Robust regression using iteratively reweighted least-squares
From MaRDI portal
Publication:4153473
DOI10.1080/03610927708827533zbMath0376.62035OpenAlexW2050551672MaRDI QIDQ4153473
Paul W. Holland, Roy E. Welsch
Publication date: 1977
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610927708827533
Related Items
Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation, Comparison of the robust methods in the general linear regression model, Robust hypothesis testing in functional linear models, Noise-insensitive discriminative subspace fuzzy clustering, Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient, Robust estimation of a linear functional relationship, Comparison of Statistical Methods for Pretest–Posttest Designs in Terms of Type I Error Probability and Statistical Power, A New Computational Method for the Sparsest Solutions to Systems of Linear Equations, Optimal B-robust estimators for the parameters of the power Lindley distribution, A new outlier detection method based on convex optimization: application to diagnosis of Parkinson’s disease, A robust estimation method for the linear regression model parameters with correlated error terms and outliers, Spectral Synchronization of Multiple Views in SE(3), Bilevel Methods for Image Reconstruction, Structural and parametric identification of soft sensors models for process plants based on robust regression and information criteria, Component-wise robust linear fuzzy clustering for collaborative filtering, SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations, Duality results and proximal solutions of the Huber \(M\)-estimator problem, Outliers in official statistics, Huber-type principal expectile component analysis, Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis, Surface inpainting with sparsity constraints, The inverse problem for conducting defective lattices, Sparse Online Variational Bayesian Regression, Model-robust parameter dispersions for iteratively re-weighted least squares, Covariate-Adjusted Reference Intervals for Diagnostic Data, Alternating Minimization Algorithm with Automatic Relevance Determination for Transmission Tomography under Poisson Noise, A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion, Conjugate gradient acceleration of iteratively re-weighted least squares methods, Computational aspects of adaptive combination of least squares and least absolute deviations estimators, Reweighting approximate GM estimators: Asymptotics and residual-based graphics, High leverage points and vertical outliers resistant model selection in regression, Robust estimation in the errors variables model via weighted likelihood estimating equations, On w-estimators of a linear functional relationship, Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers, Duality in robust linear regression using Huber's \(M\)-estimator, Safe feature screening rules for the regularized Huber regression, Unnamed Item, Kernel-based sparse regression with the correntropy-induced loss, Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models, Modeling service-time distributions for queueing network simulation, Robust Estimation for Parameters of the Extended Burr Type III Distribution, On-line CAD Reconstruction with Accumulated Means of Local Geometric Properties, Regression with outlier shrinkage, An adaptive exponentially weighted moving average control chart for monitoring process variances, Generalised nonlocal image smoothing, Kernel-based maximum correntropy criterion with gradient descent method, Robustness of MML estimators based on censored samples and robust test statistics, Robust matching of 3D contours using iterative closest point algorithm improved by M-estimation., Synchronization problems in computer vision with closed-form solutions, Selection methods for extended least squares support vector machines, Surface fitting and registration of point clouds using approximations of the unsigned distance function, On a robust gradient boosting scheme based on aggregation functions insensitive to outliers, Robust fitting of ellipsoids by separating interior and exterior points during optimization, The scale problem in robust regressionM- estimates, Robust regression for estimating the Burr XII parameters with outliers, Robust registration of point sets using iteratively reweighted least squares, Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise, Outlier detection and least trimmed squares approximation using semi-definite programming, A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers, A stochastic controller for a scalar linear system with additive Cauchy noise, Incorporating spatial context into fuzzy-possibilistic clustering using Bayesian inference, Extraction of bulk wave characteristics from a pulsed ultrasonic polar scan, Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression, A general framework for frequentist model averaging, GaussFit?A system for least squares and robust estimation, Computing Robust Statistics via an EM Algorithm, Redescending \(M\)-estimators, Robust Hessian locally linear embedding techniques for high-dimensional data, Near-Optimal Bounds for Phase Synchronization, Robust variable selection and estimation in threshold regression model, Adaptive integral-sliding-mode control strategy for maneuvering control of F16 aircraft subject to aerodynamic uncertainty, Nonlinear Modeling of Neural Interaction for Spike Prediction Using the Staged Point-Process Model, A sequential Bayesian alternative to the classical parallel fuzzy clustering model, The iteratively reweighted estimating equation in minimum distance problems, Robust mean and covariance structure analysis through iteratively reweighted least squares, Robust tests for equality of two population means under the normal model, Change-of-variance sensitivities in regression analysis, Unnamed Item, Joint motion estimation and layer segmentation in transparent image sequences-application to noise reduction in X-ray image sequences, Regularized LTI system identification in the presence of outliers: a variational EM approach, General m-esttmators and applications to bounded influence estimation for non-linear regression, Robust Regression for Clustered Data with Application to Binary Responses, Gauss–Newton Methods for Robust Parameter Estimation, Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference, On the finite sample breakdown points of redescending \(M\)-estimates of location, Robust locally linear embedding, Steady flow around an inclined torus at low Reynolds numbers: lift and drag coefficients, Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares, Data-driven extrapolation via feature augmentation based on variably scaled thin plate splines, Robust fitting of mixture regression models, Enhancing sparsity by reweighted \(\ell _{1}\) minimization, M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models, Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods, Analysis of Regression Algorithms with Unbounded Sampling, Fast robust regression algorithms for problems with Toeplitz structure, Adaptive CUSUM procedures with Markovian mean estimation, De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément, Distance regression by Gauss-Newton-type methods and iteratively re-weighted least-squares, Robust model selection in 2D parametric motion estimation, Sparse regression for extreme values, A robust adaptive iterative ensemble smoother scheme for practical history matching applications, On the power of robust tests in analysis of covariance, Learning under \((1 + \epsilon)\)-moment conditions, The regression dilemma, Restricted \(M\)-estimation, Testing in robust anova, Fitting monotone polynomials in mixed effects models, A minimum variance adaptive technique for parameter estimation and hypothesis testing, Resistant fits for regression with correlated outcomes an estimating equations approach, Asymptotic behavior of iterative m-estimators for the linear model, CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER, A robust alternative to the normal distribution, A general approach of least squares estimation and optimal filtering
Cites Work