Algorithms for the computation of weights in bounded influence regression (Q804193)

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scientific article; zbMATH DE number 4199377
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Algorithms for the computation of weights in bounded influence regression
scientific article; zbMATH DE number 4199377

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    Algorithms for the computation of weights in bounded influence regression (English)
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    1988
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    robust regression
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    robust covariances
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    Newton algorithm
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    bounded influence regression
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    affinely invariant covariance matrix
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    fixed point algorithm
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    conjugate gradient approaches
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