Nonparametric inference for interval data using kernel methods

被引:0
|
作者
Park, Hoyoung [1 ]
Loh, Ji Meng [2 ]
Jang, Woncheol [3 ]
机构
[1] Sookmyung Womens Univ, Seoul, South Korea
[2] New Jersey Inst Technol, Newark, NJ USA
[3] Seoul Natl Univ, Seoul, South Korea
基金
新加坡国家研究基金会;
关键词
Cross validation; kernel density estimation; Nadaraya-Watson estimator; symbolic data; BANDWIDTH SELECTION; DENSITY-ESTIMATION;
D O I
10.1080/10485252.2022.2160980
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Symbolic data have become increasingly popular in the era of big data. In this paper, we consider density estimation and regression for interval-valued data, a special type of symbolic data, common in astronomy and official statistics. We propose kernel estimators with adaptive bandwidths to account for variability of each interval. Specifically, we derive cross-validation bandwidth selectors for density estimation and extend the Nadaraya-Watson estimator for regression with interval data. We assess the performance of the proposed methods in comparison with existing kernel methods by extensive simulation studies and real data analysis.
引用
收藏
页码:455 / 473
页数:19
相关论文
共 50 条
  • [21] NONPARAMETRIC INFERENCE FOR RIGHT-CENSORED DATA USING SMOOTHING SPLINES
    Hao, Meiling
    Lin, Yuanyuan
    Zhao, Xingqiu
    STATISTICA SINICA, 2020, 30 (01) : 153 - 173
  • [22] Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics
    Jim Griffin
    Maria Kalli
    Mark Steel
    Statistical Methods & Applications, 2018, 27 : 207 - 218
  • [23] Discussion of "Nonparametric Bayesian Inference in Applications": Bayesian nonparametric methods in econometrics
    Griffin, Jim
    Kalli, Maria
    Steel, Mark
    STATISTICAL METHODS AND APPLICATIONS, 2018, 27 (02): : 207 - 218
  • [24] Nonparametric methods for inference in the presence of instrumental variables
    Hall, P
    Horowitz, JL
    ANNALS OF STATISTICS, 2005, 33 (06): : 2904 - 2929
  • [27] Interval-valued data regression using nonparametric additive models
    Changwon Lim
    Journal of the Korean Statistical Society, 2016, 45 : 358 - 370
  • [28] The Kernel Kalman Rule - Efficient Nonparametric Inference with Recursive Least Squares
    Gebhardt, Gregor H. W.
    Kupcsik, Andras
    Neumann, Gerhard
    THIRTY-FIRST AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2017, : 3754 - 3760
  • [29] Electromechanical modal behavior during a 48 hour interval using nonparametric methods
    Tuffner, Francis K.
    Pierre, John W.
    2006 38TH ANNUAL NORTH AMERICAN POWER SYMPOSIUM, NAPS-2006 PROCEEDINGS, 2006, : 641 - +
  • [30] Nonparametric Inference for Median Costs with Censored Data
    Zhao, Hongwei
    Zuo, Chen
    Chen, Shuai
    Bang, Heejung
    BIOMETRICS, 2012, 68 (03) : 717 - 725