On Newton's method for Huber's robust M-estimation problems in linear regression

DOI10.1007/BF02510408zbMath0924.65153OpenAlexW1993619493MaRDI QIDQ1279695

K. Appert

Publication date: 27 April 1999

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02510408

zbMATH Keywords

algorithmNewton's methodlinear regressionrobust regressionfinite convergenceHuber's \(M\)-estimate

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

A global piecewise smooth Newton method for fast large-scale model predictive control ⋮ Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data ⋮ Computation of Huber's \(M\)-estimates for a block-angular regression problem ⋮ On the characterization of quadratic splines ⋮ An analytical fuzzy-based approach to -gain optimal control of input-affine nonlinear systems using Newton-type algorithm

Uses Software

• AAFAC

Cites Work

• An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
• Finite algorithms for robust linear regression
• A New Algorithm for Solving Strictly Convex Quadratic Programs
• Error Bounds for Piecewise Convex Quadratic Programs and Applications
• A New Finite Continuation Algorithm for Linear Programming
• A Finite Smoothing Algorithm for Linear $l_1 $ Estimation
• Robust Statistics
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