Linear M-estimation with bounded variables

DOI10.1007/BF02510169zbMath0872.65122MaRDI QIDQ678208

Ove Edlund

Publication date: 17 August 1997

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmnumerical examplesoverdetermined systemlinear M-estimationmethod of Lagrange multipliers

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications

Cites Work

• Algorithms for non-linear Huber estimation
• Finite algorithms for robust linear regression
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