Computation of Huber's \(M\)-estimates for a block-angular regression problem

DOI10.1016/j.csda.2004.07.019zbMath1429.62017OpenAlexW2134078765MaRDI QIDQ959130

Xiao-Wen Chang

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.07.019

zbMATH Keywords

Newton's methodrecursive estimatorsleast-squares estimatorblock angular matrixHuber's \(M\)-estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (2)

Huber estimation for the network autoregressive model ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models

Cites Work

• Recursive robust regression computational aspects and comparison
• Large-scale geodetic least-squares adjustment by dissection and orthogonal decomposition
• On Newton's method for Huber's robust M-estimation problems in linear regression
• An algorithm for combined code and carrier phase based GPS positioning
• Finite algorithms for robust linear regression
• Robust Regression Computation Using Iteratively Reweighted Least Squares
• Robust Statistics
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