Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
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Publication:3493172
DOI10.1137/0909062zbMath0709.65130OpenAlexW2028496557MaRDI QIDQ3493172
No author found.
Publication date: 1988
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0909062
convergencenonlinear least-squares problemtest problemsquadratic approximationrobust linear regressionHuber's M-estimatorstrong global convergenceHuber-Dutter algorithm
General nonlinear regression (62J02) Numerical computation of solutions to systems of equations (65H10) Probabilistic methods, stochastic differential equations (65C99)
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