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zbMath0662.62033MaRDI QIDQ3811516

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

algorithms M-estimators linear models robust estimation experimental design regression model iterative procedures scaling problem Gauss-Newton procedure least-squares estimator outliers

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

Related Items (2)

RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS ⋮ Iteratively reweighted least squares: A comparison of several single step algorithms for linear models

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