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In terms of levels of measurement, non-parametric methods result in ordinal data. As non-parametric methods make fewer assumptions, their applicability is much more general than the corresponding parametric methods. In particular, they may be applied in situations where less is known about the application in question.
Nonparametric regression is a category of regression analysis in which the predictor does not take a predetermined form but is constructed according to information derived from the data. That is, no parametric equation is assumed for the relationship between predictors and dependent variable.
The input consists of the k closest training examples in a data set. The neighbors are taken from a set of objects for which the class (for k-NN classification) or the object property value (for k-NN regression) is known. This can be thought of as the training set for the algorithm, though no explicit training step is required.
Since it is a nonparametric method, the Kruskal–Wallis test does not assume a normal distribution of the residuals, unlike the analogous one-way analysis of variance. If the researcher can make the assumptions of an identically shaped and scaled distribution for all groups, except for any difference in medians, then the null hypothesis is ...
The estimation method requires that the data are independent and identically distributed (iid). It performs well even when the distribution is asymmetric or censored. [1] EL methods can also handle constraints and prior information on parameters. Art Owen pioneered work in this area with his 1988 paper. [2]
Note that for discrete random variables, no discretization procedure is necessary. This method is applicable to stationary streaming data as well as large data sets. For non-stationary streaming data, where the Spearman's rank correlation coefficient may change over time, the same procedure can be applied, but to a moving window of observations.
Bootstrapping can be interpreted in a Bayesian framework using a scheme that creates new data sets through reweighting the initial data. Given a set of data points, the weighting assigned to data point in a new data set is =, where is a low-to-high ordered list of uniformly distributed random numbers on [,], preceded by 0 and succeeded by 1.
Clearly, the least squares method leads to many interesting observations being masked. Whilst in one or two dimensions outlier detection using classical methods can be performed manually, with large data sets and in high dimensions the problem of masking can make identification of many outliers impossible.