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Questions tagged [nonparametric]

Use this tag to ask about the nature of nonparametric or parametric methods, or the difference between the two. Nonparametric methods generally rely on few assumptions about the underlying distributions, whereas parametric methods make assumptions that allow data to be described by a small number of parameters.

838 questions with no upvoted or accepted answers
5 votes
0 answers
1k views

Empirical multivariate probability integral transform

Is there a 'simple' way to obtain a non-parametric empirical multivariate probability integral transform? Univariate case The probability integral transform relates to the transform of any random ...
mic's user avatar
  • 4,388
5 votes
0 answers
522 views

Kolmogorov-Smirnov vs. Kuiper test

I would like to compare two 2D distributions with quantitative variables, illustrated here: For each "x", they are several measures "y". I can't assume these distributions are parametric. A ...
recherche888's user avatar
5 votes
0 answers
683 views

Confusion related to Parzen window

I was going through this tutorial related to Parzen window at http://www.cs.utah.edu/~suyash/Dissertation_html/node11.html. However, I have some confusion related to Parzen window with gaussian kernel ...
user34790's user avatar
  • 6,837
5 votes
0 answers
4k views

Calculate Mantel-Haenszel test in R

I would like to have a reality check of my understanding of the MH statistic. I have been trying to reproduce an example of the Mantel-Haenszel test provided in Conover (1999, p. 192-194). The data ...
blue and grey's user avatar
5 votes
0 answers
102 views

Simultaneous Non-parametric regression and Non-parametric density estimation

Given a collection of $(x,y)$ data, one might do a non/semiparametric regression of $y$ on $x$ to understand how to predict the $E(Y|X)$. Similarly, if one has enough data, it might be useful take a ...
ryan's user avatar
  • 191
4 votes
0 answers
442 views

Derivation of k nearest neighbor classification rule

One way to derive the k-NN decision rule based on the k-NN density estimation goes as follows: given $k$ the number of neighbors, $k_i$ the number of neighbors of class $i$ in the bucket, $N$ the ...
diegobatt's user avatar
  • 426
4 votes
1 answer
106 views

Nonparemetric tests: how to support the null hypothesis you claim to be testing

Let us assume that we have taken an unbalanced number of independent random samples from 5 different populations, which will be analogous to 5 different locations in this example. Each observation ...
Ryan's user avatar
  • 351
4 votes
0 answers
319 views

Are there nonparametric generative models for datasets?

Typically when I see generative models, e.g., Latent Dirichlet Allocation (JMLR) or Linear/Quadratic Discriminant Analysis (wikipedia LDA), they are probabilistic models that belong to the exponential ...
Sleepy 17's user avatar
4 votes
0 answers
90 views

Can Time Varying Coefficient models with a Kalman filter approximate any non-linear function?

I read that Time Varying Coefficients (TVC) models with non-parametric methods can approximate any non-linear function. This is from "Non-Linear Models: Where Do We Go Next - Time Varying Parameter ...
one1's user avatar
  • 63
4 votes
0 answers
672 views

Can "non-parametric" tests be achieved with generalized linear models?

I recently read @Kodiologist's answer to a post here looking for clarification on the relation between GLMs and non-parametric tests. His answer is along the lines of "the approach is not non-...
AdamO's user avatar
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4 votes
0 answers
2k views

How does the gam library calculate AIC?

I was wondering how the gam library calculates the AIC. I can't find a reference that explains how this package calculates it. ...
Eli's user avatar
  • 2,672
4 votes
0 answers
2k views

How to do a stratified nonparametric test?

I'm trying to use the "coin" (conditional inference) package to perform a stratified nonparametric test for difference in distribution (for count data). I tried a stratified Mann-Whitney-Wilcoxon ...
lostisle's user avatar
4 votes
0 answers
96 views

all regressions: coefficients interpretation

good morning to all, I open this topic with the intention of being useful to me but also to many in my situational. I would like to clarify the "interpretation" of the coefficients in the regression. ...
ANDREA NIGRI's user avatar
4 votes
0 answers
238 views

multiple Kruskal-Wallis instead of ANOVA for non-normally distributed data

Apologies in advanced if I supply too little or vague information, since I am a complete newbie in stats and using this forum. So I did a study which evaluated psychopathic personality traits, ...
debbiemaycry's user avatar
4 votes
0 answers
88 views

Nonparametric estimation of the logarithm of a density

I was wondering whether there is an equivalent to Kernel Density Estimation to estimate nonparametrically the logarithm of a density. Or if there is any nonparametric method for that. (Taking the ...
epsilone's user avatar
  • 786

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