On leastp-th power methods in multiple regressions and location estimations

DOI10.1007/BF01932691zbMath0303.65010MaRDI QIDQ4057996

William J. J. Rey

Publication date: 1975

Published in: BIT (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Estimation and detection in stochastic control theory (93E10) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Algorithms for the Huber estimator in multiple regression ⋮ Clusterwise linear regression ⋮ Numerical methods for the nonlinear robust regression problem

Cites Work

• Computational experiences with discrete L\(_p\)-approximation
• Stochastic processes and filtering theory
• The Influence Curve and Its Role in Robust Estimation
• Linear L ₁ Approximation for a Discrete Point Set and L ₁ Solutions of Overdetermined Linear Equations
• Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations
• The 1972 Wald Lecture Robust Statistics: A Review
• Calculation of linear bestL p -approximations

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