• Communications for Statistical Applications and Methods
• /
• v.16 no.1
• /
• pp.137-141
• /
• 2009

We study on selecting the kernel weighting function in smoothing moment conditions for dependent processes. For hypothesis testing in Generalized Method of Moments or Generalized Empirical Likelihood context, we find that smoothing moment conditions by Bartlett kernel delivers smallest size distortions based on empirical Edgeworth expansions of the long-run variance estimator.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.35 no.3
• /
• pp.289-297
• /
• 2011

The explicit finite element method is an essential tool for solving large problems with severe nonlinear characteristics, but its results can be difficult to interpret. In particular, it can be impossible to evaluate its acceleration responses because of severe discontinuity, extreme noise or aliasing. We suggest a new post-processing method for transient responses and their response spectra. We propose smoothing methods using a Gaussian kernel without in depth knowledge of the complex frequency characteristics; such methods are successfully used in the filtering of digital signals. This smoothing can be done by measuring the velocity results and monitoring the response spectra. Gaussian kernel smoothing gives a better smoothness and representation of the peak values than other approaches do. The floor response spectra can be derived using smoothed accelerations for the design.

• 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.

• Communications for Statistical Applications and Methods
• /
• v.16 no.6
• /
• pp.1047-1054
• /
• 2009

Local smoothing jump detection procedure is a popular method for detecting jump locations and the performance of the jump detector heavily depends on the choice of the bandwidth. However, little work has been done on this issue. In this paper, we propose the bootstrap bandwidth selection method which can be used for any kernel-based or local polynomial-based jump detector. The proposed bandwidth selection method is fully data-adaptive and its performance is evaluated through a simulation study and a real data example.

• Journal of the Korean Data and Information Science Society
• /
• v.18 no.4
• /
• pp.995-1004
• /
• 2007

In this paper, we analyse online word-of-mouth and Korean box-office sales data based on kernel regression method. To do this, we consider the regression model with mixed-data and apply the least square cross-validation method proposed by Li and Racine (2004) to the model. We found the box-office sales can be explained by volume of online word-of-mouth and the characteristics of the movies.

• Communications for Statistical Applications and Methods
• /
• v.23 no.3
• /
• pp.189-201
• /
• 2016

In survival analysis, the Nelson-Aalen estimator and Peterson estimator are often used to estimate a cumulative hazard function in randomly right censored data. In this paper, we suggested the smoothing version of the cumulative hazard function estimators using a Bezier curve. We compare them with the existing estimators including a kernel smooth version of the Nelson-Aalen estimator and the Peterson estimator in the sense of mean integrated square error to show through numerical studies that the proposed estimators are better than existing ones. Further, we applied our method to the Cox regression where covariates are used as predictors and suggested a survival function estimation at a given covariate.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.3
• /
• pp.617-624
• /
• 2004

In this article the fuzzy number rank and the fuzzy rank transformation method are introduced in order to analyse the non-parametric fuzzy regression model which cannot be described as a specific functional form such as the crisp data and fuzzy data as a independent and dependent variables respectively. The effectiveness of fuzzy rank transformation methods is compared with other methods through the numerical examples.

• The Korean Journal of Applied Statistics
• /
• v.30 no.5
• /
• pp.733-745
• /
• 2017

Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

• 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.

• 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.