A Variant of Huber Robust Regression

DOI10.1137/0905051zbMath0545.62030OpenAlexW2002412482MaRDI QIDQ3334793

Bradley W. Dickinson, Charles G. Jun. Boncelet

Publication date: 1984

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0905051

zbMATH Keywords

least squarestrimmed meanconstraintsrobust regressionM-estimatorleast absolute residualsasymmetric contaminationABC algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)