Linear Huber M-estimator under ellipsoidal data uncertainty

DOI10.1023/A:1021960722440zbMath1026.62028OpenAlexW1590526617MaRDI QIDQ1860953

Yanyan Li

Publication date: 15 December 2003

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021960722440

zbMATH Keywords

robustnessdata fittingleast squares problemssecond-order cone programmingHuber's \(M\)-estimator

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Applications of mathematical programming (90C90)

Related Items (3)

Minimizers of sparsity regularized Huber loss function ⋮ Two optimization problems in linear regression with interval data ⋮ General robust-optimization formulation for nonlinear programming

Uses Software

• filterSQP

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