beam attenuation values in Hounsfield Units (mHU) measured in vivo could predict the urolithiasis composition and whether the selected reconstruction kernel may influence the measured mHU. Methods: All dogs and cats that presented with lower urinary tract uroliths and had a non-enhanced CT preceding surgery were included. In male dogs, CT was performed after retrograde urohydropropulsion to detect the remaining urethral calculi. The percentage and location of persistent calculi were recorded. The images were reconstructed using three kernels, from smooth to ultrasharp, and the calculi mHU were measured. Results: Sixty-five patients were included in the study. The success rate of retrograde urohydropropulsion in the 45 male dogs was 55.6% and 86.7% at the first and second attempts, respectively. The predominant components of the calculi were cystine (20), struvite (15), calcium oxalate (8), and urate (7). The convolution kernel influenced the mHU values (p < 0.05). The difference in mHU regarding the calculus composition was better assessed using the smoother kernel. A mHU greater than 1,000 HU was predictive of calcium oxalate calculi. Conclusions: Non-enhanced CT is useful for controlling the success of retrograde urohydropropulsion. The mHU could allow a prediction of the calculus composition, particularly for calcium oxalate, which may help determine the therapeutic strategy.

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

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.3
    • /
    • pp.519-528
    • /
    • 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 Second Order Smoother (이차 평활스플라인)

  • 김종태
    • The Korean Journal of Applied Statistics
    • /
    • v.11 no.2
    • /
    • pp.363-376
    • /
    • 1998
  • The linear smoothing spline estimator is modified to remove boundary bias effects. The resulting estimator can be calculated efficiently using an O(n) algorithm that is developed for the computation of fitted values and associated smoothing parameter selection criteria. The asymptotic properties of the estimator are studied for the case of a uniform design. In this case the mean squared error properties of boundary corrected linear smoothing splines are seen to be asymptotically competitive with those for standard second order kernel smoothers.

  • PDF