Simulation Study The Using of Bayesian Quantile Regression in Nonnormal Error

The purposes of this paper is  to introduce the ability of the Bayesian quantile regression method in overcoming the problem of the nonnormal errors using asymmetric laplace distribution on simulation study. Method: We generate data and set distribution of error is asymmetric laplace distribution er...

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Bibliographic Details

Published in:	Cauchy: Jurnal Matematika Murni dan Aplikasi
Main Authors:	Catrin Muharisa, Ferra Yanuar, Dodi Devianto
Format:	Article
Language:	English
Published:	Mathematics Department UIN Maulana Malik Ibrahim Malang 2018-12-01
Subjects:	quantile regression asymmetric laplace distribution gibbs sampling markov chain monte carlo bayesian quantile regression
Online Access:	https://ejournal.uin-malang.ac.id/index.php/Math/article/view/5633