The Simulation Study to Test the Performance of Quantile Regression Method With Heteroscedastic Error Variance

The purpose of this article was to describe the ability of the quantile regression method in overcoming the violation of classical assumptions. The classical assumptions that are violated in this study are variations of non-homogeneous error or heteroscedasticity. To achieve this goal, the simulated...

Full description

Bibliographic Details
Main Author: Ferra Yanuar
Format: Article
Language:English
Published: Mathematics Department UIN Maulana Malik Ibrahim Malang 2017-11-01
Series:Cauchy: Jurnal Matematika Murni dan Aplikasi
Subjects:
Online Access:https://ejournal.uin-malang.ac.id/index.php/Math/article/view/4209