Search results for "Nonparametric statistics"
showing 10 items of 80 documents
Assessing Spillover Effects of Spatial Policies with Semiparametric Zero-Inflated Models and Random Forests
2021
The aim of this work is to estimate the variation over time of the spatial spillover effects of a public policy that was devoted to boost rural development in France over the period 1993–2002. At a micro data level, it is often observed that the dependent variable, such as local employment in a municipality, does not vary along time, so that we face a kind of zero inflated phenomenon that cannot be dealt with a classical continuous response model or propensity score approaches. We consider two recent non parametric techniques that are able to deal with that estimation issue. The first approach consists in fitting two generalized additive models to estimate both the probability of no variati…
Nonparametric clustering of seismic events
2006
In this paper we propose a clustering technique, based on the maximization of the likelihood function defined from the generalization of a model for seismic activity (ETAS model, (Ogata (1988))), iteratively changing the partitioning of the events. In this context it is useful to apply models requiring the distinction between independent events (i.e. the background seismicity) and strongly correlated ones. This technique develops nonparametric estimation methods of the point process intensity function. To evaluate the goodness of fit of the model, from which the clustering method is implemented, residuals process analysis is used.
Empirical Likelihood-Based ANOVA for Trimmed Means
2016
In this paper, we introduce an alternative to Yuen’s test for the comparison of several population trimmed means. This nonparametric ANOVA type test is based on the empirical likelihood (EL) approach and extends the results for one population trimmed mean from Qin and Tsao (2002). The results of our simulation study indicate that for skewed distributions, with and without variance heterogeneity, Yuen’s test performs better than the new EL ANOVA test for trimmed means with respect to control over the probability of a type I error. This finding is in contrast with our simulation results for the comparison of means, where the EL ANOVA test for means performs better than Welch’s heteroscedastic…
Experimental Sentinel-2 LAI estimation using parametric, non-parametric and physical retrieval methods – A comparison
2015
Abstract Given the forthcoming availability of Sentinel-2 (S2) images, this paper provides a systematic comparison of retrieval accuracy and processing speed of a multitude of parametric, non-parametric and physically-based retrieval methods using simulated S2 data. An experimental field dataset (SPARC), collected at the agricultural site of Barrax (Spain), was used to evaluate different retrieval methods on their ability to estimate leaf area index (LAI). With regard to parametric methods, all possible band combinations for several two-band and three-band index formulations and a linear regression fitting function have been evaluated. From a set of over ten thousand indices evaluated, the …
Efficiency in the eurobond market: application of nonparametric techniques
2007
The aim of this article is to analyse the efficiency of eurobond issuers within the primary market, from 1995 to 2000. The study includes a reference to theoretical discussion and to the methodology used; detailed explanation of the variables considered which, in order to supplement those strictly financial, include others such as spread from Interest Rate Risk (IRR) and respective swap; rating, duration and size; and macroeconomic fundamentals of the issuer country. Results and conclusions obtained from the static and dynamic efficiency analyses are then illustrated and discussed.
A non-parametric segmentation methodology for oral videocapillaroscopic images
2014
We aim to describe a new non-parametric methodology to support the clinician during the diagnostic process of oral videocapillaroscopy to evaluate peripheral microcirculation. Our methodology, mainly based on wavelet analysis and mathematical morphology to preprocess the images, segments them by minimizing the within-class luminosity variance of both capillaries and background. Experiments were carried out on a set of real microphotographs to validate this approach versus handmade segmentations provided by physicians. By using a leave-one-patient-out approach, we pointed out that our methodology is robust, according to precision-recall criteria (average precision and recall are equal to 0.9…
Revisiting the quiet life hypothesis in banking using nonparametric techniques
2014
Early studies testing the quiet life hypothesis in banking found strong evidence that banks in more concentrated markets exhibit lower cost efficiency levels. More recent studies have reexamined the issue in different contexts, with mixed results. These approaches are based on stipulating a linear re- lationship between market power and efficiency in banking, which might be problematic, as suggested by the literature on efficiency analysis. We explore how bank cost efficiency measures are related to market power using flexible techniques, which are more consistent with those employed to measure efficiency in the first stage of the analysis. Our study focuses on the Spanish banking industry,…
Parametric and nonparametric methods to generate time-varying surrogate data.
2009
We present both nonparametric and parametric approaches to generating time-varying surrogate data. Nonparametric and parametric approaches are based on the use of the short-time Fourier transform and a time-varying autoregressive model, respectively. Time-varying surrogate data (TVSD) can be used to determine the statistical significance of the linear and nonlinear coherence function estimates. Two advantages of the TVSD are that it keeps one from having to make an arbitrary decision about the significance of the coherence value, and it properly takes into account statistical significance levels, which may change with time. Our simulation examples and experimental results on blood pressure …
Cost and profit efficiency in the Spanish banking sector (1985–1996): a non-parametric approach
2003
The aim of this article is to analyse the efficiency in costs and in profits of the Spanish banking sector (SBS) in the period 1985–1996 using a non-parametric approach. The results obtained show the existence of profit efficiency levels well below those corresponding to cost efficiency, alternative profit efficiency being below standard profit efficiency. These results imply the existence of market power in the setting of prices and/or the existence of differences in the quality of bank output reflected in the differences in prices. With regard to the immediate future, of full economic and monetary integration, the reduction of profit levels associated with higher competitive pressure may …
Permutation Test (PT) and Tolerated Difference Test (TDT): Two new, robust and powerful nonparametric tests for statistical comparison of dissolution…
2013
The most popular way of comparing oral solid forms of drug formulations from different batches or manufacturers is through dissolution profile comparison. Usually, a similarity factor known as (f2) is employed; However, the level of confidence associated with this method is uncertain and its statistical power is low. In addition, f2 lacks the flexibility needed to perform in special scenarios. In this study two new statistical tests based on nonparametrical Permutation Test theory are described, the Permutation Test (PT), which is very restrictive to confer similarity, and the Tolerated Difference Test (TDT), which has flexible restrictedness to confer similarity, are described and compared…