Numerical Methods for Robust Regression: Linear Models

DOI10.1137/0907006MaRDI QIDQ4723258zbMATH OpenOpenAlexFDO

Authors David F. Shanno, David M. Rocke

Publication date 1986

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

Full work available at URL https://doi.org/10.1137/0907006

zbMATH Keywords

Huber-Dutter algorithmiteratively reweighted least squaresleast squares regressionNewton's methodrobust regression problem

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(22)

• A new algorithm for the Huber estimator in linear models
• Algorithms for non-linear Huber estimation
• Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
• Duality in robust linear regression using Huber's M-estimator
• Computational aspects of adaptive combination of least squares and least absolute deviations estimators
• On the efficient computation of robust regression estimators
• Finite algorithms for robust linear regression
• Robust regression with optimisation heuristics
• scientific article; zbMATH DE number 3885122 (Why is no real title available?)
• Selected algorithms for robust m- and L-regression estimators
• scientific article; zbMATH DE number 3980269 (Why is no real title available?)
• The scale problem in robust regressionM- estimates
• On Robust Linear Regression of Hepatic Extraction of Insulin
• Sector based linear regression, a new robust method for the multiple linear regression
• Global non-smooth optimization in robust multivariate regression
• Applications of robust regression to ``big data problems
• Large-Scale Scientific Computing
• A mathematical programming approach for improving the robustness of least sum of absolute deviations regression
• Generation of test problems for L_p- and huber regression
• Recursive robust regression computational aspects and comparison
• R-estimation in linear models: algorithms, complexity, challenges
• Efficient sorting during repetitive statistical computations: Algorithms and an application

Describes a project that uses

Uses Software

• GQTPAR

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