A New Scale Step for Huber’s M-Estimators in Multiple Regression

DOI10.1137/0909011zbMath0642.65099OpenAlexW2046809573MaRDI QIDQ3783486

Louis-Paul Rivest

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1137/0909011

zbMATH Keywords

regressionrobust estimationHuber's estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément

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