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non-parametric tests for distributional treatment effect for randomly censored responses

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 2009年第1期71卷 243-264页

作者： Lee, Myoung-jae Korea Univ Dept Econ Seoul 136701 South Korea

For a binary treatment nu=0, 1 and the corresponding 'potential response'Y-0 for the control group (nu=0) and Y-1 for the treatment group (nu=1), one definition of no treatment effect is that Y-0 and Y-1 follow the same distribution given a covariate vector X. Koul and Schick have provided a non-parametric test for no distributional effect when the realized response (1-nu)Y-0+nu Y-1 is fully observed and the distribution of X is the same across the two groups. This test is thus not applicable to censored responses, nor to non-experimental (i.e. observational) studies that entail different distributions of X across the two groups. We propose 'X-matched' non-parametric tests generalizing the test of Koul and Schick following an idea of Gehan. Our tests are applicable to non-experimental data with randomly censored responses. In addition to these motivations, the tests have several advantages. First, they have the intuitive appeal of comparing all available pairs across the treatment and control groups, instead of selecting a number of matched controls (or treated) in the usual pair or multiple matching. Second, whereas most matching estimators or tests have a non-overlapping support (of X) problem across the two groups, our tests have a built-in protection against the problem. Third, Gehan's idea allows the tests to make good use of censored observations. A simulation study is conducted, and an empirical illustration for a job training effect on the duration of unemployment is provided.

关键词： Censoring Duration Mann-Whitney statistic non-parametric tests Treatment effect

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non-parametric tests of real exchange rates in the post-Bretton Woods era

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EMPIRICAL ECONOMICS 2010年第2期39卷 439-456页

作者： Ahking, Francis W. Univ Connecticut Dept Econ Storrs CT 06269 USA

This paper examines the mean-reverting property of real exchange rates. Earlier studies have generally not been able to reject the null hypothesis of a unit-root in real exchange rates, especially for the post-Bretton Woods floating period. The results imply that long-run purchasing power parity does not hold. More recent studies, especially those using panel unit-root tests or nonlinear time series models, have found more favorable results, however. But the results from these recent studies are far from conclusive. Consistent individual country time series evidence that supports long-run purchasing power parity continues to be scarce. In this paper, we test for long memory using (Lo's in Econometrica 59:1279-1313, 1991) the modified rescaled range test, and the rescaled variance test of Giraitis et al. (J Econ 112:265-294, 2003a). Our testing procedure provides a non-parametric alternative to the parametric tests commonly used in this literature. Our data set consists of monthly observations from April 1973 to April 2001 of the G-6 countries (excluding the US) in the OECD. Using the modified rescaled range test, we find only 2 cases out of 15 where the null hypothesis of a unit-root with short-term dependence could be rejected in favor of the alternative hypothesis of long-term dependence and none using the rescaled variance test. Our results therefore do not provide strong empirical support for the stationarity of real exchange rates.

关键词： Long-run PPP non-parametric tests Rescaled R/S test Rescaled V/S test

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A study on the use of non-parametric tests for analyzing the evolutionary algorithms' behaviour: a case study on the CEC'2005 Special Session on Real Parameter Optimization

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JOURNAL OF HEURISTICS 2009年第6期15卷 617-644页

作者： Garcia, Salvador Molina, Daniel Lozano, Manuel Herrera, Francisco Univ Granada Dept Comp Sci & Artificial Intelligence E-18071 Granada Spain Univ Cadiz Dept Comp Engn Cadiz Spain

In recent years, there has been a growing interest for the experimental analysis in the field of evolutionary algorithms. It is noticeable due to the existence of numerous papers which analyze and propose different types of problems, such as the basis for experimental comparisons of algorithms, proposals of different methodologies in comparison or proposals of use of different statistical techniques in algorithms' comparison. In this paper, we focus our study on the use of statistical techniques in the analysis of evolutionary algorithms' behaviour over optimization problems. A study about the required conditions for statistical analysis of the results is presented by using some models of evolutionary algorithms for real-coding optimization. This study is conducted in two ways: single-problem analysis and multiple-problem analysis. The results obtained state that a parametric statistical analysis could not be appropriate specially when we deal with multiple-problem results. In multiple-problem analysis, we propose the use of non-parametric statistical tests given that they are less restrictive than parametric ones and they can be used over small size samples of results. As a case study, we analyze the published results for the algorithms presented in the CEC'2005 Special Session on Real Parameter Optimization by using non-parametric test procedures.

关键词： Statistical analysis of experiments Evolutionary algorithms parametric tests non-parametric tests

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SPBS - PROGRAMS FOR non-parametric tests

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COMPUTER PROGRAMS IN BIOMEDICINE 1983年第1-2期16卷 43-49页

作者： GIANNANGELI, A RECCHIA, M ROCCHETTI, M Biostatistics Unit Istituto di Ricerche Farmacologiche ‘Mario Negri’ Via Eritrea 62 20157 Milano Italy

A new series of programs for nonparametric tests have been inserted in SPBS, a statistical package for biological sciences that applies biostatistical methods using microcomputer software [Comput. Prog. Biomed. 1982]. Programs presented here cover nonparametric tests for multiple comparisons between 2 or more groups of paired or independent data. [Mann-Whitney, sign, Kruskal-Wallis and Friedman test].

关键词： Biostatistics Minicomputer software Statistical programs non-parametric tests

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River water quality assessment: Implementation of non-parametric tests for sampling frequency optimization

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LAND USE POLICY 2013年第1期30卷 197-205页

作者： Naddeo, V. Scannapieco, D. Zarra, T. Belgiorno, V. Univ Salerno Dept Civil Engn Sanit Environm Engn Div SEED I-84084 Fisciano SA Italy

More than ten years ago, European Union defined guidelines for surface water quality with the 2000/60/EC Directive, or Water Framework Directive (WFD);this is one of the most important water legislation acts for both Member States and candidate countries, which aims to identify strategies in order to safeguard the EU environment. Main subjects of WFD are the control of pollution in watercourses and the definition of useful tools to help regional policy makers. The aim of the present study is to show in which way Water Framework Directive has been implemented into the Italian legislation, and then to focus on a case study, in which 13 Southern Italy rivers were investigated: sampling frequency of river water was evaluated as a promising parameter to be optimized. Results show that the optimization of this monitoring procedure could lead to reduction in sampling frequencies, when downward trends of macroindicators are found. Considering that the cost of water sampling and analysis has a significant role in water quality assessment, it is useful to point out that it is possible to obtain a reduction of the sampling cost if downward trends are shown, aiming then to redistribute resources to projects which require more effort. (C) 2012 Elsevier Ltd. All rights reserved.

关键词： Ecological status Mann-Kendall non-parametric tests Surface waters Trend analysis Water quality

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Variable selection using statistical non-parametric tests for classifying production batches into multiple classes

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CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS 2019年 193卷

作者： Beuren, Gilberto Muller Anzanello, Michel Jose Univ Fed Rio Grande do Sul Dept Ind Engn Av Osvaldo Aranha 99 5 Andar Porto Alegre RS Brazil

Variable importance indices relying on the outputs of parametric techniques (e.g. Partial Least Squares - PLS) have been hailed an efficient course of action for variable selection in wrapper-based frameworks. The use of parametric techniques for that purpose, however, may lead to unreliable rankings when the assessed variables do not follow a parametric probability density function, jeopardizing the precision of variable importance assessment. This paper presents a new framework for variable selection that relies on non-parametric statistical tests with the aim of classifying industrial batches or samples into multiple classes related to quality or authenticity. The framework relies on two phases. In the first phase (i.e. filter), the Mutual Information (MI) technique performs a preliminary removal of less significant variables. In the second phase (i.e. wrapper), three non-parametric tests (Anderson-Darling, Kruskal-Wallis and Steel's Test) are used to rank the remaining variables according to their relevance for classification. The robustness of the proposed framework is evaluated by varying the MI cutoff and different types of classifiers in data collected from seven industrial processes. On average, the recommended combination of MI cutoff, non-parametric test and classifier for each dataset increased classification accuracy by 17.04% while requiring 78.65% less variables when compared to the well-known stepwise variable selection method. The proposed framework also outperformed other variable selection approaches from the literature.

关键词： Variable selection non-parametric tests Multiple classes classification k-Nearest neighbor Support vector machine

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On the robust utilization of non-parametric tests for evaluation of combined cyclical and monotonic drift

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MEASUREMENT SCIENCE AND TECHNOLOGY 2001年第9期12卷 1439-1444页

作者： Cappa, P Silvestri, S Sciuto, SA Univ Roma La Sapienza Dept Mech & Aeronaut I-00184 Rome Italy Univ Roma Tre Dept Mech & Ind Engn I-00146 Rome Italy

non-parametric statistical tests are usually adopted to recognize drift phenomena in data series acquired by automatic measuring systems. Sometimes different tests provide different responses with regard to the presence of drift in data sets. In particular, the application of two commonly used statistical tests (i.e. the Wald-Wolfovitz test, also known as the run test, and the Mann-Whitney test, also known as the reverse arrangement test) to data acquired during long-term trials showed that they exhibited different behaviours regarding shift detection. Thus, a deeper examination of previously indicated statistical tests in real measurements appears of interest;more precisely their effectiveness is verified (i) when cyclical and monotonous drift are concurrently present and (ii) various levels of noise are superimposed on the data gathered. Finally, on the basis of the theoretical results obtained, the statistical tests here examined are applied to the same data set in order to validate their capability in on-line drift recognition.

关键词： cyclical and monotonic drift drift evaluation shift detection non-parametric tests run test reverse arrangement test

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A NOTE ON non-parametric tests FOR THE CHANGE-POINT PROBLEM

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BIOMETRICAL JOURNAL 1987年第7期29卷 791-794页

作者： KOZIOL, JA SCRIPPS CLIN & RES FDN DEPT BASIC & CLIN RESLA JOLLACA 92037

Two general classes of non-parametric tests for the change-point problem are introduced. In-variance principles lead to accessible asymptotic distribution theory.

关键词： non-parametric tests Change-point problem

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Market Efficiency During the COVID-19 Pandemic. Some Insights Using non-parametric tests

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EASTERN EUROPEAN ECONOMICS 2024年第2期62卷 136-164页

作者： Iordache, Andreea Bucharest Univ Econ Studies Fac Finance & Banking Doctoral Sch Finance Bucharest Romania Bucharest Univ Econ Studies Fac Finance & Banking CEFIMO Bucharest Romania

This paper examines the weak form of the Efficient Market Hypothesis (EMH) across fourteen European Stock Markets from October 2018 to April 2021, a period divided into subsamples based on the outbreak of the COVID-19 pandemic. Using non-parametric tests, including Runs, Bartel's rank, and Wright's rank and sign test, the findings indicate that EMH holds for developed capital markets. However, capital markets in Central and Eastern Europe exhibited a heterogeneous response to the pandemic. Some markets violated the efficiency hypothesis (Latvia and Lithuania), others consistently adhered to it (Hungary and Slovenia), while others became less efficient post-pandemic (Estonia and Romania).

关键词： G14 G15 Efficient Market Hypothesis (EMH) COVID-19 pandemic European capital markets non-parametric tests

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non parametric statistical tests for the analysis of multiple-sensor time series of remotely sensed data

Non parametric statistical tests for the analysis of multipl...

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IEEE International Geoscience and Remote Sensing Symposium (IGARSS)

作者： Boschetti, Luigi Brivio, Pietro Alessandro Kunzle, Annamaria Mussio, Luigi Univ Maryland Dept Geog College Pk MD 20742 USA CNR IREA Milan Italy Politecn Milan DIIAR I-20133 Milan Italy

ISBN: (纸本)9780780395091

The present paper presents an application of non-parametric statistical tests for the analysis of time series of remotely sensed data, acquired by different sensors of the same series. A set of points, extracted from the NOAA AVHRR GAC Pathfinder dataset, which covers the period 1981-2001, was used as test dataset. Two tests, the Kruskal-Wallis and the Friedman test, have been used to address;two significant issues of the analysis of long time series. The first experiment was aimed at determining whether observations acquired by different sensors of the same series, over the same stable target, belong to the same statistical population or not. The second experiment, tested whether seasonal phenological parameters of the vegetation, extracted from the same data, but after the application of different pre-processing algorithms, are significantly different.

关键词： non-parametric tests time series AVHRR GAC NDVI

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