Regresi Median Pada Copula Bivariat
Journal Title: JTAM (Jurnal Teori dan Aplikasi Matematika) - Year 2019, Vol 3, Issue 1
Abstract
Regression analysis is an analysis that is often used in all fields which aims to model the relationship between two types of non-dependent variables with one or independent variables. Linear regression still has several drawbacks, so to overcome this by median regression. Copula can be used to detect bivariate data relations with different variables. The results showed that the best conditional curves based on the smallest MSE of Data I were Plackett copula of 0.8650. While the smallest MSE value is Data II, which is a Gaussian population of 0.3954. The smallest MSE value of Data III is Frank copula of 0.5575. Finally, the smallest MSE value is Data IV which is copula Clayton of 0.3190.
Authors and Affiliations
Geraldus Anggoro Rinadi, Leopoldus Ricky Sasongko, Bambang Susanto
Keywords
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- EP ID EP501694
- DOI 10.31764/jtam.v3i1.728
- Views 186
- Downloads 0
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