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1 /6 / Kernel : Mukerjee-stern Kernel Shrunken Shrunken 7799 ヲチ LSIR Carlo Monte Mukerjee-stern
2 /6 / ABSTRACT:- Ths research was concernng to study monotone nonparametrc methods for estmatng the nonparametrc regresson functon.e treatment outler to acheve a monotone functon ncreasng or decreasng. So we wll use the monotone methods to treatment outler but after estmate the regresson functon wth use kernel estmator Nadarya - Watson these methods are:- - Mukerjee method takes averages of mamums and mnmum of subsets of the data was used to adjust the ntal kernel regresson estmates and use the researcher specal case when ヲチ Algorthm least square sotonc regresson. In the epermental aspect comparson was done of whch s the best methods through the smulaton procedure usng Mote Carlo method usng fve models. Whle n the applcaton aspect practcal applcaton was done on data represent the measurements for blood pressure patents. In both aspects we use two of the mportant statstcal measures whch are Mean square error and cency. We fnd through the applcaton that the best method s Mukerjee method for general case as t has mnmum Mean square error and mamum cency : { } n X n , X + ヲナ,..., 08 X :-6 n X 9499 ヲナ Kernel {Nadaraya-watson} Kernel
3 /6 / Mukerjee & stern Kernel {pool-adjacent- volators} Nadaraya-watson [4] kernel :-6 n 69 6モ X 6 ニ K y 6 h T 64 n 69 6モ X ニ K h k kernel Kernel aussan T h kernel : :Mukerjee-stern [5][7] [4] Mukerjee & stern X Kernel {ncreasng} {IR} N.W Kernel :-6 / X U,,,..., n 306
4 /6 / mn { T : ン } 958 9:-6 ma { T : ワ } Mukerjee-stern :-6 ヲチ 6モヲチ + ヲチ :-6 n ニ[ T 6モ ヲチ n ニ[ 6モ 6モ ] ] ヲチ & ヲチ {ncreasng} ヲチ:- +.5 ヲチ {ncreasng} :LSIR [6][3] [] [] {IR} Regresson,LSIR} {Least Square Isotonc {one-dmenson} {LSIR} {PAV}
5 /6 / PAV X T :-6 T ワ T ワ ワT n :-6 * T, n T,..., > T T T {, + } , + T T : [ w Av {, + } T [ w ワ Av, + + w + w + + T ] + 6モ T , Av モ T {IR} 47:-6 p p T * Av s, p ニT r w r / ニw r r s r s T X {LSIR} T * ]
6 /6 / : basc Vsual , U : t ,50,0,50,, :-6 Where f X e 3 X : 6モ + ヲミ 6モ 6 X 9 f X X Sn e ヲナ X 6モ + 6 X X X + + / ヲナ + 6モ 4 ヲナ ヲナ f + f f ヲナ X ハ X ハ X ハ [ 0, / 3 ] [ / 3, / 3 ] [ / 3,] ,4,3,, ヲチ T *,
7 /6 / dstrbuton Sample sze ヲチ T * Unform Eponental Normal t
8 /6 / dstrbuton Sample sze ヲチ T * Unform Eponental Normal t
9 /6 / dstrbuton Sample sze ヲチ T * Unform Eponental Normal t
10 /6 / dstrbuton Sample sze ヲチ T * Unform Eponental Normal t
11 /6 / dstrbuton Sample sze ヲチ T * Unform Eponental Normal t
12 /6 / Model ヲチ T * ヲチ T * t B-Spln K-NN Kernel
13 /6 / :-6 - Barlow, R.E.; and Brunk, H.D. 97 "The Isotonc Regresson Problem and ts Dual". Journal of the Amercan Statstcal Assocaton, 67, 337, Barlow, R.; Batholomew, D.; Bremmer, J.; and Brunk, H. 97 "Statstcal Inference under order Restrctons", John Wley and Sons, New ork. 3- Dykstra, R.L and Robertson, T. 98 "An algorthm for sotonc regresson for two or more ndependent varables ". Annals of Statstcs,, 3, Mukarjee, H. and Stern, S. 994 "Feasble nonparametrc estmaton of multargument monotone functons". Journal of Amercan Statstcal Assocaton, 89, 45, Mukerjee,H. 988 "Monotone nonparametrc regresson". The Annals of Statstcs,6, Robertson, T.; Wrght, F.; Dykstra, R. 988 "Order-Restrcted Statstcal Inference" John Wley and Sons; New ork. 7- Strand, M. 3 "Comparson of methods for monotone nonparametrc multple regresson".bometrcs 3,3,, : : " "
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