• 제목/요약/키워드: Nonparametric Estimation

검색결과 211건 처리시간 0.027초

통계학의 비모수 추정에 관한 역사적 고찰

  • 이승우
    • 한국수학사학회지
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    • 제16권3호
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    • pp.95-100
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    • 2003
  • The recent surge of interest in the more technical aspects of nonparametric density estimation and nonparametric regression estimation has brought the subject into public view. In this paper, we investigate the general concept of the nonparametric density estimation, the nonparametric regression estimation and its performance criteria.

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Data-Driven Smooth Goodness of Fit Test by Nonparametric Function Estimation

  • Kim, Jongtae
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.811-816
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    • 2000
  • The purpose of this paper is to study of data-driven smoothing goodness of it test, when the hypothesis is complete. The smoothing goodness of fit test statistic by nonparametric function estimation techniques is proposed in this paper. The results of simulation studies for he powers of show that the proposed test statistic compared well to other.

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Small Area Estimation via Nonparametric Mixed Effects Model

  • Jeong, Seok-Oh;Shin, Key-Il
    • 응용통계연구
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    • 제25권3호
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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 Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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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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    • 제35권1호
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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.

Comparison of Nonparametric Maximum Likelihood and Bayes Estimators of the Survival Function Based on Current Status Data

  • Kim, Hee-Jeong;Kim, Yong-Dai;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.111-119
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    • 2007
  • In this paper, we develop a nonparametric Bayesian methodology of estimating an unknown distribution function F at the given survival time with current status data under the assumption of Dirichlet process prior on F. We compare our algorithm with the nonparametric maximum likelihood estimator through application to simulated data and real data.

A Nonparametric Additive Risk Model Based on Splines

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.97-105
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    • 2007
  • We consider a nonparametric additive risk model that is based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huller and Mckeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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A Nonparametric Additive Risk Model Based On Splines

  • 박철용
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2006년도 추계 학술발표회 논문집
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    • pp.49-50
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    • 2006
  • We consider a nonparametric additive risk model that are based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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On Nonparametric Estimation of Data Edges

  • Park, Byeong U.
    • Journal of the Korean Statistical Society
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    • 제30권2호
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    • pp.265-280
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    • 2001
  • Estimation of the edge of a distribution has many important applications. It is related to classification, cluster analysis, neural network, and statistical image recovering. The problem also arises in measuring production efficiency in economic systems. Three most promising nonparametric estimators in the existing literature are introduced. Their statistical properties are provided, some of which are new. Themes of future study are also discussed.

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Nonparametric Estimation of Discontinuous Variance Function in Regression Model

  • 강기훈;허집
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.103-108
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    • 2002
  • We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

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