Fast robust regression algorithms for problems with Toeplitz structure

DOI10.1016/j.csda.2007.05.008zbMath1452.62096OpenAlexW2075419393MaRDI QIDQ1020913

Nicola Mastronardi, Dianne P. O'Leary

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.008

zbMATH Keywords

outliersToeplitz matricesrobust regressioniteratively reweighted least squaresFIR system identificationsmall displacement rank

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Toeplitz, Cauchy, and related matrices (15B05)

Related Items (3)

Robust regression for mixed Poisson-Gaussian model ⋮ Benchmark testing of algorithms for very robust regression: FS, LMS and LTS ⋮ Bias and covariance of the least squares estimate in a structured errors-in-variables problem

Uses Software

• Regularization tools
• UTV

Cites Work

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