A Variant of Huber Robust Regression

DOI10.1137/0905051MaRDI QIDQ3334793zbMATH OpenOpenAlexFDO

Authors Charles G. Jun. Boncelet, Bradley W. Dickinson

Publication date 1984

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0905051

zbMATH Keywords

least squaresrobust regressionconstraintsM-estimatortrimmed meanleast absolute residualsasymmetric contaminationABC algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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(6)

• Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
• Robust regression through the Huber's criterion and adaptive lasso penalty
• scientific article; zbMATH DE number 1843026 (Why is no real title available?)
• Robust regression trees based on M-estimators
• A New Scale Step for Huber’s M-Estimators in Multiple Regression
• scientific article; zbMATH DE number 7730941 (Why is no real title available?)

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