Numerical methods for the nonlinear robust regression problem

DOI10.1080/00949658108810482zbMath0464.62030OpenAlexW2053840674MaRDI QIDQ3915813

Rudolf Dutter, Peter J. Huber

Publication date: 1981

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658108810482

zbMATH Keywords

robust estimationnumerical algorithmsmultiple regressionHuber estimatenonlinear robust regression

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

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Robust piecewise linear L₁-regression via nonsmooth DC optimization ⋮ Algorithms for non-linear Huber estimation ⋮ The scale problem in robust regressionM- estimates ⋮ Efficiency of minimizing compositions of convex functions and smooth maps

Cites Work

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• Robust regression: Asymptotics, conjectures and Monte Carlo
• Ein Verfahren zur Minimierung einer Quadratsumme nichtlinearer Funktionen
• On leastp-th power methods in multiple regressions and location estimations
• Numerical solution of robust regression problems: computational aspects, a comparison
• L p -methods for robust regression
• A Rapidly Convergent Descent Method for Minimization
• Minimizing a function without calculating derivatives
• Spiral--A new algorithm for non-linear parameter estimation using least squares

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