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
3
votes
0
answers
66
views
Looking for the Holy Grail of nonparametric regression
Unfortunately, to state precisely the question, I need some formal preliminaries.
Let $d \in \mathbb{N}$.
For each $d^* \in \{1,\dots,d\}$, define $\mathcal{M}_{d^*}$ be the set of probability ...
- 193
3
votes
0
answers
608
views
What does it mean when F values of ANOVAs are not all ~0?
I am running an aligned rank transform ANOVA (a non-parametric ANOVA for an ordinal DV). In my data there are 3 factors and one ordinal DV.
When I create the model:
...
- 319
3
votes
1
answer
423
views
Theoretical justification of Parametric bootstrap?
I've been reading about bootstrap, and while it's relatively easy to find theoretical results (consistency and higher-order correctness) for the nonparametric bootstrap (e.g., Asymptotic Statistics by ...
- 73
3
votes
0
answers
208
views
Parameter estimation when the likelihood function does not exist
The observations $Z_1,Z_2\cdots$ are i.i.d. We have
$$Z_k = \sum_{i=1}^\infty \frac{X_{ki}}{2^k}.$$
where the $X_{ki}$'s are i.i.d. with a Bernouilli$(p)$ distribution. If $p=\frac{1}{2}$ then $Z_k$ ...
3
votes
0
answers
159
views
When should one use Bradley-Terry instead of gradient boosted trees for pairwise ranking
Both the Bradley-Terry model and Gradient boosted trees can be used to learn a ranking from pairwise comparisons (e.g. with libraries choix and XGboost).
How do they relate to each other? Is there ...
- 173
3
votes
0
answers
51
views
Literature on nonparametric contrasts
I am wondering how I can perform and interpret contrasts in a particular case described below.
I am comparing three independent groups which are not normally distributed (heavily), thus I have opted ...
- 31
3
votes
0
answers
21
views
Options for nonparametric preference ranking models
What are some options for nonparametric ranking models with a probabilistic interpretation?
I'm basically looking for a nonlinear/nonparametric version of a rank ordered logit model.
I'm aware of ...
- 851
3
votes
0
answers
69
views
non-parametric circular statistics
I am working on a research question of color preference (which can be represented in a circular space).
I have divided the circular space into 16 equally spaced bins and done a pairwise comparison ...
- 83
3
votes
0
answers
446
views
Multiple comparisons between two groups (non-parametric)
Update Added more details about the Experimental setup.
My experiment comprised two groups, control (N=25) and experimental (N=26). Each participant belonged to one group. Their performance has been ...
- 123
3
votes
1
answer
89
views
solve an exercise of two samples using Kolmogorov-smirnov
I'm looking for books and information like crazy and I can not find what I need. Well the example proposed is about methods that have been used in literature students and these are the data collected:
...
- 133
3
votes
0
answers
90
views
Best Test For Generalized/Nonparametric Behrens-Fisher Problem
First, because there seems to be a confusion of what the generalized Behrens-Fisher problem is a description adapted from [1].
We have $X_1,\ldots,X_m$ i.i.d. from distribution $P$ and $Y_1,\ldots,...
- 1,980
3
votes
0
answers
53
views
Algebraic Manipulations in Mann-Whitney-Wilcoxon Test Statistics
Given
Let $\Delta > 0 $ be positive real number. Consider the Wilcoxon-Mann-Whitney upper tail test $H_0: \Delta \leq 0 \,\,\, \text{vs} \,\,\, H_a: \Delta > 0$ aimed at testing the difference ...
- 335
3
votes
0
answers
56
views
Statistical test for first sample greater than given sample?
Does anyone know of a name for the following statistical test/whether there is a name/whether the following line of reasoning is just bogus?
Say I have a value $x$, and a way to generate samples from ...
- 31
3
votes
0
answers
886
views
A' (A prime) for extreme Hit rates and False Alarms
I am trying to compute the non parametric measure of sensitivity A' according to the following formula reported by Stanislav & Todorov (1999):
$$
A'= .5+sign(H-F)*((H-F)^2+abs(H-F))/(4*max(H,F)-4*...
3
votes
0
answers
210
views
Can non-parametric tests, e.g. Mann-Whitney U, be used on non-normally distributed statistics off of bootstrap samples?
I have some return data from some different portfolios which I would like to compare using risk vs return ratios. The standard Sharpe ratio has a nice solution for calculating the significance of the ...
