Iterative convex estimation of linear regression models under data stochastic heterogeneity

DOI10.14498/VSGTU2138MaRDI QIDQ6945093zbMATH OpenFDO

Authors Oleg Aleksandrovich Golovanov, A. N. Tyrsin

Publication date 9 August 2025

Published in Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.14498/VSGTU2138

zbMATH Keywords

iterative algorithmsleast squares methodlinear regressionnon-convex loss functionsregression model robustnessrobust estimationstochastic data heterogeneityweighted least absolute deviations

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10)

Cites work

• An iterative algorithm for \(l_1\)-norm approximation in dynamic estimation problems
• Exact evaluation of linear regression models by the least absolute deviations method based on the descent through the nodal straight lines
• scientific article; zbMATH DE number 1118880 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
• Linear regression models. Applications in R
• Monte Carlo methods
• On the point for which the sum of the distances to n given points is minimum
• Optimal weighted least-squares methods
• Robust methods for heteroskedastic regression
• Robust Statistics
• Robustness theory and application
• The Concise Encyclopedia of Statistics
• The estimation of linear regression is based on the generalized least modules method

This page was built for publication: Iterative convex estimation of linear regression models under data stochastic heterogeneity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6945093)