• Title/Summary/Keyword: Nonparametric Smoothing

Search Result 52, Processing Time 0.021 seconds

Historical Study on Density Smoothing in Nonparametric Statistics (비모수 통계학에서 밀도 추정의 평활에 관한 역사적 고찰)

  • 이승우
    • Journal for History of Mathematics
    • /
    • v.17 no.2
    • /
    • pp.15-20
    • /
    • 2004
  • We investigate the unbiasedness and consistency as the statistical properties of density estimators. We show histogram, kernel density estimation, and local adaptive smoothing as density smoothing in this paper. Also, the early and recent research on nonparametric density estimation is described and discussed.

  • PDF

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

  • Kim, Jongtae
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.3
    • /
    • pp.811-816
    • /
    • 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.

  • PDF

Nonparametric Regression with Genetic Algorithm (유전자 알고리즘을 이용한 비모수 회귀분석)

  • Kim, Byung-Do;Rho, Sang-Kyu
    • Asia pacific journal of information systems
    • /
    • v.11 no.1
    • /
    • pp.61-73
    • /
    • 2001
  • Predicting a variable using other variables in a large data set is a very difficult task. It involves selecting variables to include in a model and determining the shape of the relationship between variables. Nonparametric regression such as smoothing splines and neural networks are widely-used methods for such a task. We propose an alternative method based on a genetic algorithm(GA) to solve this problem. We applied GA to regression splines, a nonparametric regression method, to estimate functional forms between variables. Using several simulated and real data, our technique is shown to outperform traditional nonparametric methods such as smoothing splines and neural networks.

  • PDF

Small Area Estimation via Nonparametric Mixed Effects Model

  • Jeong, Seok-Oh;Shin, Key-Il
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.3
    • /
    • pp.457-464
    • /
    • 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.

Testing the Goodness of Fit of a Parametric Model via Smoothing Parameter Estimate

  • Kim, Choongrak
    • Journal of the Korean Statistical Society
    • /
    • v.30 no.4
    • /
    • pp.645-660
    • /
    • 2001
  • In this paper we propose a goodness-of-fit test statistic for testing the (null) parametric model versus the (alternative) nonparametric model. Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. Our test is based on the bootstrap estimator of the probability that the smoothing parameter estimator is infinite when fitting residuals to cubic smoothing spline. Power performance of this test is investigated and is compared with many other tests. Illustrative examples based on real data sets are given.

  • PDF

Diagnostic for Smoothing Parameter Estimate in Nonparametric Regression Model

  • In-Suk Lee;Won-Tae Jung
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.266-276
    • /
    • 1995
  • We have considered the study of local influence for smoothing parameter estimates in nonparametric regression model. Practically, generalized cross validation(GCV) does not work well in the presence of data perturbation. Thus we have proposed local influence measures for GCV estimates and examined effects of diagnostic by above measures.

  • PDF

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

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.

Nonparametric Estimation of Univariate Binary Regression Function

  • Jung, Shin Ae;Kang, Kee-Hoon
    • International Journal of Advanced Culture Technology
    • /
    • v.10 no.1
    • /
    • pp.236-241
    • /
    • 2022
  • We consider methods of estimating a binary regression function using a nonparametric kernel estimation when there is only one covariate. For this, the Nadaraya-Watson estimation method using single and double bandwidths are used. For choosing a proper smoothing amount, the cross-validation and plug-in methods are compared. In the real data analysis for case study, German credit data and heart disease data are used. We examine whether the nonparametric estimation for binary regression function is successful with the smoothing parameter using the above two approaches, and the performance is compared.

Semiparametric and Nonparametric Mixed Effects Models for Small Area Estimation (비모수와 준모수 혼합모형을 이용한 소지역 추정)

  • Jeong, Seok-Oh;Shin, Key-Il
    • The Korean Journal of Applied Statistics
    • /
    • v.26 no.1
    • /
    • pp.71-79
    • /
    • 2013
  • Semiparametric and nonparametric small area estimations have been studied to overcome a large variance due to a small sample size allocated in a small area. In this study, we investigate semiparametric and nonparametric mixed effect small area estimators using penalized spline and kernel smoothing methods respectively and compare their performances using labor statistics.