Numerical solution of robust regression problems: computational aspects, a comparison

DOI10.1080/00949657708810152zbMath0352.62062OpenAlexW2039417919MaRDI QIDQ4122658

Rudolf Dutter

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1080/00949657708810152

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Related Items (14)

Duality results and proximal solutions of the Huber \(M\)-estimator problem ⋮ A new algorithm for the Huber estimator in linear models ⋮ Finite algorithms for robust linear regression ⋮ RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS ⋮ Unnamed Item ⋮ On robust Kalman filtering ⋮ The scale problem in robust regressionM- estimates ⋮ Incorporating spatial context into fuzzy-possibilistic clustering using Bayesian inference ⋮ Recursive robust regression computational aspects and comparison ⋮ A sequential Bayesian alternative to the classical parallel fuzzy clustering model ⋮ Iteratively reweighted least squares: A comparison of several single step algorithms for linear models ⋮ Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference ⋮ Algorithms for the Huber estimator in multiple regression ⋮ Numerical methods for the nonlinear robust regression problem

Cites Work

• Algorithms for the Huber estimator in multiple regression
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Singular value decomposition and least squares solutions
• Robust Estimation of a Location Parameter
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Numerical solution of robust regression problems: computational aspects, a comparison