Algorithms for non-linear Huber estimation (Q1123583): Difference between revisions
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Revision as of 04:58, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Algorithms for non-linear Huber estimation |
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Algorithms for non-linear Huber estimation (English)
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1989
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The estimation of \textit{P. J. Huber} [Robust statistics (1981; Zbl 0536.62025)] is a modification of least squares estimation designed to reduce the influence of data contamination. Numerical determination of the estimate requires minimization of a sum of \(\rho (f_ j(x))\) where \(\rho\) is the Huber function, and \(f_ j\) are (in general non-linear) regression functions of the parameter vector x. The authors present and investigate algorithms for this task.
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non-linear Huber estimation
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non-linear robust parameter estimation
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trust region method
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least squares estimation
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data contamination
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regression
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algorithms
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