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 Welcome to the OSU Department of Statistics

The Statistics Department at Oklahoma State University is the only statistics department in the state of Oklahoma.  The department offers courses in both undergraduate and graduate degree programs.  Our graduates are in demand in the areas of:  education, actuarial science, health care, agriculture research, marketing research, money and banking and many more disciplines.

OSU Department of Statistics
301 MSCS (Math Statistics and Computer Sciences)
Stillwater, OK  74078-1056

Office:  405-744-5684

FAX:  405-744-3533

 

Statistics Seminar:   December 2, 2016, 2:30pm MSCS 310

Utilizing Observations and Ranks in Kernel Estimation

Nicholas Kaukis, Department of Statistics

For univariate i.i.d. samples, analyses are usually performed on observations themselves, or on the ranks of the observations when they are ordered. This is true in both the parametric and non-parametric setting. However, observations and ranks can be utilized simultaneously. This work concentrates on developing methods that combine observations and ranks in kernel-based estimation methods. The standard kernel density estimator, transformation kernel density estimator, and the Nadaraya-Watson kernel regression estimator are modified using ranks. Excluding the modified transformation kernel density case, the asymptotic properties are investigated for the estimators. For all estimators, various bandwidth selection methods are explored. Simulation is used to compare the modified estimators to the standard estimators. It is demonstrated that when samples are taken from skewed distributions, the modified kernel density estimator outperforms the standard estimator. Additionally, the modified Nadaraya-Watson outperforms the standard estimator in a variety of cases. The modified transformation density estimator did not outperform the unmodified estimator.

 

 

  

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