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All Journal FORUM STATISTIKA DAN KOMPUTASI Indonesian Journal of Geography Pythagoras: Jurnal Matematika dan Pendidikan Matematika Media Statistika Jurnal Ilmu Dasar Statistika JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI Disease Prevention and Public Health Journal JUITA : Jurnal Informatika Forum Geografi Jurnal Penelitian Pertanian Tanaman Pangan Indonesian Journal of Artificial Intelligence and Data Mining BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) JURNAL METEOROLOGI DAN GEOFISIKA Jurnal Aplikasi Statistika & Komputasi Statistik Al-Khwarizmi: Jurnal Pendidikan Matematika dan Ilmu Pengetahuan Alam Journal of Data Science and Its Applications ESTIMASI: Journal of Statistics and Its Application SRIWIJAYA JOURNAL OF ENVIRONMENT Xplore: Journal of Statistics Jurnal Meteorologi dan Geofisika Scientific Journal of Informatics Journal of Mathematics, Computation and Statistics (JMATHCOS) Indonesian Journal of Statistics and Its Applications Limits: Journal of Mathematics and Its Applications
Anik Djuraidah
Department Of Statistics, IPB University, Jl. Lingkar Akademik Kampus IPB Dramaga, Bogor 16680, Indonesia
Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Industrial & Manufacturing Engineering Mathematics Mechanical Engineering Medicine & Pharmacology Physics Public Health Transportation Other

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Journal : Statistika

 1 
Pendugaan Regresi Spline Terpenalti dengan Pendekatan Model Linear Campuran Anik Djuraidah; Aunuddin Aunuddin
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 6, No 1 (2006)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v6i1.935

Abstract

Regresi spline terpenalti, atau P-spline, adalah regresi yang ditentukan dengan kuadrat terkecil danpenalti kekasaran. P-spline dapat direpresentasikan dalam bentuk model linear campuran dengankomponen ragam mengontrol tingkat ketidaklinearan dari penduga fungsi mulusnya. Pendugaan Psplinedengan pendekatan model linear campuran mempunyai tiga keuntungan. Keuntunganpertama adalah P-spline dapat diduga dengan metode kemungkinan maksimum (ML) atau denganmetode kemungkinan maksimum berkendala (REML). Keuntungan kedua adalah komputasi lebihcepat karena menggunakan basis pemulus berdimensi rendah. Keuntungan ketiga adalah P-splinedapat dikembangkan untuk model dengan peubah penjelas lebih dari satu.
Keunggulan Pendugaan Model Aditif dengan Pendekatan Model Linear Campuran Dibanding dengan Algoritma Backfitting Anik Djuraidah
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 8, No 1 (2008)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v8i1.977

Abstract

The additive model is the generalized of multiple linear regression that expresses the mean of areponse variable as a sum of functional form of predictors. The widely used estimation of additivemodels described in Hastie and Tibshirani (1990) is backfitting algorithm. However, the algorithmwith linear smoothers gave some difficulties when it comes to model selection and its inference. Theadditive model with P-spline as smooth function admits a mixed model formulation, in whichvariance components control the non-linearity degree in the smooth function. This research isfocused in comparing of estimation additive models using backfitting algorithm and linear mixedmodel approach. The research results show that estimation of additive models using linear mixedmodels offer simplicity in the computation, since use low-rank dimension of P-spline, and in themodel inference, since based on maximum likelihood method. Estimation additive model using linearmixed model approach can be suggested as an alternative method beside backfitting algorithm
Analisis Risiko Operasional Bank XXX dengan Metode Teori Nilai Ekstrim Anik Djuraidah; Pika Silvianti; Aris Yaman
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 11, No 2 (2011)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v11i2.1054

Abstract

Bank in its operations are always exposed to risks that are closely related, because of its position as afinancial intermediary institutions. One of the risks which arise when this is operational risk.Operational risk to be one additional factor that must be measured and taken into account in theminimum capital adequacy, in addition to credit and market risk. There are three approaches forsetting capital charges for operational risk, are Basic Indicator Approach, Standardized Approach andAdvanced Measurement Approach. This research used the Advanced Measurement Approach inparticular the use of Extreme Value Theory (EVT) to measure the bank XXX operational risk, this isbecause the distribution of operational risk data have a tendency panhandle. Extreme valueidentification method used is the Peaks over Threshold (POT) method. The results showed that theamount of funds bank XXX must reserve to cover the possibility of operational risk in the period of2010 amounted to Rp 737,210,874, - at 99.9% confidence level. Backtesting results demonstrate thatviable models to be used as a means of measuring operational risk by 99.9% confidence level, for alltypes of operational risk events.
Regresi Spasial untuk Menentuan Faktorfaktor Kemiskinan di Provinsi Jawa Timur Anik Djuraidah; Aji Hamim Wigena
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 12, No 1 (2012)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v12i1.1055

Abstract

Dalam menentukan suatu wilayah kabupaten tergolong miskin umumnya masih digunakan analisisregresi. Padahal kemiskinan sangat mungkin terpengaruh oleh ruang dan daerah sekitarnya. Kondisiini menyebabkan data antar pengamatan sulit memenuhi asumsi saling bebas sebagai salah satuasumsi pada analisis regresi. Analisis yang dapat mengakomodir masalah spasial ini adalah modelotoregresif spasial (spatial autoregressive models, SAR), model galat spasial galat (spatial error models,SEM), dan model spasial umum (spatial general models, SGM). Tujuan penelitian ini adalahmenentukan faktor-faktor yang mempengaruhi kemiskinan dengan model regresi spasial. Hasilpenelitian menunjukkan bahawa model terbaik adalah SAR dan faktor-faktor yang mempengaruhikemiskinan adalah persentase penduduk yang tidak tamat Sekolah Dasar (SD) atau tidak bersekolah,persentase penduduk yang menggunakan air minum yang tidak berasal dari air mineral, air PAM,pompa air, sumur atau mata air terlindung, dan persentase penduduk yang menempati rumah dengankategori sehat yaitu dengan luas lantai lebih dari 8 m2.
Co-Authors . . Aunuddin Aam Alamudi Abqorunnisa, Farah Agus M. Soleh Agus Mohamad Soleh Agusta, Madania Tetiani Aji H Wigena Aji Hamim Wigena Aji Hamin Wigena Alfa Nugraha Pradana Alfa Nugraha Pradana Alfan, Tony Alwi Aliu, Muftih Anang Kurnia Anisa, Rahma Ardiansyah, Muhlis Aris Yaman Asep Andri Fauzi ASEP SAEFUDDIN Aunuddin Aunuddin Azizah Desiwari Bagus Sartono Banan Nabila Bimandra Djaafara Cici Suhaeni Cici Suheni Dani Al Mahkya Dewi Retno Sari Saputro, Dewi Retno Erfiani Erfiani Fauziah, Ghina Fitrianto, Anwar Hanifa Izzati Hardinsyah Haryanto, Sugi Herlina Hanum Herlina Hanum, Herlina I Made Sumertajaya I Wayan Mangku Ida Mariati Hutabarat Indahwati Intan Lukiswati Ira Yulita Ismah . Ismah, Ismah Itasia Dina Sulvianti Lismayani Usman Lusi Eka Afri Mely Amelia Miranti, Ita Miranti, Ita Mohamad Arif Pramarta Muhammad Nur Aidi Novi Hidayat Pusponegoro Oryza Sativa Pigitha, Nindi Pika Silvianti Pranata, Ismail Putri Astrini, Yufan Putri Astrini Rahardiantoro, Septian Rahma Anisa Resti Cahyati Resty Fanny Retna Nurwulan Retno Ariyanti Pratiwi Retsi Firda Maulina Ristiyanti Tarida, Arna Rita Rahmawati Rizki, Akbar Sarah Fadhlia Sari, Mutia Dwi Permata Sarimah Sarimah Septemberini, Cintia Setiawan Setiawan Sinaga, Enny Keristiana Siti Hasanah Siti Nur Laila Sony Sunaryo Sugi Haryanto Syam, Ummul Auliyah Tarida, Arna Ristiyanti Tasya Meilania, Gusti Titin Agustin Utami Dyah Syafitri Winda Chairani Mastuti Yoga Primanda Zulkarnain, Rizky _ Aunuddin