The Mathematical Structure of Huber’s M-Estimator

DOI10.1137/0906017zbMath0552.65099OpenAlexW1965900147MaRDI QIDQ3345744

David I. Clark

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1137/0906017

zbMATH Keywords

robustnessuniquenessM-estimator\(L_ 1\) estimator

Mathematics Subject Classification ID

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

Related Items (6)

Duality results and proximal solutions of the Huber \(M\)-estimator problem ⋮ New characterizations of \(\ell_ 1\) solutions to overdetermined systems of linear equations ⋮ Finite algorithms for robust linear regression ⋮ Duality in robust linear regression using Huber's \(M\)-estimator ⋮ Efficiency of minimizing compositions of convex functions and smooth maps ⋮ Approximation in normed linear spaces

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