• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.243-248
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• 1995

The problem of optimal design for a nonparametric regression with binary data is considered. The aim of the statistical analysis is the estimation of a quantal response surface in two dimensions. Bias, variance and IMSE of kernel estimates are derived. The optimal design density with respect to asymptotic IMSE is constructed.

• Communications for Statistical Applications and Methods
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• 제6권3호
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• pp.791-800
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• 1999

Gross and Lai(1996) proposed a new approach for ordinary regression with left-truncated and right-censored (I.t.r.c) data. This paper shows how to apply nonparametric algorithms such as multivariate adaptive regression splines to 1.t.r.c data.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.105-114
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• 2006

In this paper we propose a simple and computationally attractive difference-based variance estimator in nonparametric regression models with multivariate predictors. We show that the estimator achieves $n^{-1/2}$ rate of convergence for regression functions with only a first derivative when d, the dimension of the predictor, is less than or equal to 4. When d > 4, the rate turns out to be $n^{-4/(d+4)}$ under the first derivative condition for the regression functions. A numerical study suggests that the proposed estimator has a good finite sample performance.

• Journal of the Korean Data and Information Science Society
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• 제20권3호
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• pp.577-585
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• 2009

So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

• 응용통계연구
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• 제21권1호
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• pp.19-33
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• 2008

연속 형질(quantitative trait)에 영향을 미치는 유전자를 알아내기 위해 형제 쌍의 자료를 수집하여, 주로 이용되는 Haseman과 Elston (1972)의 최소제곱 회귀검정법으로 분석하는데 이는 단일 형질에 대한 분석법이다. 현실적으로 여러 형질들이 복잡하게 단일유전자 좌위(single locus)와 연관되어 있어 함께 수집하게 되는 경우에는, 이러한 연관된 여러 형질을 동시에 분석하는 유전연관성 검정법(linkage test)이 절실히 필요한 실정이다. Amos 등 (1990)은 주성분(principal component) 선형모형을 이용하여 Haseman과 Elston (1972)방법을 둘 이상의 형질의 다변량 분석법으로 확장시켰다. 그러나 이 검정방법은 통계량의 분포를 알 수 없기에 아직 제 1종 오류가 제대로 통제되지 못하는 문제를 가지고 있다. 본 논문에서는 이러한 다변량 형질 자료의 연관성검정에 있어 단일변량에 대한 비모수 추세검정법을 다변량 자료에 대한 분석법으로 확장시킨 통계량을 사용할 것을 제안한다. Amos 등 (1990)이 제안한 방법과 다변량 추세검정 통계량을 모의실험으로 생성한 연속형 형질자료에 적용하였을 때, 다변량 추세검정 통계량은 Amos 등 (1990) 방법에서의 여러 문제점이 발생되지 않을 뿐만 아니라 모의실험에서 제 1종 오류가 정해진 유의수준에 가까운 것을 확인하였고, 검정적이 더 높음을 볼 수 있었다.

• 한국수자원학회논문집
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• 제33권1호
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• pp.31-38
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• 2000

수문변량 사이의 관계는 대부분 비선형 관계를 보이고 있다. 일반적으로 이런 비선형 관계는 어떤 선행하는 명백한 하나의 함수적인 형태로 표현할 수 없는 것이 일반적이다. 본 논문에서는, 비매개변수적 다변량 회귀분석 방법을 지역적으로 가중된 다항식을 이용하여 비선형 예상 함수를 추정하였다. 지역적으로 가중된 다항식은 추정치 각 점에서의 인접한 이웃자료를 가지고 목적 함수를 테일러 급수 확장을 통하여 고려하였다. 이런 비매개변수적 회귀분석을 실용성을 Great Salt Lake의 격주 체적자료에 대한 단기간 예측을 통하여 보여주었다.

• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.511-521
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• 2020

In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

• Geomechanics and Engineering
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• 제7권4호
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• pp.431-458
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• 2014

Construction of a new cavern close to an existing cavern will result in a modification of the state of stresses in a zone around the existing cavern as interaction between the twin caverns takes place. Extensive plane strain finite difference analyses were carried out to examine the deformations induced by excavation of underground twin caverns. From the numerical results, a fairly simple nonparametric regression algorithm known as multivariate adaptive regression splines (MARS) has been used to relate the maximum key point displacement and the percent strain to various parameters including the rock quality, the cavern geometry and the in situ stress. Probabilistic assessments on the serviceability limit state of twin caverns can be performed using the First-order reliability spreadsheet method (FORM) based on the built MARS model. Parametric studies indicate that the probability of failure $P_f$ increases as the coefficient of variation of Q increases, and $P_f$ decreases with the widening of the pillar.

• Computers and Concrete
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• 제16권4호
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• pp.569-585
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• 2015

Various computational tools are available for modeling highly nonlinear structural engineering problems that lack a precise analytical theory or understanding of the phenomena involved. This paper adopts a fairly simple nonparametric adaptive regression algorithm known as multivariate adaptive regression splines (MARS) to model the nonlinear interactions between variables. The MARS method makes no specific assumptions about the underlying functional relationship between the input variables and the response. Details of MARS methodology and its associated procedures are introduced first, followed by a number of examples including three practical structural engineering problems. These examples indicate that accuracy of the MARS prediction approach. Additionally, MARS is able to assess the relative importance of the designed variables. As MARS explicitly defines the intervals for the input variables, the model enables engineers to have an insight and understanding of where significant changes in the data may occur. An example is also presented to demonstrate how the MARS developed model can be used to carry out structural reliability analysis.

• Communications for Statistical Applications and Methods
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• 제31권2호
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• pp.179-189
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• 2024

In multivariate regression with a high-dimensional response Y ∈ ℝ^r and a relatively low-dimensional predictor X ∈ ℝ^p (where r ≥ 2), the statistical analysis of such data presents significant challenges due to the exponential increase in the number of parameters as the dimension of the response grows. Most existing dimension reduction techniques primarily focus on reducing the dimension of the predictors (X), not the dimension of the response variable (Y). Yoo and Cook (2008) introduced a response dimension reduction method that preserves information about the conditional mean E(Y | X). Building upon this foundational work, Yoo (2018) proposed two semi-parametric methods, principal response reduction (PRR) and principal fitted response reduction (PFRR), then expanded these methods to unstructured principal fitted response reduction (UPFRR) (Yoo, 2019). This paper reviews these four response dimension reduction methodologies mentioned above. In addition, it introduces the implementation of the mbrdr package in R. The mbrdr is a unique tool in the R community, as it is specifically designed for response dimension reduction, setting it apart from existing dimension reduction packages that focus solely on predictors.