Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons

DOI10.1137/0909062zbMath0709.65130OpenAlexW2028496557MaRDI QIDQ3493172

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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

zbMATH Keywords

convergencenonlinear least-squares problemtest problemsquadratic approximationrobust linear regressionHuber's M-estimatorstrong global convergenceHuber-Dutter algorithm

Mathematics Subject Classification ID

General nonlinear regression (62J02) Numerical computation of solutions to systems of equations (65H10) Probabilistic methods, stochastic differential equations (65C99)

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