Linear M-estimation with bounded variables

DOI10.1007/BF02510169MaRDI QIDQ678208zbMATH OpenFDO

Authors Ove Edlund

Publication date 17 August 1997

Published in BIT (Search for Journal in Brave)

zbMATH Keywords

numerical examplesalgorithmoverdetermined systemlinear M-estimationmethod of Lagrange multipliers

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

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• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• Algorithms for non-linear Huber estimation
• Finite algorithms for robust linear regression

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(2)

• A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications
• Robust M estimation of parameters in a linear system

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